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...

in today's competitive market, quality has an important role in manufacturing system. the manufacturers attempt to maintain their production system in a proper condition to produce high quality products. one of the key factors to achieve this goal is maintenance policy. most studies on maintenance focused on machines and less attention has been paid to human resources as the most important...

‎this paper proposes a multi-supplier multi-product inventory model in which the suppliers have unlimited production capacity, allow delayed payment, and offer either an all-unit or incremental discount. the retailer can delay payment until after they have sold all the units of the purchased product. the retailer’s warehouse is limited, but the surplus can be stored in a rented warehouse at a...

this paper develops a single-vendor single-retailer supply chain for multi-product. the proposed model is based on vendor managed inventory (vmi) approach and vendor uses the retailer's data for better decision making. number of orders and available capital are the constraints of the model. in this system, shortages are backordered; therefore, the vendor’s warehouse capacity is another limitati...

This paper investigates a multi-period rectilinear distance 1-center location problem considering a line-shaped barrier, in which the starting point of the barrier follows the uniform distribution function. In addition, the existing points are sensitive to demands and locations. The purpose of the presented model is to minimize the maximum barrier distance from the new facility to the existing ...

This paper reports on a new algorithm for the Generalized Quadratic Assignment problem (GQAP). The GQAP describes a broad class of quadratic integer programming problems, wherein M pairwise related entities are assigned to N destinations constrained by the destinations’ ability to accommodate them. This new algorithm is based on a Reformulation Linearization Technique (RLT) dual ascent procedur...

The redundancy allocation problem is formulated minimizing the design cost for a series-parallel system with multiple component choices while ensuring a given system reliability level. The obtained model is a nonlinear integer programming problem with a nonlinear, nonseparable constraint. We propose a method based on the construction of a test set of an integer linear problem, which allows us t...