linear programming
در نشریات گروه صنایع-
The field of application is Iraqi Light Industries Company, the best items that must be preserved were chosen to maximize profit at low cost, and also we are trying to get one of the direct and effective methods that contain some arithmetic operations to obtain the optimal real values. First, the paper will describe the data and create the mathematical model for the Multi-Objective Fuzzy Linear Programming Problem (MOFLFPP) relevant to the study problem. In light of production process restrictions that may limit the company's ability to provide products in the right quantity and time, the second section focuses on solving the model and finding the optimal solution, which is the production mix that maximizes profits at the lowest cost. A MOFLFPP is transformed into a Linear Programming Problem (LPP) through the use of α-cut and Max-Min technique. In order to demonstrate the effectiveness of the strategy that we have proposed, a sample problem from real life has been used. Decision-makers will be better able to appreciate the value of the MOFLFPP if they are given the opportunity to discuss the practical challenge. A result analysis is also constructed for the purpose of determining whether or not our method is applicable, and how it compares to other ways. The strategy worked and yielded solid results from extreme point that provided an optimal answer.Keywords: Fuzzy Sets, Linear Programming, Linear Fractional Programming, Fuzzy Coefficients
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Journal of Optimization in Industrial Engineering, Volume:18 Issue: 1, Winter and Spring 2025, PP 151 -161
The objective of this manuscript is to introduce an innovative methodology for addressing multiple attribute group decision-making (MAGDM) problems utilizing interval-valued intuitionistic fuzzy sets (IVIFS). The proposed approach solves the problem using a mathematical programming methodology. In the present investigation, a group decision-making problem characterized by IVIF multiple attributes is conceptualized as a linear programming model and resolved expeditiously. The models that are being proposed have been reformulated into two analogous linear programming (LP) models through the application of a variable transformation and the concept of aggregation operators. The obtained LP models are solvable by common approaches. The principal benefit of the suggested methodology is its facilitation of decision-makers (DM) in identifying an alternative that exhibits optimal performance, and the decision-making process does not rely on DM knowledge. Application of the proposed method is represented in a decision-making problem, and the results are compared with similar methods, proving the compatibility of the proposed method with previous ones. The solid and understandable logic with computational easiness are the main advantages of the proposed method.
Keywords: Interval-Valued Intuitionistic Fuzzy Sets, Multiple Attribute Group Decision-Making, Linear Programming, Aggregation Operator, Variable Transformation -
در این مقاله یک سیستم انرژی ترکیبی مستقل از شبکه برق سراسری شامل پنل های خورشیدی و باتری به عنوان سیستم ذخیره ساز،جهت تامین انرژی استفاده شده است .با توجه به هزینه های بالای اجزای سیستم، بهینه سازی با برنامه ریزی خطی با هدف کاهش هزینه های خالص سیستم و پوشش کامل تقاضای انرژی انجام شده است و مدل برای 2 شهر کرمان و مشهد پیاده سازی شده است نتایج نشان داد از آنجا که توان خروجی پنل فتوولتائیک وابسته به دما و شدت تابش خورشیدی است، در شرایط استفاده از اجزای یکسان و تقاضای برابر، پیاده سازی این سیستم در کرمان مقرون به صرفه تر است .تحلیل حساسیت سیستم مورد مطالعه انجام و اثر آن در نتایج مورد بررسی قرار گرفته است.کلید واژگان: برنامه ریزی خطی، بهینه سازی، پنل فتوولتائیک، باتری، مدیریت انرژیIn this article, a combined energy system independent of the national power grid, including solar panels and batteries, is used as a storage system to provide energy. Due to the high costs of the system components, optimization with linear programming aims to reduce costs systems and complete coverage of energy demand has been done and the model has been implemented for 2 cities of Kerman and Mashhad. The results showed that since the output power of the photovoltaic panel is dependent on the temperature and intensity of solar radiation, under the conditions of using the same components and demand Equally, the implementation of this system in Kerman is more cost-effective. The sensitivity analysis of the studied system has been carried out and its effect has been examined in the results.Keywords: Linear Programming, Optimization, Photovoltaic Panel, Battery, Energy Management
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Journal of Optimization in Industrial Engineering, Volume:16 Issue: 35, Summer and Autumn 2023, PP 341 -350Biomass is a renewable energy source that is easy to find in agricultural countries and can be quickly implemented by co-combusting CFPP in an effort to reduce GHG emissions. However, the integrated optimization of the blending process involving different coal ranks and biomass synergizing has yet to be achieved in order to meet the quality requirements of a number of CFPPs. This study offers an optimization approach for synergizing blending biomass in several coal-fired power plants (CFPPs). The objective is to reduce fuel costs and carbon dioxide emissions by taking into account CFPP's fuel quality requirements as well as constraints on CFPP demand, source supply capacity, and transportation alternatives. The optimization model used is mixed integer linear programming (MILP), which leverages OR-Tools in Google Colab to provide optimal solutions for the allocation of coal and biomass, whereas in the mathematical model, the amount of biomass that can be mixed into coal is limited in the range of 5% to 10%. Case studies conducted on 17 sources of coal, 1 biomass production facility, 3 alternative transportation capacities, and 4 CFPPs show that blending biomass with coal can reduce fuel costs by 2.77% and carbon dioxide emissions by 9.99% when compared to business as usual. This model offers a practical solution to reduce costs while simultaneously tackling climate change in accordance with the objectives outlined in the Paris AgreementKeywords: biomass, blending optimization, carbon footprint, linear programming, OR tools
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International Journal of Supply and Operations Management, Volume:10 Issue: 3, Summer 2023, PP 396 -416Integrating the lot sizing and scheduling problems for improving capacity utilization in process industries is crucial. In order to deal with this problem realistically and to obtain applicable schedules, it is a prerequisite to consider the typical characteristics of the industry under consideration. From this point of view, in this study, the lot sizing and scheduling problem in cement grinding, a multi-product, multi-period optimization problem with non-identical parallel machines, is addressed by considering the unique and industry-specific characteristics of the process. Besides applicability, it is aimed to create schedules that minimize total costs, including inventory holding, production, electricity, and lost sales. A lot sizing and scheduling model (LSM) based on the General Lot Sizing Problem (GLSP) and a capacity control model (CCM) derived from LSM has been developed for the considered problem with these objectives. The proposed approach based on the cyclical running of LSM and CCM has been applied for one year using the real data of a firm operating in the cement industry. The performance of this approach has been evaluated by comparing it with the firm's realized performance during that year. As a result, the proposed approach has significantly reduced inventory holding costs by 47.51%, production during setups by 62.54%, production after setups by 1.49%, and electrical energy by 8.65%.Keywords: Cement grinding process, Linear programming, Lot sizing, Scheduling, Energy efficiency, General Lot Sizing Problem
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Journal of Optimization in Industrial Engineering, Volume:16 Issue: 34, Winter and Spring 2023, PP 39 -47With the global market's growing competition, the use of logistics services in Morocco has become an urgent necessity to optimize costs and improve service quality.To succeed in this strategy, guidelines are proposed for the accompaniment of contractors. One of the fundamental pillars of this strategy is based on the choice of an efficient partner, which we call a Logistics Services Provider (LSP).Indeed, the bibliography contains numerous decision-making methods, so decision-makers have faced the challenge of selecting the most relevant method.The main challenge is to always seek the effectiveness and sustainability of the relationship in a network of potential partners, often very complex. To this purpose, an eminent need to model this relationship linking the actors of this network is required.The study carried out involves modeling the problem of LSP selection and the assignment of the service to be outsourced to the appropriate LSP. The linear model developed takes into account both qualitative and quantitative criteria. The model developed aims to optimize the overall cost of selecting the suitable LSP.The resolution method chosen for this problem is the Branch and Bound method and the tool used for the coding of this linear program is CPLEX.Keywords: Contractors, Decision Making Methods, Mathematical modeling approach, linear programming, Linear model
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Journal of Quality Engineering and Production Optimization, Volume:7 Issue: 1, Winter-Spring 2022, PP 227 -243This study proposes a novel sustainable multi-objective agri-food supply chain in Mushroom industry due to the lack of economic, environmental, and social aspects that the prior studies neglected. The proposed study examines a four-echelon model including suppliers, intermediate manufacturers, final manufacturers and markets (plus secondary market). The model is also validated to provide insights into a relevant industry. The results indicated that investment in the oyster mushroom would lead to economic and social improvements. Moreover, investing in the button mushroom was observed to improve all three sustainability aspects. In the case of investing in the oyster and button mushroom, increasing the capacity of compost factories and sales price would lead to different results. Furthermore, the profitability of the supply chain was found to rise when waste is sold in the secondary market. Therefore, managers can adopt different strategies under different circumstances based on their priorities to raise supply chain profitability.Keywords: green supply chain, linear programming, Multi-objective programming, Sustainable agri-food supply chain, Uncertain product demand, yield
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International Journal of Research in Industrial Engineering, Volume:10 Issue: 3, Summer 2021, PP 251 -275The aim of this paper is to introduce a new technique for improve the methods for solving the Semi-fully Fuzzy Linear Programming Problems. An algorithm is proposed to find the fuzzy optimal solution of Semi-fully Fuzzy Linear Programming Problems. This technique is also best fuzzy optimal solution in the literature and illustrated with numerical examples.Keywords: Interval numbers, Fuzzy Numbers, Linear Programming
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International Journal of Research in Industrial Engineering, Volume:10 Issue: 1, Winter 2021, PP 56 -66The use of assembly lines is one of the important approaches in mass production of industrial products. Imbalance of assembly lines increases cycle time and idle times, resulting in reduced production rates, line efficiency, and increased system costs, which ultimately lead to low productivity. A hybrid model assembly line is a type of production line on which various models of products are assembled. These assembly lines are increasingly accepted in the industry in order to overcome the diversity of customer demand. The hybrid model assembly line is able to respond quickly to sudden changes in demand for different models of a product without maintaining a large inventory.The purpose of this paper is to present a multi-objective integer linear mathematical programming model for balancing assembly lines, which is solved using the general criteria method. The three objective functions considered in this model are: (1) Minimizing cycle time (2) Minimize the idle time of each station and (3) increase the efficiency of the assembly line. In order to investigate the model, Iran-Shargh Neishabour Company has been considered as a case study. After implementing the proposed model of the paper, the results show the optimal performance of the proposed model and the studied parameters in line balancing have been significantly improved.Keywords: assembly line balancing, Multi-product assembly line, Multi-Objective Optimization, Linear Programming, Cycle Time
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Measuring the efficiency of real businesses is not a simple task, because a real business may involve several processes and sub-processes, forming a very complicated dynamic network of interactions. In this paper, a customized dynamic network data envelopment analysis (NDEA) model is proposed to measure the efficiency of the sub-processes in a real business. The proposed dynamic NDEA model is fully designed and customized for IMI which is a leading institute in providing consulting management, publication, and educational services. First, we have identified the network of the Industrial Management Institute (IMI) which includes educational, consulting, and publication sub-processes. Then, the most important sub-processes and the associated dynamic interactions are determined. Afterward, a dynamic NDEA model is proposed to measure the efficiency of sub-processes. The main theoretical properties of the proposed dynamic NDEA model are also discussed through theorems. Assessing the performance of IMI's sub-processes is not a trivial task due to the complexity of sub-processes in IMI. The proposed dynamic NDEA model is applied using real operational data of the IMI gathered through a sixty-month planning horizon. An attempt has been accomplished to form a relationship between the total efficiency of the process and the efficiency of each sub-process by regression analysis. The managers of IMI can monitor the efficiency score of the main process and sub-processes during the planning horizon which can help to improve inefficient sub-process.
Keywords: Linear programming, network data envelopment analysis, performance measurement, multi-period performance analysis -
Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy set for representing the uncertainty, inconsistency, and incomplete knowledge about a real world problem. This paper aims to develop two-person zero- sum matrix games in a single valued neutrosophic environment. A method for solving the game problem with indeterminate and inconsistent information is proposed. Finally, two examples are given to illustrate the practically and the efficiency of the method.Keywords: Matrix games, payoff matrix, neutrosophic set, Linear Programming, neutrosophic optimal strategy
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Journal of Optimization in Industrial Engineering, Volume:11 Issue: 23, Winter and Spring 2018, PP 61 -75Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities. Depending on the nature of equations involved in the problem, a stochastic optimization problem is called a stochastic linear or nonlinear programming problem. In this paper,a stochastic optimization problem is transformed intoan equivalent deterministic problem,which can be solved byany known classical methods (interior penalty method is applied here).The paper mainly focuseson investigatingthe effect of applying various probability functions distributions(normal, gamma, and exponential) for design variables. The following basic required equations to solve nonlinear stochastic problems with various probability functionsfor random variables are derived and sensitivity analyses to studythe effects of distribution function typesand input parameterson the optimum solution are presented as graphs and in tables by studyingtwoconsidered test problems. It is concluded that thedifference between probabilistic and deterministic solutions toa problem, when the normal distribution ofrandom variables isused, is very different fromthe results when gamma and exponential distribution functions are used. Finally, it is shownthat the rate of solution convergence tothe normal distribution is faster than the other distributions.Keywords: Stochastic programming, Sensitivity Analysis, Linear programming, Nonlinear programming, Exponential, Gamma, normal probability functions
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International Journal of Research in Industrial Engineering, Volume:6 Issue: 4, Autumn 2017, PP 283 -292
In today’s competitive environment completing a project within time and budget, is very challenging task for the project managers. This aim of this study is to develop a model that finds a proper trade-off between time and cost to expedite the execution process. Critical path method (CPM) is used to determine the longest duration and cost required for completing the project and then the time-cost trade–off problem (TCTP) is formulated as a linear programming model. Here, LINDO program is used to determine the solution of the model. To implement the proposed model, necessary data were collected through interviews and direct discussion with the project managers of Chowdhury Construction Company, Dhaka, Bangladesh. The analysis reveals that through proper scheduling of all activities, the project can be completed within 120 days from estimated duration of 140 days. Reduction of project duration by 17% is achieved by increasing cost by 3.73%, which is satisfactory.
Keywords: Linear Programming, critical path method, trade-off analysis, crashing -
In this paper, a Multi-Choice Stochastic Bi-Level Programming Problem (MCSBLPP) is considered where all the parameters of constraints are followed by normal distribution. The cost coefficients of the objective functions are multi-choice types. At first, all the probabilistic constraints are transformed into deterministic constraints using stochastic programming approach. Further, a general transformation technique with the help of binary variables is used to transform the multi-choice type cost coefficients of the objective functions of Decision Makers(DMs). Then the transformed problem is considered as a deterministic multi-choice bi-level programming problem. Finally, a numerical example is presented to illustrate the usefulness of the paper.
Keywords: Bi, level programming . Stochastic programming . Multi, choice programming . Fuzzy programming . Non, linear programming -
Journal of Optimization in Industrial Engineering, Volume:9 Issue: 19, Winter and Spring 2016, PP 47 -60This paper aims to investigate the integrated production/distribution and inventory planning for perishable products with fixed life time in the constant condition of storage throughout a two-echelon supply chain by integrating producers and distributors. This problem arises from real environment in which multi-plant with multi-function lines produce multi-perishable products with fixed life time into a lot sizing to be shipped with multi-vehicle to multi-distribution-center to minimize multi-objective such as setup costs between products, holding costs, shortage costs, spoilage costs, transportation costs and production costs. There are many investigations which have been devoted on production/distribution planning area with different assumption. However, this research aims to extend this planning by integrating an inventory system with it in which for each distribution center, net inventory, shortage, FIFO system and spoilage of items are calculated. A mixed integer non-linear programming model (MINLP) is developed for the considered problem. Furthermore, a genetic algorithm (GA) and a simulated annealing (SA) algorithm are proposed to solve the model for real size applications. Also, Taguchi method is applied to optimize parameters of the algorithms. Computational characteristics of the proposed algorithms are examined and tested using t-tests at the 95% confidence level to identify the most effective meta-heuristic algorithm in term of relative percentage deviation (RPD). Finally, Computational results show that the GA outperforms SA although the computation time of SA is smaller than the GA.Keywords: Production, distribution, inventory planning, Perishable product, Multi, objective, Mixed integer non, linear programming, Genetic algorithm
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The most important aim of every project is on time completion, budget consideration and reaching the highest possible quality, based on contract. This paper suggests a methodology for risk management in engineering, procurement, and construction (EPC) projects. Risk management enables project teams to perform with minimum deviation from predetermined goals. The proposed methodology identifies and evaluates critical risks of EPC projects using multi criteria decision making (MCDM) techniques. Then, by the means of developed earned value management (EVM) technique and considering Project Risk index (PRI), this work will proceed to estimate the degree of risk effects on project objectives. The optimal control measures (CMs) to address the risks are found through a goal programming model. The methodology was implemented on a case study in oil and gas industry in Iran. Results of this study show the impact of critical risks on objectives of EPC projects.Keywords: Risk management in EPC projects, Critical risks, MCDM techniques, EVM method, Linear Programming, Control Measures
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In this paper, we develop a new mathematical model that integrates layout configuration and production planning in the design of dynamic distributed layouts. The model incorporates a number of important manufacturing attributes such as demand fluctuation, system reconfiguration, lot splitting, work load balancing, alternative routings, machine capability and tooling requirements. In addition, the model allows several cost elements to be optimized in an integrated manner. These costs are associated with material handling, machine relocation, setup, inventory carrying, in-house production and subcontracting needs. Numerical examples of different sizes are presented to illustrate the nature of the developed model and shed light on several managerial insights.
Keywords: Distributed layout . Dynamic reconfiguration . Production planning . Mixed integer, linear programming -
In this paper we develop a new approach for land leveling in order to improve the topology of a large area for irrigation or civil projects. The objective in proposed model is to minimize the total volume of cutting so that technical requirements of land leveling such as suitable slope and standard ratio of cutting to filling and maximum penstock point’s height are considered. We develop a warped surface pattern and apply a linear programming model to determine the land optimal topology. Our approach is more practical to apply, in comparison with the existing “fit to plane” methods which apply bivariate regression statistical techniques because in these methods finding optimal solution, considering technical requirements, needs trial and error. Our proposed method does not need any trial and error, furthermore its results is global optimum. Also the warped surface pattern is adoptable to plane or curved patterns, and it is applicable for any land with any magnitude.Keywords: Land leveling, Land grading, Land forming, Earthwork optimization, Linear programming, Plane shape, Curved surface, warped surface
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در این نوشتار مسئله ی انتخاب سبد مالی با استفاده از رویکرد بهینه سازی استوار مورد بررسی قرار گرفته است. بدین منظور، ارزش در معرض خطر شرطی موزون (W C V a R) که ترکیبی است از چند ارزش در معرض خطر شرطی با سطوح اطمینان مختلفٓ به عنوان معیار بهینه سازی در نظر گرفته شده است. ارزش در معرض خطر شرطی موزون (W C V a R) یک مدل خطی است که از لحاظ محاسباتی کارایی بالایی دارد. مهم ترین ویژگی این مدل تولید جواب هایی با خصوصیت چیرگی تصادفی است. توسعه ی صورت گرفته در این مدل، در نظر گرفتن داده های غیرقطعی است و بازده های انتظاری نیز غیرقطعی اند؛ از این رو برای بررسی داده ها از رویکرد استوار استفاده می شود. افزون براین، برای توسعه ی مدل ارائه شده در این مقاله از برخی محدودیت ها برای حفظ تنوع پذیری نیز استفاده شده است.
کلید واژگان: بهینه سازی سبد مالی، برنامه ریزی خطی، چیرگی تصادفی، ارزش در معرض خطر شرطی موزون، بهینه سازی استوارIn this paper, we develop a robust model for the portfolio selection problem under uncertainty conditions. We construct a robust model, whose risk measure is weighted conditional value at-risk (WCVaR). WCVaR is a combination of the conditional value at-risk (CVaR) with several tolerance levels. We use combinations of the conditional value at-risk (CVaR) measures to get some approximations of the tail Gini's mean difference, with the advantage of being computationally much simpler than the Gini's measure itself.The studied model is SSD consistent and LP computable. In stochastic dominance, uncertain returns (modeled as random variable) are compared by the point wise comparison of some performance functions constructed from their distribution functions. The first performance function is defined as the right-continuous cumulative distribution function, and it defines first degree stochastic dominance (FSD). The second function is derived from the first, and it defines second degree stochastic dominance (SSD). WCVaR is a safety measure with uncertain returns. To handle the parameter uncertainty problem, there is a recent research trend in the development of new robust optimization approaches. Traditional optimization methods require full knowledge of parameters to allow transformation to a stochastic program. From full information, assumptions of parameters following specific known distributions can sometimes be too strong and their validity criticized. The last approach of robust optimization proposes a robust formulation that is linear, applicable, deterministically solvable, and extendable to discrete optimization without the loss of feasibility of solution. Another advantage of the model is its ease in controlling the level of conservatism. In this paper, we apply this approach and develop the robust weighted conditional value at-risk in a portfolio selection problem. We also show the performance of robust optimization in the flexibility of financial markets.Keywords: Portfolio optimization, linear programming, stochastic dominance, weighted conditional value at risk, robust optimization -
این تحقیق با استفاده از تکنیک های تحقیق در عملیات، به ارائه یک مدل ریاضی برای تخصیص بهینه منابع نفت و گاز طبیعی کشور به بخش-های مختلف شامل خانگی- تجاری، حمل و نقل، صنایع، کشاورزی، صادرات، تزریق به مخازن نفتی و نیروگاه ها به عنوان تولید کننده انرژی ثانویه پرداخته است. تخصیص بهینه منابع انرژی به مصرف کنندگان نهایی طی سال های 1390 تا 1400، با استفاده از یک مدل برنامه ریزی خطی و با هدف کاهش گازهای گلخانه ای انجام شده است. از داده های مربوط به سال های 1346 تا 1387 برای پیش بینی تقاضای انرژی بخش های مختلف مصرف و بررسی اعتبار مدل استفاده شده است. نتایج حاصل از این تحقیق، برای برنامه ریزی مناسب درباره تخصیص بهینه منابع انرژی کشور، راهکارهای علمی مناسبی را در اختیار تصمیم گیران قرار می دهد.
کلید واژگان: برنامه ریزی خطی، تخصیص منابع انرژی، کاهش گازهای گلخانه ایThis research presents a mathematical model for the optimal allocation of oil and gas to different sectors in Iran using operations research techniques. Sectors are residential, commercial, transportation, industries, agriculture, exports, injection to oil reservoirs and power plants as a secondary energy producer. Optimal allocation of energy resources to end-users from 2011 to 2021 has been done using a linear programming model aiming to reduce greenhouse gases. Actual data of Iran from 1967 to 2008 are used to forecast the energy demand of different sectors and to illustrate capability of the approach in this regard. The results provide scientific basic for the optimal allocation of energy resources in Iran.Keywords: Greenhouse gases reduction, Linear programming, Energy resources allocation
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