دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
Facility Location and Determination of the Transportation Routes in the Closed-loop Supply Chain Considering the Holding Cost
1
20
FA
A.
Nadizadeh
Department of Industrial Engineering, Faculty of Engineering, Ardakan University, Ardakan, Iran
nadizadeh@ardakan.ac.ir
Y
M.
Moubed
Department of Industrial Engineering, Faculty of Engineering, Ardakan University, Ardakan, Iran.
moubed@ardakan.ac.ir
N
F.
Ghasabian
Department of Industrial Engineering, Faculty of Engineering, Ardakan University, Ardakan, Iran.
ghasabian@yahoo.com
N
10.52547/jamlu.18.4.1
In recent years, the green supply chain has become a key strategy for the competitiveness of organizations, where the reverse and closed-loop supply chains are one way to achieve it. In the current competitive environment, the closed-loop supply chain helps reduce costs by re-using recyclables and reducing environmental pollution by reducing waste and extending product life. In this study, a closed-loop integrated logistics network is studied in seven levels, and an integer nonlinear-programming model is proposed to minimize the total costs of facility location, transportation, and holding costs of materials and products. By this model, each facility's location in each level, the transportation of materials and products between them are determined by heterogonous vehicles and well-known customer demands. Finally, to validate the proposed model, a numerical example is designed and solved by GAMS software, and its results are analyzed.
Facility Location, Holding Cost, Closed-loop Supply Chain, Multi-level.
http://jamlu.liau.ac.ir/article-1-1653-en.html
http://jamlu.liau.ac.ir/article-1-1653-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
Using an Efficient Penalty Method for Solving Linear Least Square Problem with Nonlinear Constraints
21
31
FA
N.
Bidabadi
Yazd University, Department of Mathematical Sciences, Yazd, Iran
n_bidabadi@yazd.ac.ir
Y
10.52547/jamlu.18.4.21
In this paper, we use a penalty method for solving the linear least squares problem with nonlinear constraints. In each iteration of penalty methods for solving the problem, the calculation of projected Hessian matrix is required. Given that the objective function is linear least squares, projected Hessian matrix of the penalty function consists of two parts that the exact amount of a part of it is in the hand, but the calculation of the other part is expensive. In this paper, after obtaining a structured secant relation, we use a structured quasi-Newton method to approximate the projected Hessian matrix and then, we show the asymptotic and global convergence of the presented method. The obtained numerical results show the efficiency of this method.
Exact Penalty Method, Least Squares Problem, Structured Updating.
http://jamlu.liau.ac.ir/article-1-1453-en.html
http://jamlu.liau.ac.ir/article-1-1453-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
A Mathematical Optimization Model for Scheduling Student Classes in Corona-Living Conditions
33
52
FA
H.
Rashidi
Faculty of Statistics, Mathematics and Computer, Allameh Tabataba’i University, Tehran, Iran.
hrashi@gmail.com
Y
10.52547/jamlu.18.4.33
Due to the widespread outbreak of Covid-19, many of the world's top universities have decided to hold the next semester virtually. In our country, too, the forecasts show a red situation for some areas in terms of corona prevalence. Due to the large number of students living in these areas, planning for the next semester of universities should be more focused on e-education. According to the instructions of the Ministry of Science, Research and Technology of Iran, the next semester should be implemented in two ways, including e-learning and face-to-face education. In face-to-face education with the requirements of the educational space and classrooms, students are divided into two sub-disciplines A and B. The students in each category will be present in the class in different weeks so that it is possible to implement health protocols in the educational space and classrooms. In this paper, to determine the number of students and classes for both sub-disciplines A and B in face-to-face education, a mathematical optimization model in the form of nonlinear programming with integer variables is proposed. In the objective function of the model, the distribution of students in the educational space and classrooms is considered in such a way that the maximum possible dispersion is possible to prevent the spread of coronary heart disease. In this model, class capacity constraints as well as constraints for holding classes on even days (Saturday, Monday), odd days (Sunday and Tuesday) and Wednesday are considered. This model has been implemented for allocating classes in the Faculty of Statistics, Mathematics and Computer of Allameh Tabataba’i University and its use has brought satisfactory results for decision makers.
Corona Prevalence, Face-To-Face Education, Class Assignment, Mathematical Programming.
http://jamlu.liau.ac.ir/article-1-2021-en.html
http://jamlu.liau.ac.ir/article-1-2021-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
Design of a Robust Multi-Product Multi-Period Green Supply Chain Network
53
71
FA
H.
Amin-Tahmasbi
Department of Industrial Engineering, Faculty of Technology and Engineering, East of Guilan, University of Guilan, Iran
amintahmasbi@guilan.ac.ir
Y
M.
Dastoureh
Industrial Engineering Department, Fouman Faculty of Engineering, Tehran University, Fouman, Iran
mohammad.dastoreh@ut.ac.ir
N
10.52547/jamlu.18.4.53
One of the strategic decisions in the supply chain is an efficient network design which has a great impact on reducing costs and increasing customer satisfaction and lead to successful management of the network. Efficient design of green networks also reduces the pollution caused by carbon dioxide emissions. On the other hand, high speed of changes in the business environment has increased uncertainty and ambiguity of the chain. In order to reduce the risk and uncertainty of parameters, it is necessary to use of robust mathematical optimization models. In this research, a multi-objective, multi-product and multi-period model under uncertainty is presented. The first objective function is minimization of transportation costs and the second objective function is to minimize carbon emissions. In this model, both the amount of carbon emissions per time of transport between the plants and the distribution centers and the amount of carbon emissions of the plants and distribution centers are considered. In the constraints, a threshold limit for carbon emissions is considered so that if carbon emissions exceeds the threshold, the implementation of the project is not possible. Then a robust optimization approach is used to model the existing uncertainties. Finally, the results of the robust model are compared with the certain model.
Supply Chain Network Design, Green Supply Chain, Robust Optimization, Multi-Product, Multi- Period
http://jamlu.liau.ac.ir/article-1-1927-en.html
http://jamlu.liau.ac.ir/article-1-1927-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
A Data Envelopment Analysis Model with Restricted Weights to Evaluate the Efficiency in the Banking Industry
73
84
FA
A.
Abdali
Department of governmental management, Amin Police Academy and Board of Directors of Sepah Bank, Tehran, Iran
abdali9192@gmail.com
N
B.
Karimi
Department of Mathematics, Islamic Azad University, Karaj Branch, Karaj, Iran
b.karimi1987@gmail.com
Y
S.
Mehrabian
Department of Mathematics, Kharazmi University, Tehran, Iran
saeid_mehrabian@yahoo.com
N
10.52547/jamlu.18.4.73
Data Envelopment Analysis (DEA) is based on a mathematical programming method to evaluate the performance of decision-making units (DMUs) with multiple inputs and outputs. In DEA, input and output weights can take any non-negative value to achieve the best performance. One of the problems with this type of evaluation is the low discriminate of these models. Weight reduction methods have been introduced as a solution to this problem and improve the discrimination of DEA models. The purpose of this paper is to present a data envelopment analysis model with a new weight reduction. The constraint presented using the mean and standard deviation of variable weights is related to efficient DMUs. Considering the variable weights is due to the non-unique weights obtained in the multiplier model. The proposed model is also used to evaluate the efficiency of bank branches in Iran. We will use this method to evaluate the efficiency of 40 branches of a commercial bank in Iran for two consecutive years. The results of the model implementation show that the discrimination of DMUs is increased using the proposed model and the results confirm the theoretical points expressed about the proposed method.
Data Envelopment Analysis, Restricted Weights, Efficient Faces, Evaluating the Efficiency of Bank.
http://jamlu.liau.ac.ir/article-1-1328-en.html
http://jamlu.liau.ac.ir/article-1-1328-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
Assessing Companies Efficiency Based on Intellectual Capital and Its Effect on Equity Cost: A Case Study of the Pharmaceutical Industry
85
102
FA
M.
Zareian
Department of Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran
moeinzareian@gmail.com
N
B.
Banimahd
Department of Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran
dr.banimahd@gmail.com
Y
R.
Nazari
Department of Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran
reza239@yahoo.com
N
M.
Moradzadeh Fard
Department of Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran
mehdi_moradzadehfard@yahoo.com
N
10.52547/jamlu.18.4.85
The primary purpose of this study is to rank and evaluate the efficiency of companies operating in the pharmaceutical industry in Tehran stock exchange based on intellectual capital using data envelopment analysis (DEA). The second purpose of this paper is to investigate the effect of intellectual capital efficiency rank on the cost of equity of the mentioned companies.
For this purpose, DEA was used to calculate the performance efficiency rating. Input indicators of the DEA are components of intellectual capital, including human capital, structural capital, capital employed and innovation capital, and output indicators are ROA, ROE, ROS and net EPS. Information and research data from the financial statements of the mentioned companies have been extracted from the stock exchange site during a ten-year period from 2008 to 2017. A multiplier model was used for evaluating the efficiency of the units, and the Anderson-Peterson model was used to rank them. The findings state that the rank of the performance efficiency and equity costs are inversely related. Furthermore, as financial leverage increases, so does the cost of equity. The percentage of institutional shareholder ownership and the company size are inversely related to the cost of equity.
Data Envelopment Analysis, Performance Benchmarking, Intellectual Capital, Efficiency Rating, Cost of Equity
http://jamlu.liau.ac.ir/article-1-1890-en.html
http://jamlu.liau.ac.ir/article-1-1890-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
Analysis of Marginal Rates of Substitution in the Presence of Undesirable Factors Using Data Envelopment Analysis
103
119
FA
F.
Bozorgi
Department of Management and Accounting, Rasht Branch, Islamic Azad University, Rasht, Iran
fatemebozorgi88@yahoo.com
N
M.
Soufi
Department of Management and Accounting, Rasht Branch, Islamic Azad University, Rasht, Iran
msoufi45@gmail.com
Y
A.
Amirteimoori
Department of Applied Mathematics, Rasht Branch, Islamic Azad University, Rasht, Iran
aamirteimoori@gmail.com
N
M.
Homayounfar
Department of Management and Accounting, Rasht Branch, Islamic Azad University, Rasht, Iran
homayounfar79@gmail.com
N
10.52547/jamlu.18.4.103
In addition to desirable outputs, organizations always produce undesirable outputs. By examining the impact of these outputs on inputs and desirable outputs, important information can be obtained to determine strategies and guidelines for better decision-making by managers. The main purpose of this study is to calculate the marginal rates of substitution of branches of one of the commercial banks by considering undesirable factors. This research has been done in two phases. In the first phase, the efficient branches of the commercial bank were identified through the developed model of data envelopment analysis. Then, in the second stage, the marginal rates of substitution of undesirable outputs to the desired outputs and inputs in the efficient branches of banks were calculated. The results showed that the change in the amount of undesirable outputs has a significant effect on other factors. Also, non-discretionary factors are not ineffective in producing undesirable outputs.
Data Envelopment Analysis, Efficiency, Undesirable Outputs, Managerial Disposability, Marginal Rates of Substitution
http://jamlu.liau.ac.ir/article-1-2030-en.html
http://jamlu.liau.ac.ir/article-1-2030-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
18
4
2021
12
1
A Multi Objective Model for Multi-Item Multi-Period Inventory Planning with Substitutable Goods and Random Demand and Solving by NSGA II and DE
121
135
FA
R.
Sadeghian
Department of Industrial Engineering, Payame Noor University, Iran
ramin_sadeghian@yahoo.com
Y
A. H.
Hassani
Department of Industrial Engineering, Payame Noor University, Iran
amh_1768@yahoo.com
N
10.52547/jamlu.18.4.121
In this paper, a three objective model with the substitution assumption are considered. Some parameters are assumed, such as probabilistic demand. The objective functions are looking for maximizing the profit, minimizing the risk of facing slack and minimizing of the dissatisfaction rising from the substitution, respectively. Some other assumptions are: Planning is considered as multi-period and multi-item, and the inventory control parameters such as holding costs, ordering cost and slack cost are fixed during the planning period. Slack is allowed only in the form of the lost sale. Since all of the previous studies had only one objective function in order to compare, we solve our first objective function separately with and without substitution assumption in a small size. The results show that the improvements with substitution assumption. Also, a three objective model in small size with the LP-Metric method is solved to see the trend of answers and it is solved by medium and large size by using two meta-heuristic algorithms, Non-dominated Sorting Genetic Algorithm-II (NSGA-II) and Differential Evolution (DE).
Inventory Planning, Substitute Items, Multi-Item, Multi-Period, Meta-Heuristic
http://jamlu.liau.ac.ir/article-1-1712-en.html
http://jamlu.liau.ac.ir/article-1-1712-en.pdf