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Showing 45 results for Optimization
Dr. Davood Darvishi, Volume 9, Issue 1 (7-2018)
Abstract
Linear programming problems with interval grey numbers have recently attracted some interest. In this paper, we study linear programs in which right hand sides are interval grey numbers. This model is relevant when uncertain and inaccurate factors make difficult the assignment of a single value to each right hand side. Some methods have been developed for solving these problems. In this paper, we propose a new approach for solving interval grey number linear programming problems is introduced without converting them to classical linear programming problems. A numerical example is provided to illustrate the proposed approach.
Dr. Bijan Mohammadi, Volume 10, Issue 2 (9-2019)
Abstract
This contribution gathers some of the ingredients presented during the Iranian Operational Research community gathering in Babolsar in 2019.It is a collection of several previous publications on how to set up an uncertainty quantification (UQ) cascade with ingredients of growing computational complexity for both forward and reverse uncertainty propagation.
Dr. Mehrdad Ghaznavi, Mrs. Mahboobe Abkhizi, Volume 10, Issue 2 (9-2019)
Abstract
Here, scalarization techniques for multi-objective optimization problems are addressed. A new scalarization approach, called unified Pascoletti-Serafini approach, is utilized and a new algorithm to construct the Pareto front of a given bi-objective optimization problem is formulated. It is shown that we can restrict the parameters of the scalarized problem. The computed efficient points provide a nearly equidistant approximation of the whole Pareto front. The performance of the proposed algorithm is illustrated by various test problems and its effectiveness with respect to some existing methods is shown.
Dr. Fahimeh Baroughi, Mrs. Akram Soltani, Dr. Behrooz Alizadeh, Volume 10, Issue 2 (9-2019)
Abstract
Here, we investigate the classical p-median location problem on a network in which the vertex weights and the distances between vertices are uncertain. We propose a programming model for the uncertain p-median location problem with tail value at risk objective. Then, we show that it is NP-hard. Therefore, a novel hybrid modified binary particle swarm optimization algorithm is presented to obtain the approximate optimal solution of the proposed model. The algorithm contains the tail value at risk simulation and the expected value simulation. Finally, by computational experiments, the algorithm is illustrated to be efficient.
Dr Hamid Reza Yousefzadeh, Dr Davood Darvishi, Mrs Arezoo Sayadi Salar, Volume 11, Issue 1 (9-2020)
Abstract
Ant colony optimization (ACOR) is a meta-heuristic algorithm for solving continuous optimization
problems (MOPs). In the last decades, some improved versions of ACOR have been proposed.
The UACOR is a unified version of ACOR that is designed for continuous domains. By adjusting
some specified components of the UACOR, some new versions of ACOR can be deduced. By doing
that, it becomes more practical for different types of MOPs. Based on the nature of meta-heuristic
algorithms, the performance of meta-heuristic algorithms are depends on the exploitation and
exploration, which are known as the two useful factors to generate solutions with different
qualities. Since all the meta-heuristic algorithms with random parameters use the probability
functions to generate the random numbers and as a result, there is no any control over the
amount of diversity; hence in this paper, by using the best parameters of UACOR and making
some other changes, we propose a new version of ACOR to increase the efficiency of UACOR.
These changes include using chaotic sequences to generate various random sequences and also
using a new local search to increase the quality of the solution. The proposed algorithm, the two
standard versions of UACOR and the genetic algorithm are tested on the CEC05 benchmark
functions, and then numerical results are reported. Furthermore, we apply these four algorithms
to solve the utilization of complex multi-reservoir systems, the three-reservoir system of Karkheh
dam, as a case study. The numerical results confirm the superiority of proposed algorithm over
the three other algorithms.
Mr. Yaser Rouzpeykar , Dr Roya Soltani, Dr Mohammad Ali Afashr Kazemi, Volume 11, Issue 1 (9-2020)
Abstract
The hub location and revenue management problem are two research topics in the field of network design and transportation. The hub location model designs the structure of the transportation network, while the revenue management model allocates network capacity to different customer categories according to their price sensitivity. Revenue management determines which products to sell to which customers and at what price. On the other hand, due to the limited number of aircraft seats, the revenue management problem has been widely used in the aviation industry. In this study, a robust optimization model is developed for the hub location and revenue management problem. For this purpose, a real-world case study with a central hub and six airports is presented and solved using CPLEX solver in GAMS software. Finally, a sensitivity analysis was performed on the key parameters of the problem, and their effect on the objective functions of the problem was investigated. Results show that the proposed model achieved the feasible solution in reasonable time for real case problem by exact method.
Mr. Aria Soleimani Kourandeh, Dr. Jafar Fathali , Mrs Sara Taherifard , Volume 12, Issue 1 (6-2021)
Abstract
Location theory is one of the most important topics in optimization and operations research. In location problems, the goal is to find the location of one or more facilities in a way such that some criteria such as transportation costs, customer traveling distance, total service time, and cost of servicing are optimized. In this paper, we investigate the goal Weber location problem in which the location of a number of demand points on a plane is given, and the ideal is locating the facility in the distance Ri , from the i-th demand point. However, in most instances, the solution of this problem does not exist. Therefore, the minimizing sum of errors is considered. The goal Weber location problem with the lp norm is solved using the stochastic version of the LBFGS method, which is a second-order limited memory method for minimizing large-scale problems. According to the obtained numerical results, this algorithm achieves a lower optimal value in less time with comparing to other common and popular stochastic optimization algorithms. Note that although the investigated problem is not strongly convex, the numerical results show that the SLBFGS algorithm performs very well even for this type of problem.
Miss Hadis Abedi , Prof Behrouz Kheirfam, Volume 12, Issue 2 (11-2021)
Abstract
In this paper, we present a new primal-dual predictor-corrector interior-point algorithm for linear optimization problems. In each iteration of this algorithm, we use the new wide neighborhood proposed by Darvay and Takács. Our algorithm computes the predictor direction, then the predictor direction is used to obtain the corrector direction. We show that the duality gap reduces in both predictor and corrector steps. Moreover, we conclude that the complexity bound of this algorithm coincides with the best-known complexity bound obtained for small neighborhood algorithms. Eventually, numerical results show the capability and efficiency of the proposed algorithm.
Ms. Malihe Fallah-Tafti, Dr. Mahboube Honarvar, Prof. Reza Tavakkoli-Moghaddam, Prof. Ahmad Sadeghieh, Volume 13, Issue 1 (6-2022)
Abstract
This study aims to develop a capacitated hub location-routing model to design a rapid transit network under uncertainty. The mathematical model is formulated by making decisions about the location of the hub and spoke (non-hub) nodes, the selection of the hub and spoke edges, the allocation of the spoke nodes to the hub nodes, the determination of the hub and spoke lines, the determination of the percentage of satisfied origin-destination demands, and the routing of satisfied demand flows through the lines. Capacity constraints are considered in the hub and spoke nodes and also the hub and spoke edges. Uncertainty is assumed for the demands and transportation costs, represented by a finite set of scenarios. The aim is to maximize the total expected profit, where transfers between the lines are penalized by including their costs in the objective function. The performance of the proposed model is evaluated by computational tests and some managerial insights are also provided through the analysis of the resulting networks under various parameter settings.
Mr. Amir Hossein Naji Moghadam, Prof. Yahia Zare Mehrjerdi, Volume 13, Issue 2 (12-2022)
Abstract
Due to the importance of vehicle routing for delivering a large number of orders with different restrictions in the world, various optimization methods have been studied in past researches. In this article, a number of researches of recent years have been discussed, then the proposed model is described in 3 phases with the penalty index. This model has the ability to assign orders, route vehicles and determine the number of active vehicles dynamically with the aim of minimizing the total cost of distribution. By examining valid metaheuristic models and using their strengths and weaknesses, and considering multiple limitations, a new model of "dynamic 3-phase optimization" has been designed. The main application of the proposed model is for vehicle routing problems with capacity constraints of fleet number and capacity constraints (maximum and minimum number of orders). Finally, with simulation, the outputs of the model have been analyzed in different conditions . Although the limitation of maximum and minimum capacity is added to the problem, by dynamically considering the number of vehicles and using star clustering (initiative of this research), three social, environmental and economic dimensions were improved. The time for orders to reach customers decreased by 19.3%, fuel consumption and air pollution by 14.9%, and logistics costs by 8.7%. To calculate the final value of system stability, a unique 3D fuzzy model has been used. With the sensitivity analysis, we came to the conclusion that the 3-phase dynamic optimization model has led to a 14.58% improvement in system stability.
Dr. Akram Soltanpour, Professor Behrooz Alizadeh, Assoc. Professor Fahimeh Baroughi, Volume 14, Issue 1 (6-2023)
Abstract
In an uncapacitated facility location problem, the aim is to find the best locations for facilities on a specific network in order to service the existing clients at the maximum total profit or minimum cost. In this paper, we investigate the uncapacitated facility location problem where the profits of the demands and the opening costs of the facilities are uncertain values. We first present the belief degree-constrained, expected value and tail value at risk programming models of the problem under investigation. Then, we apply the concepts of the uncertainty theory to transform these uncertain programs into the corresponding deterministic optimization models. The efficient algorithms
are provided for deriving the optimal solutions the problem under investigation.
Farzaneh Rezaee, Nazanin Pilevari, Reza Radfar, Volume 14, Issue 1 (6-2023)
Abstract
Abstract
Objective: From economic, environmental and social perspectives, the sustainability of the supply chain can give a competitive advantage to organizations. By designing a hybrid discrete event agent-based simulation model based on the simulation-optimization approach and meta-heuristic algorithms, this study has sought to evaluate the sustainability of the supply chain and improve the economic, environmental and social objectives of the supply chain.
Method: First, by identifying supply chain agents, an agent-based simulation model is developed. After designing the hybrid simulation model, the verification and validation phases are performed. By combining the simulation model with meta-heuristic algorithms and using the simulation-optimization approach, the optimal/near-optimal values of the components affecting the sustainability of the supply chain are finally extracted.
Findings: In addition to being able to reflect all the complexities of supply chains, the hybrid simulation optimization approach can also improve the key components affecting the sustainability of the supply chain.
Results: Implementation of sustainable supply chain components without optimizing the key variables of the supply chain can lead to the deterioration of performance and sustainability of the supply chain. The components of the maximum levels of product and inventory maintenance and how to implement environmental and social aspects in all the elements of the supply chain have a direct effect on the chain performance and should have appropriate values in different scenarios.
Dr. Elham Basiri, Dr. S.m.t.k. Mirmostafaee, Volume 14, Issue 2 (12-2023)
Abstract
This paper considers the progressively Type-II censoring and determines the optimal sample size using a Bayesian prediction approach. To this end, two criteria, namely the Bayes risk function of the point predictor for a future progressively censored order statistic and the designing cost of the experiment are considered. In the Bayesian prediction, the general entropy loss function is applied. We find the optimal sample size such that the Bayes risk function and the cost of the experiment do not exceed two pre-fixed values. To show the usefulness of the results, some numerical computations are presented.
Somaye Mohammadpor, Maryam Rahmaty, Fereydon Rahnamay Roodposhti, Reza Ehtesham Rasi, Volume 14, Issue 2 (12-2023)
Abstract
In this article, the modeling and solution of a cryptocurrency capital portfolio optimization problem has been discussed. The presented model, which is based on Markowitz's mean-variance method, aims to maximize the non-deterministic internal return and minimize the cryptocurrency investment risk. A combined PSO and SCA algorithm was used to optimize this two-objective model. The results of the investigation of 40 investment portfolios in a probable state showed that with the increase in the internal rate of return, the investment risk increases. So in the optimistic state, there is the highest internal rate of return and in the pessimistic state, there is the lowest investment risk. Investigations of the investment portfolio in the probable state also showed that more than 80% of the investment was made to optimize the objective functions in 5 cryptocurrencies BTC, ETH, USTD, ADA, and XRP. So in the secondary analysis, it was observed that in the case of investing in the top 5 cryptocurrencies, the average internal rate of return increased by 9.92%, and the average investment risk decreased by 0.1%.
H. Razavi, S.h. Motevalli, S. Emamgholizade, M. Rajaei Litkoohi, Volume 16, Issue 1 (3-2025)
Abstract
This research proposes a robust multi-objective optimization model for blockchain-enabled smart supply chains under uncertainty. The model integrates forward and reverse logistics while incorporating blockchain transaction efficiency to enhance transparency, traceability, and trust among stakeholders. The objectives include minimizing total costs, reducing carbon emissions, maximizing service levels, and optimizing blockchain-related operations. To address uncertainties in demand and transportation costs, the model employs fuzzy robust optimization techniques, ensuring reliable decision-making. To solve the proposed model, several metaheuristic algorithms, including Genetic Algorithm (GA), Particle Swarm Optimization (PSO), and the newly developed Greedy Man Optimization Algorithm (GMOA) are utilized. Comparative analysis demonstrates the superiority of GMOA in achieving high-quality solutions with lower computational time. The results highlight the model’s practical applicability in designing sustainable, transparent, and efficient supply chains. Sensitivity analyses provide managerial insights, emphasizing the impact of key parameters on total costs and operational performance.
Sara Motamed, Mahboubeh Yaghoubi, Volume 16, Issue 1 (3-2025)
Abstract
Intelligence has long been an interesting and important topic in psychology and cognitive science. IQ is considered a basic measure of a person's cognitive abilities, which includes various aspects of reasoning, problem solving, memory, and overall intellectual ability. Considering the importance of IQ in cognitive and psychological evaluations, the main goal of this article was to provide a new and effective approach to improve the accuracy of estimating this measure through complex brain data processing. In this paper, we have analyzed and developed a hybrid model of GWO algorithm and CNN (GCNN) in order to estimate IQ using brain MRI images. The results of the experiments showed that the accuracy of the proposed model was significantly better than the traditional techniques, and this indicates the high capabilities of the model in interpreting complex medical data. By examining the results, we find that the accuracy of the proposed model with an estimation rate of 93.10% is better than other competing methods.
Meysam Ranjbar, Ali Ashrafi, Volume 16, Issue 1 (3-2025)
Abstract
In this paper, a modified hybrid three-term conjugate gradient (CG) method is proposed for solving unconstrained optimization problems. The search direction is a three-term hybrid form of the Hestenes-Stiefel (HS) and Liu–Storey (LS) CG parameters. It is established that the method ensures the sufficient descent property independent of line search techniques. The convergence analysis of the proposed method is carried out under standard assumptions for general functions. Numerical experiments on CUTEr problems and image denoising tasks demonstrate that our method outperforms existing approaches in terms of efficiency, accuracy, and robustness, particularly under high levels of salt-and-pepper noise.
Dr Narjes Amiri, Dr Seyed Hadi Nasseri, Dr Davood Darvishi, Volume 16, Issue 1 (3-2025)
Abstract
This article examines and analyzes fuzzy linear programming models and techniques. Since its emergence in the 1970s, fuzzy linear programming has addressed the growing complexity of decision-making problems in the real world that occur in uncertain and dynamic environments. Fuzzy linear programming is based on fuzzy set theory and traditional linear programming theory, covering a wide range of theoretical research and algorithmic advancements. Unlike traditional linear programming, fuzzy linear programming does not have a single model, as fuzziness can manifest in various aspects of the model. This paper focuses on solving fuzzy linear programming problems that include inequality constraints. The suggested method employs Yager's linear fuzzy relation, providing a simple and effective way to manage the complexities associated with fuzzy parameters.
Dr Mohammad Mohammadi, Dr Davood Darvishi, Volume 16, Issue 1 (3-2025)
Abstract
Prostate cancer is the most common cancer in men and the second leading cause of cancer-related death worldwide. Over the years, researchers from various fields, beyond medicine, have sought to expand their understanding of the disease to develop more effective treatments. Treatment planning for high-dose-rate (HDR) brachytherapy involves designing the trajectory of the radiation source to deliver sufficient doses to the target area while minimizing exposure to surrounding organs at risk (OAR) within clinically safe limits. Since the exact tumor volume is not known, the model uses gray numbers instead of tumor volume, which provides more accurate results.
In this study, four powerful multi-objective evolutionary algorithms (MOEAs) NSGA1-II, PESA2-II, SPEA3-II, and MOPSO4 are employed. Instead of yielding a single best solution, these algorithms produce a set of Pareto-optimal solutions, each representing a trade-off where no one solution is definitively better than the rest. However, they demonstrate improved performance compared to other optimization methods. The results show that the MOPSO algorithm performs better than the other three powerful algorithms in terms of solution quality and maintaining diversity among solutions.
Mr. Sajjad Mohseni Andargoli, Dr. Abdollah Arasteh, Dr. Ali Divsalar, Volume 16, Issue 2 (8-2025)
Abstract
The explosive growth of global e-commerce and the increasing complexity of last-mile logistics have made the strategic placement of smart lockers a critical concern in modern urban logistics systems. Conventional methods, which rely solely on Multi-Criteria Decision Making (MCDM) methods for obtaining solutions, suffer from several limitations when implemented in uncertain, significant, and multi-objective scenarios. This paper proposes a stochastic multi-objective optimisation model for the BWM, prioritising decision criteria, which is solved by combining a hybrid metaheuristic solution methodology. The proposed model optimizes both total cost and sustainability performance from economic, environmental, and social perspectives, as well as robustness to demand uncertainty. An empirical study using Babol City, Iran, is presented to test and demonstrate the proposed framework. Candidate locker location and demand areas were examined based on expert-elicited criteria weights, with the preparation of a multi-objective mixed-integer programming model. In order to alleviate the computation burden, a combined structure of NSGA-II and LNS (referred to as NSGA-II+LNS) was proposed, which outperforms classical evolutionary algorithms in terms of convergence into the Pareto frontier. Factual results indicate that factoring in economic affordability, accessibility, and environmental impact is key to optimal locker capacity design. Robust solutions under demand fluctuation can save up to 18% more on service reliability, providing strong deterministic answers. This article makes the following theoretical and practical contributions: (i) a novel sustainable-oriented, deterministic model for smart locker location is proposed; (ii) advanced metaheuristics are integrated with MCDM in urban logistics, whereas fewer studies have focused on integrating them; and (iii) policy implications are suggested not only to policymakers but also to logistics operators who want robust last-mile delivery strategies..
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