سید جعفر سجادی

[ 1 ] - بهینه سازی استوار سبد مالی با رویکرد CAPM

  در این تحقیق، رویکرد بهینه سازی استوار برای حل مسأله انتخاب سبد مالی چند دوره‌ای پیشنهاد شده است. چنانکه می‌دانیم، بازده مربوط به هریک از دارایی‌های موجود در سبد سهام غیر قطعی است، از این‌رو درنظرگیری یک مقدار قطعی در مدل‌ها به جای بازده هریک از دارایی‌ها، باعث خواهد شد تا انتخاب‌های ما از اعتبار لازم برخوردار نباشد. برای غلبه بر این مشکل، در این مقاله از روش بهینه‌سازی استوار استفاده می‌شود....

[ 2 ] - توسعه و حل یک مدل دو هدفه جهت تکمیل توأم موجودی چند کالا با محدودیت فضای انبار

در این تحقیق، یک مدل دو هدفه تکمیل موجودی همزمان چند کالا در حالیکه با محدودیت منابع روبرو هستیم،توسعه داده شده و حل شده است. مدل پیشنهادی دارای یک محدودیت فضای انبار بوده و به دنبال بهینه کردن دو تابع هدف می باشد که عبارتند از مینیمم کردن مجموع هزینه نگهداری و سفارش دهی سالیانه و نیز مینیمم کردن کل سرمایه درگیر در موجودی. در ادامه به توسعه یک الگوریتم ژنتیک چند هدفه برای حل آن پرداخته ایم.به م...

[ 3 ] - شناسایی عوامل مؤثر بر خصوصی‌سازی صنایع پالایش گاز ایران با رویکرد تلفیقی دلفی‌ـ دیماتل مطالعة موردی: شرکت پالایش گاز پارسیان

در این نوشتار، نتایج بررسی عوامل کلیدی مؤثر بر خصوصی‌سازی صنایع پالایش گاز ایران با رویکرد دلفی‌ـ دیماتل ارائه می‌شود. بر اساس یافته‌های این پژوهش، بر مبنای تکنیک دلفی، خبرگان در مجموع سی‌ونه عامل را در خصوصی‌سازی شرکت‌های پالایش گاز کلیدی تشخیص داده‌اند. به کمک تکنیک دیماتل، عوامل مؤثر از نظر خبرگان در مرحلة قبل در ساختاری مبتنی بر نظریة گراف اولویت‌بندی شدند. بر مبنای نتایج این تحقیق، «انسجام...

[ 4 ] - A Multi-Objective Programming to Increase Labor Efficiency of a Truck Hub: A Case Study

The problem of staff scheduling at a truck hub for loading and stripping of the trucks is an important and difficult problem to optimize the labor efficiency and cost. The trucks enter the hub at different hours a day, in different known time schedules and operating hours. In this paper, we propose a goal programming to maximize the labor efficiency via minimizing the allocation cost. The propo...

[ 5 ] - Multiperiod Portfolio Selection with Different Rates for Borrowing and Lending in Presence of Transaction Costs

Portfolio management is one of the most important areas of research in financial engineering. This paper is concerned with multi period decision problem for financial asset allocation when the rate of borrowing is greater than the rate of lending. Transaction costs as a source of concern for portfolio managers is also considered in this paper. The proposed method of this paper is formulated in ...

[ 6 ] - An Improved WAGNER-WHITIN Algorithm

We present an improved implementation of the Wagner-Whitin algorithm for economic lot-sizing problems based on the planning-horizon theorem and the Economic- Part-Period concept. The proposed method of this paper reduces the burden of the computations significantly in two different cases. We first assume there is no backlogging and inventory holding and set-up costs are fixed. The second model ...

[ 7 ] - A New Approach to Solve Multiple Objective Programming Problems

Multiple Objective Programming (MOP) problems have become famous among many researchers due to more practical and realistic implementations. There have been a lot of methods proposed especially during the past four decades. In this paper, we develop a new algorithm based on a new approach to solve MOP problems by starting from a utopian point (which is usually infeasible) and moving towards the...

[ 8 ] - Applying Semi-Markov Models for forecasting the Triple Dimensions of Next Earthquake Occurrences: with Case Study in Iran Area

  In this paper Semi-Markov models are used to forecast the triple dimensions of next earthquake occurrences. Each earthquake can be investigated in three dimensions including temporal, spatial and magnitude. Semi-Markov models can be used for earthquake forecasting in each arbitrary area and each area can be divided into several zones. In Semi-Markov models each zone can be considered as a sta...

[ 9 ] - A Multi-objective optimization model for project scheduling with time-varying resource requirements and capacities

Proper and realistic scheduling is an important factor of success for every project. In reality, project scheduling often involves several objectives that must be realized simultaneously, and faces numerous uncertainties that may undermine the integrity of the devised schedule. Thus, the manner of dealing with such uncertainties is of particular importance for effective planning. A realistic sc...

[ 10 ] - Optimal production and marketing planning with geometric programming approach

One of the primary assumptions in most optimal pricing methods is that the production cost is a non-increasing function of lot-size. This assumption does not hold for many real-world applications since the cost of unit production may have non-increasing trend up to a certain level and then it starts to increase for many reasons such as an increase in wages, depreciation, etc. Moreover, the prod...

[ 11 ] - An integrated production-marketing planning model With Cubic production cost function and imperfect production process

The basic assumption in the traditional inventory model is that all outputs are perfect items. However, this assumption is too simplistic in the most real-life situations due to a natural phenomenon in a production process. From this it is deduced that the system produces non-perfects items which can be classified into four groups of perfect, imperfect, reworkable defective and non-reworkable d...

[ 12 ] - A Hybrid Fire Fly and Differential Evolution Algorithm for Optimization of a Mixed Repairable and Non-Repairable System Reliability Problem

In this paper, a hybrid meta-heuristic approach is proposed to optimize the mathematical model of a system with mixed repairable and non-repairable components. In this system, repairable and non-repairable components are connected in series. Redundant components and preventive maintenance strategies are applied for non-repairable and repairable components, respectively. The problem is formulate...

[ 13 ] - A Reschedule Design for Disrupted Liner Ships Considering Ports Demand and CO2 Emissions: The Case study of Islamic Republic of Iran Shipping Lines

This study presents a MILP model to retrieve or get close to the early schedule of disrupted container vessels. The model is appliedon a realcase study of Islamic Republic of Iran Shipping Lines (IRISL) considering container demands, and CO2 emissionssolvedwith CPLEX GAMS solver in less than a minute. Sensitivity analysis on fuel inventory level shows the inevitable influence of the ...

[ 14 ] - An Integrated Approach for Facility Location and Supply Vessel Planning with Time Windows

This paper presents a new model of two-echelon periodic supply vessel planning problem with time windows mix of facility location (PSVPTWMFL-2E) in an offshore oil and gas industry. The new mixed-integer nonlinear programming (MINLP) modelconsists ofa fleet composition problem and a location-routing problem (LRP). The aim of the model is to determine the size and type of large vessels in the fi...

[ 15 ] - طراحی شبکه زنجیره تأمین امداد رسانی با استفاده از رویکرد بهینه سازی استوار داده های بازه ای

[ 16 ] - Two-tier Supplier Base Efficiency Evaluation Via Network DEA: A Game Theory Approach

In today's competitive markets, firms try to reduce their supply cost by selecting efficient suppliers using different techniques. Several methods can be applied to evaluate the efficiency of supplier base. This paper develops generalized network data envelopment analysis models to examine the efficiency of two-tier supplier bases under cooperative and non-cooperative strategies where each tier...

[ 17 ] - Reliability Optimization for Complicated Systems with a Choice of Redundancy Strategies (TECHNICAL NOTE)

Redundancy allocation is one of the common techniques to increase the reliability of the bridge systems. Many studies on the general redundancy allocation problems assume that the redundancy strategy for each subsystem is predetermined and fixed. In general, active redundancy has received more attention in the past. However, in real world, a particular system design contains both active and col...

[ 18 ] - A Robust Knapsack Based Constrained Portfolio Optimization

Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...