e constraint
در نشریات گروه صنایع-
Portfolio selection has been recognized as one of the most significant and challenging problems in financial engineering since Markowitz’s pioneering work on the mean-variance model. This problem centers on the optimal allocation of wealth across a set of assets to maximize returns while minimizing investment risk. While the basic Markowitz mean-variance framework is theoretically elegant and foundational, it has faced criticism from investment practitioners due to its reliance on unrealistic assumptions that limit its practical applicability. Specifically, the traditional model assumes perfect market conditions and neglects real-world constraints, such as the need to limit the number of assets in a portfolio (cardinality), which can significantly reduce its practical applicability. To address these limitations, this paper extends the mean-variance portfolio selection model by incorporating cardinality and floor-ceiling (quantity) constraints. The cardinality constraint ensures that the portfolio includes a specified number of assets, while the floor-ceiling constraint regulates the allocation to each asset, restricting it within predefined bounds. These added constraints transform the classical quadratic optimization problem into a mixed-integer quadratic problem, which necessitates the use of approximation algorithms such as metaheuristic algorithms for efficient and feasible solutions. Although numerous metaheuristic algorithms have been employed to tackle this problem, genetic algorithms have gained prominence due to their balance between solution quality and computational efficiency. However, the standard genetic algorithm is not without its shortcomings, particularly when handling the complexity of constrained portfolio optimization. To overcome these limitations, we propose a novel crossover operator designed to enhance the performance of the genetic algorithm.Keywords: Portfolio Selection Problem, Markowitz' S Mean-Variance Framework, Cardinality Constraint, Genetic Algorithm, Crossover Operator
-
Journal of Industrial Engineering and Management Studies, Volume:11 Issue: 1, Winter-Spring 2024, PP 1 -18The purpose of this research is to optimize the use of water resources in dams in Khuzestan province. For this purpose, in this research, we seek to optimize the cost and time of sending water to each of the cities from the total dams in Khuzestan province. The model is solved using the deterministic epsilon constraint method and NSGA-II and MOPSO algorithms meta-heuristically. According to the results presented in this research, the water supply from the Balaroud dam to the cities of Ahvaz, Izeh, Abadan, Baghmolk, and Bandar Imam Khomeini has not been determined to be optimal. The same dam sends a certain amount of water to the cities of Andimeshk, Dezful, Shush, Shushtar and Gotvand. The results showed that NSGA-II has a more acceptable performance than the MOPSO algorithm from the point of view of three criteria, and the MOPSO algorithm has a better condition than the NSGA-II algorithm only in terms of the distance to the ideal point. In addition, according to the sensitivity analysis, it has been determined that the increase in water demand can increase the shipping time by 1.9% and the shipping cost by 60%. Therefore, the effect of water demand is more on time and not on cost. Increasing the budget can have an effect on cost and time, which of course has more effect on time than cost.Keywords: Water Management Of Dams, Optimization, Epsilon Constraint, Meta-Heuristic Algorithm
-
A computational approach is presented to obtain the optimal path of the end-effector for the 10 DOF bipedal robot to increase its load carrying capacity for a given task from point to point. The synthesizing optimal trajectories problem of a robot is formulated as a problem of trajectory optimization. An Iterative Linear Programming method (ILP) is developed for finding a numerical solution for this nonlinear trajectory. This method is used for determining the maximum dynamic load carrying capacity of bipedal robot walking subjected to torque actuators, stability and jerk limits constraints. First, the Lagrangian dynamic equation should be written to be suitable for the load dynamics which together with kinematic equations are substantial for determining the optimal trajectory. After that, a representation of the state space of the dynamic equations is introduced also the linearized dynamic equations are needed to obtain the numerical solution of the trajectory optimization followed by formulation for the optimal trajectory problem with a maximum load. Finally, the method of ILP and the computational aspect is applied to solve the problem of trajectory synthesis and determine the dynamic load carrying capacity (DLCC) to the bipedal robot for each of the linear and circular path. By implementing on an experimental biped robot, the simulation results were validated.
Keywords: Dynamic load, biped robots, optimal trajectory, actuator constraint -
Journal of Industrial Engineering and Management Studies, Volume:10 Issue: 2, Summer-Autumn 2023, PP 19 -41A multi-level sustainable supply chain is related to a system that includes all activities necessary to transfer and supply materials and services from the producer to the consumer. In this system, the focus is on providing materials and services based on a number of objectives, such as reducing costs, increasing quality, and preserving the environment. Due to the increase of uncertainty in the supply chain, organizations need to use resources for the prediction of internal uncertainties, needs, and supply, thereby minimizing vulnerability and elevating the tolerance of their supply. Understanding the uncer-tainties and the parameters causing factors causes the problem of risk management to be raised in some cases. Therefore, main contribution of current study is multi-objective planning for a sustainable, multi-level, multi-period model, consid-ering the determined conditions and boom as uncertainty scenarios, has been specifically considered. The most important goal of the research is to determine the best units of each level (suppliers, factories, ...) of chain networks according to the points and criteria determined in the model and network, design and determine the best communication routes (network) between the selected units Each level is optimal with other levels as well as determining the volume of transported goods in these routes. For this purpose, a mathematical model has been developed, which is solved through the limited epsilon method and NSGA-II meta-heuristic algorithm. Data comparing the mathematical model and NSGA-II meta-heuristic algorithm show the calculated errors of 0.022, which considering that it is less than 0.1, the calculation error is acceptable and can be compared to the results of the error methods. The sensitivity analysis on the probability of the boom scenario showed the value of the objective function can change between 7398.51 and 3245.73. Finally, the sensitivity analysis of the probability of recession scenario showed the value of the objective function can change between 3291.64 and 9364.35. The findings of this research show that using the multi-objective planning model in the sustainable supply chain, taking into account the boom and bust of the market, can create significant improvements in the performance and profitability of the supply chain.Keywords: Sustainable Supply Chain, Uncertainty, Epsilon Constraint, NSGA-II
-
International Journal of Supply and Operations Management, Volume:10 Issue: 3, Summer 2023, PP 319 -336Nowadays, in production environments where the production system is parallel machines, the reliability of the machines is important and the uncertainty of scheduling parameters is common. In this paper, unrelated parallel machine scheduling problem using a fuzzy approach with machines maintenance activities and process constraints is of concern. An important application of this problem is in the production of products that the due dates are defined as a time window and the best due date is close to the middle of the time window and the jobs processing times depend on other factors such as operator and their value is not specified and are announced as interval under uncertainty. In this study, first, a fuzzy mathematical model is proposed in which changing between a fuzzy approach and a deterministic model is described. Then, since the problem is NP-hard, a fuzzy-based genetic algorithm to solve large instances is developed. In this algorithm, a greedy decoding approach according to fuzzy parameters is developed. Numerical experiments are used to evaluate the performance of the developed algorithm. It is concluded that the proposed algorithm shows great performance in large instances and is superior to the proposed mathematical model in small instances too.Keywords: parallel-machine scheduling, fuzzy processing times, fuzzy due dates, availability constraint, Genetic Algorithm
-
امروزه تغییرات سریع اقتصادی و فشار بازار رقابتی، سازمان ها را به سمت تمرکز بر اثربخش ترکردن فعالیت های زنجیره تامین سوق می دهد.طراحی مناسب و کارایی شبکه های لجستیکی علاوه بر ایجاد مزیت رقابتی پایدار،باعث افزایش رضایت مشتریان می شود.در این پژوهش طراحی یک شبکه لجستیک حلقه بسته بهمنظور کاهش آلایندگی های محیط زیستی،با استفاده از روش استوار سازی برتسیماس و سیم ارایه شد.مدل ریاضی ارایه شده در این پژوهش با درنظرگرفتن اهداف کمینه سازی هزینه های مربوط به حمل و نقل،زمان دریافت مواد اولیه از تامین کننده وزمان عودت محصول از مشتری به مرکز جداساز ارایه شد.استراتژیک بودن زنجیره تامین حلقه بسته و فضای حل تقریبی سبب تحمیل هزینه های زیادی به سیستم می شود.در این پژوهش جهت افزایش دقت در جواب های مدل از الگوریتم حل دقیق محدودیت اپسیلون استفاده شده است.نتایج نشان داد که توزیع محصولات در شرکت مورد مطالعه به میزان 20 درصد بهبود در هزینه ها و زمان بندی توزیع و همچنین سبب افزایش رضایت مشتریان از دریافت کالاهای تولیدی شده است.کلید واژگان: زنجیره تامین حلقه بسته، عدم قطعیت، بهینه سازی استوار، محدودیت اپسیلونCurrently, rapid economic change and increasing competitive market pressure are pushing organizations to focus on making supply chain operations more efficient and effective. Proper design and efficiency of logistics networks as part of supply chain planning, in addition to creating a sustainable competitive advantage, increases customer satisfaction and provides the opportunity to meet their needs, which is why the decisions related to the design of these networks are of great importance. Enjoy. Therefore, in this study, the design of a closed-loop logistics network to reduce pollution and environmental pollution using the Bertsimas and wire stabilization method was presented. The mathematical model to be presented in this research was presented by considering the objectives of minimizing transportation costs, minimizing the time of receiving raw materials from the supplier and minimizing the time of product return from the customer to the separation center. Due to the strategic nature of the closed-loop supply chain, which with the approximate solution space causes a lot of costs to be delivered to the system to increase the accuracy of the answers of the mathematical model and application of this goal in this study It is used to reduce the computational time of the model, the results obtained with high accuracy. On the other hand, because the operational logic of solving Lagrange release is based on a single-objective model, first multi-objective mathematical model with Augmented Epsilon-Constraint The target was converted and then the Lagrange release algorithm was implemented on it.Keywords: Closed-loop supply chain, Uncertainty, robust optimization, Epsilon Constraint
-
مسیریابی سبز از موضوعات نسبتا جدید درزمینه بهینه سازی است که می تواند علاوه بر کاهش هزینه های ثابت و متغییر ناشی از بخش های مختلف یک سیستم مسیریابی و حمل ونقل، هزینه های واردبر محیط زیست را نیز کاهش دهد. این پژوهش مساله مسیریابی وسایل حمل ونقل سبز با پنجره زمانی در شرایط قطعی را مورد بررسی قرار داده که در آن محدودیت های ظرفیت حمل ونقل، سرعت و زمان تحویل و تخصیص راننده های مجاز به وسایل حمل ونقل درنظر گرفته شده است. درحقیقت این مقاله به دنبال استفاده هم زمان از محدودیت های پیچیده ای است که به رخداد های واقعی نزدیک تر است و می تواند به شرایط واقعی نزدیک تر نماید. برای حداقل کردن کوتاه ترین مسیر انتقال کالا با کمترین هزینه های ناشی از آلودگی ها، جریمه های دیرکرد و هزینه های نگهداری، در ابتدا یک مدل ریاضی عدد صحیح مختلط طراحی شده، سپس از تکنیک آزادسازی لاگرانژ برای ساده سازی و حل مساله استفاده شده است. در روش پیشنهادی، ضرایب لاگرانژ بااستفاده از روشی که از مزایای روش های زیرگرادیان و همچنین روش بسته ای را داراست، تعیین شده است. پس از حل مدل در ابعاد مختلف در قالب مطالعه مورد، مشخص شد استفاده از این تکنیک باعث حل سریع تر مدل شده که کاهش چشم گیری در زمان در مقایسه با خروجی سالور بارون در حل مدل اصلی نشان می دهد
کلید واژگان: مسیریابی وسائل حمل ونقل سبز، آزادسازی لاگرانژ، پنجره زمانی، محدودیت سرعت، محدودیت ظرفیتJournal of Industrial Engineering Research in Production Systems, Volume:9 Issue: 19, 2022, PP 155 -167As a relatively emerging topic in optimization, green routing could reduce the fixed and variable costs induced by different parts of a routing and transportation system and the costs imposed by pollution. This study proposes green transportation routing with a time window under confirmed stable conditions that consider transportation capacity restrictions, speed and time of delivery, and allocation of authorized drivers. This being the case, the goals of selecting the shortest route to goods transfer with the lowest costs caused by pollution, overdue fines, and maintenance of costs could be attained. Accordingly, the Lagrangian relaxation algorithm was employed, and the mathematical model of mixed-integer was developed to address the problem. Lagrange coefficient takes advantage of subgradient methods and closed methods. Lagrangian relaxation is applied separately to address two restrictions. The algorithm saves time by immediate problem solving than the Baron approach. These papers seek to simultaneously use complex restrictions close to actual incidents and could be more similar to natural conditions than other developed models.
Keywords: Green Vehicle routing, Lagrangian Relaxation, Time Window, Speed Constraint, Capacity Constraint -
امروزه به دلیل اهمیت آلاینده های محیط زیستی و افزایش استانداردهای جهانی برای محیط زیست، توجه بیشتری به طراحی شبکه های زنجیره ی تامین حلقه بسته با ملاحظات سبز معطوف شده است. از طرفی شدت کارایی زنجیره های مستقیم و معکوس بر هم اثرگذار است. درنتیجه، عملکرد هر زنجیره بر زنجیره ی دیگر و بر کل زنجیره ی تامین تاثیر خودش را دارد. در این تحقیق، به طراحی یک مدل ریاضی برای شبکه زنجیره ی تامین حلقه بسته ی سبز لاستیک سنگین می پردازیم که با مفهوم قیمت گذاری اقتصادی، محصولات را تحت شرایط عدم قطعیت در نظر می گیرد. قیمت گذاری اقتصادی در این مسیله افزایش سودآوری اقتصادی را به همراه دارد. مدل ریاضی طراحی شده از نوع فازی و دوهدفه است که هدف اول حداقل سازی هزینه ها و هدف دوم حداقل سازی آلاینده های زیست محیطی است. تصمیمات تعیین شده در این مدل، شامل تعیین مکان بهینه هر یک از مراکز بر اساس مکان های بالقوه، میزان بهینه ی تولید، توزیع، جمع آوری، بازیافت و همچنین بازتولید محصولات است. همچنین، از آزمون تی دو نمونه ای مستقل برای اعتبارسنجی نتایج مدل غیر قطعی و قطعی استفاده می گردد. برای حل مدل تابع دوهدفه، روش ε-محدودیت به کار گرفته می شود تا مسیله بتواند جواب های بهینه ی پارتویی قوی را تضمین کند و از جوابهای پارتویی ضعیف جلوگیری کند. در نهایت، برای ارزیابی کارایی روش ارایه شده، یک مطالعه ی موردی در زمینه ی لاستیک سنگین به کار گرفته می شود و با حل و پیاده سازی آن نتایج مدیریتی مفیدی ارایه می شود.
کلید واژگان: برنامه ریزی فازی، زنجیره ی تامین حلقه بسته، هدف زیست محیطی، قیمت گذاری، ε- محدودیتToday due to the significance of environmental pollutants and the increase of global standards for the environment, more attention has been paid to the design of closed-loop supply chain networks with green considerations. On the other hand, the direct and inverse chains affect each other in terms of the efficiency rate. As a result, the performance of each chain has its own effect on other chains and on the entire supply chain. In this research, we design a mathematical model for the green closed-loop heavy-duty supply chain network, which considers products under conditions of uncertainty with the concept of economic pricing. Economic pricing in this issue increases economic profitability. The designed mathematical model has a fuzzy basis and pursues two objectives. The first goal is to minimize costs and the second goal is to minimize environmental pollutants. The decisions made in this model include determining the optimal location of each center based on potential locations, the optimal amounts of production, distribution, collection and recycling, and also the reproduction of products. Furthermore, a two-sample independent t-test is used to validate the results of the definite and indefinite models. To solve the two-objective function model, the ε-constraint method is used so that the problem can guarantee strong Pareto optimal solutions and prevent weak Pareto solutions. Finally, to evaluate the efficiency of the proposed method, a case in the field of heavy tires is studied, solved and implemented to produce and present valuable management results.
Keywords: Fuzzy Programming, Closed-loop Supply Chain, Environmental purpose, Pricing, e-constraint -
Data uncertainty and multiple conflicting objectives are two crucial issues that the Decision Makers (DMs) must handle in making Aggregate Production Planning (APP) decisions in real practice. In order to address these two-mentioned issues, this study presents a multi-objective multi-product multi-period APP problem in an uncertain environment. The model strives to minimize the total costs of the APP plan, total changing rate in workforce levels, and total holding inventory and backorder quantities simultaneously through the Robust Possibilistic Chance-Constrained Programming (RPCCP) optimization approach. In this integrated approach, the RPCCP is applied for handling uncertain data. The RPCCP can not only handle any fuzzy position in the fuzzy model but also control the robustness of optimality and feasibility of the fuzzy model. Then, an Augmented Epsilon-Constraint (AUGMECON) technique is used to cope with multiple conflicting objectives. The AUGMECON technique can produce exact Pareto optimal solutions, which offer the DMs different selections to assess against conflicting objectives. Next, an industrial case study is provided to validate the applicability and effectiveness of the proposed methodology. The obtained outcomes indicate that the proposed RPCCP model outperforms the Possibilistic Chance-Constrained Programming (PCCP) model in terms of interested performance measurements (i.e., average and standard deviation of the objective function). In addition, a set of strong Pareto optimal solutions can be generated to accommodate alternative selections according to the DM’s preferences. Finally, by applying the Max-Min method, the best compromised (trade-off) solution is determined through a comparison among the attained Pareto solutions.
Keywords: Aggregate production planning, robust possibilistic programming, chance-constrained, credibilitymeasure, multiple-objective optimization, epsilon-constraint -
International Journal of Research in Industrial Engineering, Volume:10 Issue: 3, Summer 2021, PP 223 -237Today, paying attention to the interests of suppliers in supply chain management strategies is one of the important points in the success of long-term and strategic relationships with suppliers. Not paying enough attention to these points sometimes causes irreparable damage to the overall structure of the organization. In response to this need, researchers have developed and proposed different models according to different approaches. This research has presented a special model with the approach of answering these problems. This approach, which is based on the Cuckoo Optimization Algorithm (COA), can solve the problems in multi-objective methods in addition to single-objective problems. This method based on the COA and the ε-constraint method named COA/ε-Constraint. The general approach of this method is to turn a multi-objective problem into a single-purpose problem, which is associated with increased efficiency. The model studied in this paper, with the aim of creating coordination between buyers and suppliers in the problem of supplier selection, is a three-objective model of cost, quality and delivery time, which is implemented to evaluate the performance of the proposed method. The results show the superiority of the proposed method over similar approaches in terms of creating a Pareto frontier.Keywords: Cuckoo Optimization Algorithm (COA), supplier selection problem, Pareto Frontier, ε-constraint, Hybrid method
-
تخصیص پرستاران به شیفت های کاری در بیمارستان ها، مسیله ی پیچیده یی است. با توجه به اهمیت این موضوع، در این نوشتار یک مدل ریاضی دوهدفه ی عدد صحیح با بیشینه سازی ترجیحات پرستار و کمینه سازی انحراف از محدودیت های نرم برای مسیله ی زمان بندی پرستاران توسعه داده شده است. در مدل پیشنهادی ارایه شده در این نوشتار، ترجیحات پرستار مبتنی بر روش تحلیل پوششی داده ها محاسبه شده است. برای این منظور از رتبه ی ترجیحی پرستاران، داده های مربوط به ترجیحات دوره های زمان بندی گذشته و سابقه ی کاری پرستاران استفاده شده است. مدل مورد نظر با استفاده از اطلاعات مطالعه ی موردی در بخش آی سی یو بیمارستان لقمان حکیم تهران و با نسخه ی بهبود یافته ی روش محدودیت اپسیلون تقویت شده، حل شده است. مقایسه ی نتایج حل مدل با روش فعلی نشان می دهد که بهبود قابل ملاحظه یی از نظر زمان تهیه ی جدول زمانی پرستاران و پاسخگویی به ترجیحات پرستاران ایجاد شده و کاهش ساعت کاری پرستاران منجر به کاهش هزینه های بیمارستان شده است.
کلید واژگان: زمان بندی پرستاران، ترجیحات پرستار، محدودیت نرم، محدودیت اپسیلون تقویت شده، اضافه کاریThe nurse scheduling in a hospital is a complex and time-consuming problem which considers assigning nurses to shifts for each day of a planning horizon while ensuring meeting the demand of hospital units. In developing countries, there is usually a shortage of nursing staff in health centers' therefore, the nurse scheduling problem is one of the most important issues in human resource management in clinical units. In this research, a mathematical model is developed so that constraints are classified into two types of hard and soft and the weight of soft ones is obtained using the pairwise comparison matrix. In the proposed model, two objective functions are considered to maximize nurses' preferences and minimize the deviations from soft constraints for nursing scheduling problems. The nurses' preferences represent a very important issue in nurses' satisfaction. As a novelty of this paper, three factors used to calculate the nurses' preferences based on the data envelopment analysis (DEA) method are as follows: nurses' preferential ratings, data related to the preferences of past scheduling periods, and the work experience of nurses. Hospital nurses are also divided into two groups: fixed shift work and rotational shift work. Also, a fair allocation is considered for night and weekend shifts for nurses. The proposed model was solved by an improved version of the augmented epsilon constraint method (AUGMECON2) using the data for a case study in the Intensive Care Unit (ICU) in Loghman Hakim Hospital in Tehran, Iran. Comparing the results of the solution of the proposed model with the current method shows that there is a significant improvement in preparing the nursing timetable and responding to nurses' preferences. The computational results of the mathematical model show that the nurses' mandatory overtime is reduced' therefore, the hospital costs are decreased. Also, a sensitivity analysis is presented for the deviations from soft constraints with respect to maximum working hours.
Keywords: Nurse scheduling, nurse preferences, soft constraint, augmented epsilonconstraint ., overtime -
In some reliability optimization problem the constraints relations have probabilistic nature. These constraints are called the chance constraints and are difficult to handle up to some extent. The aim of this paper is to solve the reliability-redundancy allocation problem involving chance constraints in precise and imprecise environments. The component reliabilities of the system are imprecise numbers and further the constraints are stochastic type i.e., chance constraints. The genetic algorithm incorporated with stochastic simulation approach is implemented to optimize the system reliability. We introduced the fuzzy and intuitionistic fuzzy numbers to consider the impreciseness. In particular, component reliabilities are assumed to be triangular fuzzy numbers and triangular intuitionistic fuzzy numbers in two different environments. The simulation technique known as Monte Carlo Simulation is used to find the deterministic constraints from the stochastic ones. To transform the constrained optimization problem into unconstrained one we make use of the effective Big-M penalty approach. The problems are coded with real coded genetic algorithm. We have taken up some numerical examples to show the performance of the proposed method and the sensitivities of the GA parameters are also presented graphically.Keywords: Reliability-redundancy Allocation Problem, Fuzzy number, intuitionistic fuzzy numbers, Real Coded Genetic Algorithm, chance constraint, Stochastic simulation technique
-
An Integrated Model for Storage Location Assignment and Storage/Retrieval Scheduling in AS/RS systemJournal of Quality Engineering and Production Optimization, Volume:4 Issue: 2, Winter Spring 2019, PP 149 -170An integrated optimization framework, including location assignment under grouping class-based storage policy and schedule of dual shuttle cranes, is offered by presenting a new optimization programming model. The objective functions, which are considered at this level, are the minimization of total costs and energy consumption. Scheduling of dual shuttle cranes among specified locations, which were determined in the upper-level, is conducted in the lower-level by considering time windows and balance constraints under multi-period planning conditions. A modified nested differential evolution-based algorithm is introduced to solve the proposed model because it is an Np-hard bi-level bi-objective optimization model. Eventually, with the intention of illustrating the validation of the presented optimization model and solution methodology, various numerical experiments are tailored, and different comparative numerical examples are provided based on two current algorithms in the literature. Sensitivity analyses illustrate that grouping class-based storage policy could be rendered superior planning of operations in both levels of the investigated problem.Keywords: Dual Shuttle, grouping constraint, class-based storage, scheduling
-
Journal of Optimization in Industrial Engineering, Volume:13 Issue: 28, Summer and Autumn 2020, PP 185 -197
One of the main critical steps that should be taken during natural disasters is the assignment and distribution of resources among affected people. In such situations, this can save many lives. Determining the demands for critical items (i.e., the number of injured people) is very important. Accordingly, a number of casualties and injured people have to be known during a disaster. Obtaining an acceptable estimation of the number of casualties adds to the complexity of the problem. In this paper, a location-routing problem is discussed for urgent therapeutic services during disasters. The problem is formulated as a bi-objective Mixed-Integer Linear Programming (MILP) model. The objectives are to concurrently minimize the time of offering relief items to the affected people and minimize the total costs. The costs include those related to locations and transportation means (e.g., ambulances and helicopters) that are used to carry medical personnel and patients. To address the bi-objectiveness and verify the efficiency and applicability of the proposed model, the ε-constraint method is employed to solve several randomly-generated problems with CLEPX solver in GAMS. The obtained results include the objective functions, the number of the required facility, and the trade-offs between objectives. Then, the parameter of demands (i.e., number of casualties), which has the most important role, is examined using a sensitivity analysis and the managerial insights are discussed.
Keywords: Medical emergency services, disaster, Location-routing, Mixed-Integer Linear Programming, ε-constraint -
مسئله زیست محیطی یکی از مسایل مهم در جهان امروز است. در سال های اخیر به مدیریت زنجیره تامین سبز حلقه بسته توجه بسیاری شده است و نتایج حاصل از آن برای مدیران یک مسئله مهم محسوب می شود. در این مقاله یک مدل برنامه ریزی عدد صحیح آمیخته برای بهینه سازی ریاضی و طراحی زنجیره تامین سبز حلقه بسته شامل مراکز تولید و بازیابی، مرکز توزیع، مراکز بازرسی، مرکز ضایعات و مشتری ارایه شده است، که علاوه بر کاهش هزینه های سیستم شامل هزینه ثابت استقرار کارخانه و مراکز توزیع، هزینه متغیر تولید محصول با تکنولوژی های متفاوت و هزینه حمل ونقل با در نظر گرفتن نرخ مالیات کربن، میزان کربن ناشی از تولید، حمل ونقل و استقرار حداقل می شود. نظر به اینکه در مسایل دنیای واقعی پارامترها دارای عدم قطعیت هستند، عدم قطعیت موجود در پارامترهای هزینه تولید، هزینه فرایندهای بازیابی، توزیع، بازرسی و ضایعات، میزان انتشار کربن ناشی از تولیدات، حمل ونقل و استقرار، ظرفیت تسهیلات و میزان تقاضا در مدل بررسی شده است و برای برخورد با عدم قطعیت پارامترها، از رویکرد برنامه ریزی امکانی استوار استفاده می شود. برای به دست آوردن جواب بهینه مسئله نیز از نرم افزار گمز استفاده شده است و در پایان تجزیه وتحلیلی بر پارامترهای سطح اطمینان در حالت امکانی، وزن ضرایب و مقدار جریمه تابع هدف در مدل فازی استوار مسئله انجام شده است. نتایج عددی، نشان می دهند که مدل ارایه شده قادر به کنترل عدم قطعیت می باشد، به همین دلیل قیمت پایدار به سیستم تحمیل شده است. همچنین مقدار تابع هدف در حالت امکانی نسبت به حالت فازی استوار 5 درصد کاهش قیمت داشته است.کلید واژگان: زنجیره تامین سبز حقله بسته، نرخ مالیات کربن، محدودیت شانس، رویکرد فازی-استوار، عدم قطعیتJournal of Industrial Engineering Research in Production Systems, Volume:7 Issue: 15, 2020, PP 273 -285Nowadays environmentalism has been become an important global issue. In recent years, the closed-loop green supply chain management has grown considerably and its result be important for managers. In this paper, we have proposed a mathematical optimization mixed-integer programming model for designing a single objective closed-loop green supply cahin network consisting of production and recovery centers, distribution centers, inspection centers,disposal centers and customers, which, in addition to reducing system costs includes the fixed cost of openning plant and distribution centers, the variable cost of product production with different technologies and shipping cost, taking into the carbon tax rate, the amount of carbon emissioned by production, transportation and establishing. Due to in real-world issue the parameters are uncertain. Moreover, the model has been developed using a robust fuzzy programming approach to examine the effects of uncertainties of production cost, remanufacturing cost,distribution process cost, inspection process cost and disposal process cost, amount carbon emission, facility capacity and the demand rate on the network design. Gams software has been used to obtain an optimal solution to the problem. The numerical results shows the proposed model is capable of controlling uncertainty and the robustness price is imposed on the system, therefore, the value of the objective function in a probability 5% is lower than the robust fuzzy possibilistic.Keywords: Close-loop green supply chain, Carbon tax rate, Chance constraint, Robust fuzzy approach, Uncertainty
-
International Journal of Industrial Engineering and Productional Research, Volume:30 Issue: 3, Sep 2019, PP 329 -340
Sequence dependent set-up times scheduling problems (SDSTs), availability constraint and transportation times are interesting and important issues in production management, which are often addressed separately. In this paper, the SDSTs job shop scheduling problem with position-based learning effects, job-dependent transportation times and multiple preventive maintenance activities is studied. Due to learning effects, jobs processing times are not fixed during plan horizon and each machine has predetermined number of preventive maintenance activities. A novel mixed integer linear programming model is proposed to formulate the problem for minimizing Make Span. Owing to the high complexity of the problem; we applied Grey Wolf Optimizer (GWO) and Invasive Weed Optimizer (IWO) to find nearly optimal solutions for medium and large instances. Finally, the computational Results are provided for evaluating the performance and effectiveness of the proposed solution approaches.
Keywords: Sequence dependent set-up times, job shop scheduling, learning effects, Availability constraint, Transportation times -
در سال های اخیر مکان یابی تسهیلات موقت و سیار، در سیستم های سلامت بسیار مورد توجه قرار گرفته است. یکی از حوزه های مهم در این زمینه، طراحی سیستم های جمع آوری و توزیع خون است. در این مقاله یک مدل تصادفی چهار سطحی دو مرحله یی تصادفی برای تامین محصولات خونی در شرایط بحران ارائه می شود. هدف از این مطالعه، کمینه سازی هزینه ها با توجه به تامین محصولات خونی مورد نیاز در زمان استاندارد است. در مدل سازی ارائه شده همچنین به موضوع فساد محصولات خونی در چرخه ی تامین توجه می شود. در این مقاله سعی شده است که با ارائه ی یک رویکرد ترکیبی از یک الگوریتم فراابتکاری و روش ابتکاری، روش حل ارائه شده بهبود داده شود. به منظور اعتبارسنجی مدل و رویکرد پیشنهادی برای حل مسئله، نتایج محاسبات حاصل از تعدادی مثال عددی تولید شده نشان داده می شود.
کلید واژگان: زنجیره ی تامین خون، مدیریت بحران، برنامه ریزی تصادفی، قیود احتمالی، مکان یابی تخصیص، الگوریتم ژنتیکIn recent years, the location of mobile facilities has been highly regarded in design of health system. One of the important areas in this field is design of blood collection and distribution systems. Since blood is as perishable and vital goods and donation of blood is a voluntary work, supply blood and blood products is one of the most challenging issues in the supply chain in emergency and non-emergency situation. In this paper, we propose a four-echelon two-stage stochastic model to supply whole blood and its products in disaster. The hospitals, regional blood centers, local blood centers and bloodmobile facilities are considered as main elements of blood supply chain. It is assumed that the blood collection from the donors just done in bloodmobile facilities and local blood centers. Also, processing operation of blood products from collected whole blood are done only in the regional blood centers. In the designed supply network in this paper, every hospital could provide needed blood products from other near hospitals in the emergency situation as well as other fixed and mobile blood centers. One of the most important issues in the blood supply in disasters is delivery time of blood, so here; we consider an upper bound to blood delivery time to the affected areas and the objective of our presented model is blood supply in the standard time so that the total supply cost be minimized. In the other hand, the time solution is very important to obtain an acceptable solution in a reasonable time. We present a heuristic approach based on genetic algorithm and exact method to solve the proposed MIP model. The locations of fixed and mobile facility are computed through genetic algorithm then other variables are calculated by solve model with CPLEX. In order to validate the proposed approach, we generate 8 examples with different sizes and numerical results are presented. Also the results of comparison our approach with exact and metaheurisitc method are presente.
Keywords: Blood supply chain, crisis management, stochastic programming, chance constraint, location-allocation, genetic algorithm -
Journal of Optimization in Industrial Engineering, Volume:12 Issue: 26, Summer and Autumn 2019, PP 131 -147Stochastic flexible flow shop scheduling problem (SFFSSP) is one the main focus of researchers due to the complexity arises from inherent uncertainties and also the difficulty of solving such NP-hard problems. Conventionally, in such problems each machine’s job process time may encounter uncertainty due to their relevant random behaviour. In order to examine such problems more realistically, fixed interval preventive maintenance (PM) and budget constraint are considered.PM activity is a crucial task to reduce the production efficiency. In the current research we focused on a scheduling problem which a job is processed at the upstream stage and all the downstream machines get busy or alternatively PM cost is significant, consequently the job waits inside the buffers and increases the associated holding cost. This paper proposes a new more realistic mathematical model which considers both the PM and holding cost of jobs inside the buffers in the stochastic flexible flow shop scheduling problem. The holding cost is controlled in the model via the budget constraint. In order to solve the proposedmodel, three hybrid metaheuristic algorithms are introduced. They include a couple of well-known metaheuristic algorithms which have efficient quality solutions in the literature. The two algorithms of them constructed byincorporationof the particle swarm optimization algorithm (PSO) and parallel simulated annealing (PSA) methods under different random generation policies. The third one enriched based on genetic algorithm (GA) with PSA. To evaluate the performance of the proposed algorithms, different numerical examples are presented. Computational experiments revealed that the proposed algorithms embedboth desirable accuracy and CPU time. Among them, the PSO-PSAП outperforms than other algorithms in terms of makespan and CPU time especially for large size problems.Keywords: Stochastic flexible flow shop, Budget constraint, Preventive maintenance, genetic algorithm, Simulated annealing, particle Swarm optimization
-
Emergency blood distribution seeks to employ different means in order to optimize the amount of blood transported while timely provision. This paper addresses the concept of blood distribution management in disastrous conditions and develops a fuzzy scenario-based bi-objective model whereas blood compatibility concept is incorporated in the model, and the aim is to minimize the level of unsatisfied demand of affected areas (AAs) while minimizing the cost of the supply chain. The blood supply chain network under investigation consists of blood suppliers (hospitals or blood centers), blood distribution centers (BDCs), and AAs. Demand and capacity, as well as cost, are the sources of uncertainty and in accordance with the nature of the problem, the fuzzy-stochastic programming method is applied to deal with these uncertainties. After removing nonlinear terms, Ɛ-constraint solves the bi-objective model as a single objective one. Finally, we apply a case from Iran to show the applicability of the model, results prove the role of blood distribution management in decreasing the unsatisfied demand about 38%.Keywords: blood supply chain, disaster, fuzzy programming, Stochastic programming, Ɛ-constraint
-
International Journal of Industrial Engineering and Productional Research, Volume:30 Issue: 1, Mar 2019, PP 117 -134In this research, a new bi-objective routing problem is developed in which a conventional vehicle routing problem with time windows (VRPTW) is considered with environmental impacts and heterogeneous vehicles. In this problem, minimizing the fuel consumption (liter) as well as the length of the routes (meter) are the main objectives. Therefore, a mathematical bi-objective model is solved to create Pareto's solutions. The objectives of the proposed mathematical model are to minimize the sum of distance cost as well as fuel consumption and Co2 emission. Then, the proposed Mixed-Integer Linear Program (MILP) is solved using the ε-constraint approach Furthermore, numerical tests performed to quantify the benefits of using a comprehensive goal function with two different objectives. Managerial insights and sensitivity analysis are also performed to show how different parameters of the problem affect the computational speed and the solutions’ quality.Keywords: Vehicle routing problem, Time windows, Fuel consumption, Co2 emission, ε-constraint, Environmental impacts
- نتایج بر اساس تاریخ انتشار مرتب شدهاند.
- کلیدواژه مورد نظر شما تنها در فیلد کلیدواژگان مقالات جستجو شدهاست. به منظور حذف نتایج غیر مرتبط، جستجو تنها در مقالات مجلاتی انجام شده که با مجله ماخذ هم موضوع هستند.
- در صورتی که میخواهید جستجو را در همه موضوعات و با شرایط دیگر تکرار کنید به صفحه جستجوی پیشرفته مجلات مراجعه کنید.