This paper presents a new mathematical model for the problem of scheduling part families and jobs within each part family in a flow line manufacturing cell where the setup times for each family are sequence dependent and it is desired to minimize the maximum completion time of the last job on the last machine (makespan) while processing parts (jobs) in each family together. Gaining an optimal s...

this paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic asian options as a financial derivatives. in this paper, the effect of correlation between two random variables is shown. we propose an efficient method for choose suitable control in pricing arithmetic asian options based on the control variates (cv). the numerical experiment shows ...

Software testing of software application is more complex and critical than conventional software testing. This paper presents an approach to the Estimation of Testing Effort using Test Case Point Analysis Test Case Point Analysis is a tool to estimate the effort required to test a software project, based on the number of use cases and the other features of object-orientation used in software de...

This paper primarily presents a comprehensive dynamic layout design model which integrates layout and transportation system design via considering more realistic assumptions, such as taking account of fixed-position departments and distance between departments that endanger each other. In addition, specific criteria such as capacity, cost and reliability of facilities are considered in transpor...

in this paper, global uniform exponential stability of perturbed dynamical systemsis studied by using lyapunov techniques. the system presents a perturbation term which isbounded by an integrable function with the assumption that the nominal system is globallyuniformly exponentially stable. some examples in dimensional two are given to illustrate theapplicability of the main results.

Recently, many meta-heuristic algorithms are proposed for optimization of various problems. Some of them originally are presented for continuous optimization problems and some others are just applicable for discrete ones. In the literature, sizing optimization of truss structures is one of the discrete optimization problems which is solved by many meta-heuristic algorithms. In this paper, in or...

This paper presents two meta-heuristic algorithms to solve an extended portfolio selection model. The extended model is based on the Markowitz's Model, aiming to minimize investment risk in a specified level of return. In order to get the Markowitz model close to the real conditions, different constraints were embedded on the model which resulted in a discrete and non-convex solution space. ...