Iranian Journal of Operations Research
http://www.iors.ir
Iranian Journal of Operations Research - Journal articles for year 2012, Volume 3, Number 2Yektaweb Collection - http://www.yektaweb.comen2012/9/11Local Self-concordance of Barrier Functions Based on Kernel-functions
http://iors.ir/journal/browse.php?a_id=320&sid=1&slc_lang=en
<font size="2"><font face="tahoma,arial,helvetica,sans-serif"><font size="3"> </font><font size="2"><i><span style="FONT-FAMILY: ">Many efficient interior-point methods (IPMs) are based on the use of a self-concordant barrier function for the domain of the problem that has to be solved. Recently, a wide class of new barrier functions has been introduced in which the functions are not self-concordant, but despite this fact give rise to efficient IPMs. Here, we introduce the notion of locally self-concordant barrier functions and we prove that the new barrier functions are locally self-concordant. In many cases, the (local) complexity numbers of the new barrier functions along the central path are better than the complexity number of the logarithmic barrier function by a factor between 0.5 and 1.</span></i></font></font> </font> RoosConvex Generalized Semi-Infinite Programming Problems with Constraint Sets: Necessary Conditions
http://iors.ir/journal/browse.php?a_id=321&sid=1&slc_lang=en
<font face="Times New Roman" size="3"> </font><font size="2"><font face="tahoma,arial,helvetica,sans-serif"><i><span style="line-height: 115% letter-spacing: 0.3pt font-family:">We consider generalized semi-infinite programming problems in which the
index set of the inequality constraints depends on the decision vector and all
emerging functions are assumed to be convex. Considering a lower level
constraint qualification, we derive a formula for estimating the
subdifferential of the value function. Finally, we establish the Fritz-John
necessary optimality conditions for the problem.</span></i><i><span style="line-height: 115% font-family:"><o:p /></span></i>
</font></font> KanziA New Model for Transportation Problem with Qualitative Data
http://iors.ir/journal/browse.php?a_id=322&sid=1&slc_lang=en
<font face="Times New Roman" size="3"> </font><font size="2"><font face="tahoma,arial,helvetica,sans-serif"><i><span style="color: black font-family: "Times New Roman","serif" mso-ascii-theme-font: major-bidi mso-hansi-theme-font: major-bidi mso-bidi-theme-font: major-bidi mso-themecolor: text1">In today’s highly competitive
market, the pressure on organizations to find a better way to create and
deliver value to customers is mounting.<span style="mso-spacerun: yes"> </span>The decision </span></i><span class="Heading5Char"><i><span style="color: black font-family: "Times New Roman","serif" mso-ascii-theme-font: major-bidi mso-hansi-theme-font: major-bidi mso-bidi-theme-font: major-bidi mso-themecolor: text1 mso-bidi-font-family: "Times New Roman"">involves many
quantitative and qualitative</span></i></span><i><span style="color: black font-family: "Times New Roman","serif" mso-ascii-theme-font: major-bidi mso-hansi-theme-font: major-bidi mso-bidi-theme-font: major-bidi mso-themecolor: text1"> factors that may be conflicting
in nature. Here, we present a new model for transportation problem with
consideration of quantitative and qualitative data. In the model, we quantify
the qualitative data by using the weight assessment technique in the fuzzy
analytic hierarchy process. Then, a preemptive fuzzy goal programming model is
formulated to solve the proposed model. The software package LINGO is used for
solving the fuzzy goal programming model. Finally, a numerical example is given
to illustrate that the proposed model may lead to a more appropriate solution.<o:p /></span></i></font></font><font face="Times New Roman" size="3"> </font> ZangiabadiRobust Quadratic Assignment Problem with Uncertain Locations
http://iors.ir/journal/browse.php?a_id=323&sid=1&slc_lang=en
<font size="3"><font face="Times New Roman"> </font><span style="line-height: 115% font-size: 10pt"><em><font face="tahoma,arial,helvetica,sans-serif">We consider a generalization of the
classical quadratic assignment problem, where coordinates of locations are uncertain
and only upper and lower bounds are known for each coordinate. We develop a
mixed integer linear programming model as a robust counterpart of the proposed
uncertain model. A key challenge is that, since the uncertain model involves
nonlinear objective function of the uncertain data, classical robust
optimization approaches cannot be applied directly to construct its robust
counterpart. We exploit the problem structure to develop exact solution methods
and present some computational results.<o:p /></font></em></span><font face="Times New Roman"> </font></font> Modarres yazdiA Multi-objective Immune System for a New Bi-objective Permutation Flowshop Problem with Sequence-dependent Setup Times
http://iors.ir/journal/browse.php?a_id=324&sid=1&slc_lang=en
<font size="2">
<font face="Times New Roman"> </font><i><span style="line-height: 115% font-family: "Times New Roman","serif" font-size: 10pt mso-ascii-theme-font: major-bidi mso-hansi-theme-font: major-bidi mso-bidi-theme-font: major-bidi"><font size="3">We<font face="Times New Roman"><span style="mso-spacerun: yes"> </span>present a new mathematical model for a
permutation flowshop scheduling problem with sequence-dependent setup times
considering minimization of two objectives, namely makespan and weighted mean
total earliness/tardiness. Only small-sized problems with up to 20 jobs can be
solved by the proposed integer programming approach. Thus, an effective
multi-objective immune system (MOIS) is specially proposed to solve the given
problem. Finally, the computational results are reported showing that the
proposed MOIS is effective in finding solutions of large-sized problems.<o:p /></font></font></span></i><font face="Times New Roman"> </font></font> Tavakkoli-MoghaddamCustomer Relationship Termination Problem for Beta-Geometric/Beta-Binomial Model of Customer Behavior
http://iors.ir/journal/browse.php?a_id=325&sid=1&slc_lang=en
<p><span style="line-height: 115% font-family:"><em><font size="2"><font size="3">We </font><font face="Times New Roman"><font size="3"><span style="mso-spacerun: yes"> </span>deal
with the relationship termination problem in the context of individual-level customer
relationship management (CRM) and use a Markov decision process to determine
the most appropriate occasion for termination of the relationship with a
seemingly unprofitable customer. As a particular case, the
beta-geometric/beta-binomial model is considered as the basis to define
customer behavior and it is explained how to compute customer lifetime value
when one needs to take account of the firm’s choice as to whether to continue
or terminate relationship with unprofitable customers. By numerical examples provided
by simulation, it is shown how a stochastic dynamic programming approach can be
adopted in order to obtain a more precise estimation of the customer lifetime
value as a key criterion for resource allocation in CRM.</font><span style="mso-spacerun: yes"> </span><span style="mso-spacerun: yes"> </span><span style="mso-spacerun: yes"> </span><span style="mso-spacerun: yes"> </span><span style="mso-spacerun: yes"> </span></font></font></em></span></p>
SamimiCoordinated and Joint Ordering Policies for Two Commodity Inventory System
http://iors.ir/journal/browse.php?a_id=326&sid=1&slc_lang=en
<p></p> Anbazhagan