Sharif Digital Repository

Importance of consumption of energy and extraction of energy from its reserve in all over the world and whole industries lies in the fact that availability of fossil fuels is limited and demand of it in industries is huge. For the sake of life of industries, each industry sector should be expanded quantitatively, so growth of energy consumption is inevitable. Development of cement industry is effected in total energy demand and harmful pollutants in whole the country and limitation in energy supply and low level of reliability in energy supply cause the increase of cement production cost which will be effected negatively in relativity principle of prioritization in cement export due to... 

Measurement of efficiency is a significant issue in organizations which is used to improvement efficiency and performance .one of the serious offaires in any country, is banking, inefficiency in which leads to problems and obstacles in developing capital market. In this research, Data Envelopment Analysis models are used to estimate the extent of performance in decision making units (DMU’s) to improve inefficient ones. We change the inputs ( outputs) to a special unit at both the constancy or improvement of efficiency using the DEA models, we estimate the values of output ( input ) levels. Howeve, we assume the data of (the values of input ( output ) levels ) can be either crisp or interval.... 

In this thesis, an inventory- location model considering capacity constraints and coverage radius is described in which the capacity is determined based on the maximum accumulation inventory. This model, through minimizing the sum of the fixed facility location costs, transportation costs and safety stock and working inventory costs, concurrently, determines warehouse location, assignment of retailers to warehouses, shipment sizes from the plant to warehouses, working inventory and safety stock levels at the warehouses. This problem can be formulated as a nonlinear mixed integer program in which the objective function is neither concave nor convex. Lagrangian relaxation is incorporated for... 

In this research Quality Function Deployment (QFD) is used to define a set of improvement project for Kelarpooya company to increase it's market share. For this purpose the following activities were performed: Defining the scope of the research and it's approval by the management. Selecting the QFD team. Finding customer requirements and expectations about company's products and services. Identifying technical descriptors affecting customer requirements and deploying the interrelationship between them. Developing the relationship between customer requirements and technical descriptors. Developing prioritized technical descriptors. And finally defining improvement project for technical... 

Portfolio optimization is an most important field of study, affecting companies’ non-operating income, so companies try to achieve this beneficiary by incorporating it in market transactions. In this thesis, we propose some methods extending the Markowitz theory. We used the lagrangian method and other appropriate operations research techniques such as convex optimization in order to handle optimization process. Using these methods, we established portfolio optimization model for different corporation, i.e., banking industries and others, with different interest rate exposure for short and long conditions of risk free assets. We describe three risk criteria as possible alternatives to... 

Developing and progressing excavation technology, and distillation and petroleum technology as fuel cause chemical and hydrocarbonic materials have been given an important role in human life. Having petroleum expanded, its effect in countries’ economics has been highlighted and found a substantial role in countries’ development. Iran, considering 11% extractable petroleum reserves which is equivalent to 138 billion barrel, is known as an oil rich country. The petroleum has an eminent role in country’s economics and is the main country’s income source and the most important exports. With regard to the high technology needed for petroleum exploration and purification, Iran requires foreign... 

One of the most important issues that an organization faced with is resource management. The proper resource management has the great rule in organization cost reduction. One of the most efficient processes in resource allocation is auction and there is different auction with different mechanism and goals. In an auction there is a set of items and a set of bids, and the task of auctioneer is matching items with suitable bids. Each bid consist of desirable items and the bidder value of that items. In an auction process, after mechanism design of auction and auction implementation we must identify the winners of auction and this is a hard problem even in simple auction.
In this study we... 

In this thesis we investigated a two level seller-buyer supply chain by game theoretical approach. We formulated interaction between seller and buyer as stackelberg game. In seller-stackelberg game , seller role as leader and buyer as follower. likewise in buyer-stackelberg buyer is leader and seller is follower. In our model the demand is an equation in which the dependent variable is a linear function of three independent variables and a disturbance term. The three independent value in demand function are marketing cost , wholesale price , retailing price. The disturbance term in demand function has normal distribution by constant variance and zero expected value. Sale amount considered as... 

This research conducted to achieve a pragmatic approach for the demand forecasting of ICU beds which is the one of most important services are provided by hospitals and medical centers and always has been challenging associated with capacity planning in many countries. Attaining such a method, ICU patients identified and categorized according to patients age and duration of hospitalization period. Then, as a case study, demanded ICU beds in Iran's hospitals predicted for three time horizons in 2021, 2031 and 2041 by use of regression model to forecast the population of identified patient categories which was extracted from Iran's demographic data in a 30-year period. The results indicated... 

One of the most important issues in every country is electric power planning in all aspects like production and distribution. Electric power distribution planning is a way to control and optimize the usage of energy. According to shortage of resources and high value of them, it is important to have a plan in the amount of energy sending from supplier to consumer. Based on the nature of the problem that decision makers face different criteria from internal and external environment, using multi-criteria decision making methods is an appropriate way. By finding parameters, constraints and capacity of the system, we can choose the best method.On the other hand, in real world most of the... 

Fast penetration of internet among people caused serious changes in businesses and helped them to migrate from classic systems to modern trades. Beside considerable benefits of this evolution like decreasing costs, increasing efficiency, increasing reliability, expanding market and ease of customer relationship management, some risks endanger life a business. Retailers as the last ring if a business chain, mainly encounters a hardship of risks. In this study, after identifying and prioritizing possible risks demand risk identified as the most important point to focus. After analyzing this risk, we try to propose mitigation solutions  

Planning is a process to reach organizational goals, which many organizations can implement it to follow their desired outputs on the considered horizon with optimal costs under existing constraints and minimum control effort. Model Predictive Control (MPC) approach is considered as a planning approach based on forecasting model which contains three parts including objective function, constraints and forecasting model. The aim of using Model Predictive Control is to find specific numbers of current and future inputs on the determined horizon under existing constraints to reach the desired outputs of a dynamic system with minimum control effort. In order to deal with uncertain parameters of... 

Prediction is an important issue in many areas. Proper planning for the future requires careful forecasting, so providing accurate methods, especially in the financial field, is invaluable. In this study, the main problem is predicting the price of global gold. Factors for gold prices include oil, gas, silver, soybeans, copper, the s & p500 index, the Dow Jones index, the British and Japanese stock market indices, the dollar index, the multi-currency exchange rate (pound-euro-yuan-yen) with the dollar to The title of the influential factors in this research is considered. The time frame of this research is daily, in other words, the data is collected on a daily basis and the goal is to... 

today's financial markets such as stock market are more attractive and important position and wealth are considered income and therefore attracts many people have. But the other hand, activity in these markets requires a high risk of admission. The point that is important is that the risk of investing in these markets can be predicted to some extent with the trend of stocks and securities can be controlled. Time series trend of stock prices and non-static characters is excited. But analysis of such behavior is impossible, i.e., reliance on sophisticated tools and of course accept the possibility of an error can be predicted price to pay. Synthetic models of artificial intelligence today, due... 

Nowadays, the world is full of multi criteria decision problems and all the people should make decisions in different situations. Sometimes, the result of a decision problem is so important as a wrong decision may result in a loss that cannot be compensated. Therefore a decision making tool seems as a must. On the other hand, in this era of rapid social and technological change leading to increasing life complexity, sensitivity analysis is an important issue in all decision making processes. Analytic Hierarchy Process and Analytic Network Process, as two common tools for multi criteria decision making, are widely used throughout the past decade in different fields. Designing the model and... 

Gold Coin Futures Market by contract delivery month of Dey, in 1387 as part of the capital market in Iran Mercantile Exchange started its activities. Each transaction in this market includes ten coins all gold (tamam bahar). Nowadays We have three symbols on each of the next three months are traded in an active market. In this market, any natural or legal person giving the guarantee fund with any of the agencies approved by the Stock Organization and in the terms of seller or buyer begin their trading. For transactions in order to succeed, we need to predict the rise or fall of prices to be a buyer in the rises and be seller in the falls. With considering the performance of Neural Networks... 

Most of the researches on project planning and scheduling have supposed that there is a complete and fixed information about the activities duration and amount of resources needed for project, but in reality we face lots of uncertainty in activities duration and required resources. In previous researches there are some cases which lead to more than one schedule for project, but in most of them they offer no solution for choosing between the schedules. In this project we are trying to make a nonlinear model of project environment by using Weibull distribution as activities duration and then we determine the input information by using the methods of probability encoding in decision analysis.... 

The main purpose of this thesis is to propose effective meta-heuristic algorithms for solving the scheduling problems. We consider the problems that are associated with two areas: project scheduling and shop scheduling. In project scheduling area, only the resource constrained project scheduling problem (RCPSP) is considered. For solving this problem, a hybrid particle swarm optimization (PSO) algorithm is developed. The proposed algorithm outperforms other existing PSO algorithms for the problem. However, most of the contributions of this thesis are related to the second area. The shop scheduling problems of concern include: job shop, stage shop and partial job shop. We developed two... 

Simulation optimization has been one of the most important topics in recent years. It is especially useful when the objective function cannot be computed directly or some of the parameters are stochastic. Buffer allocation problem is one of the important problems related to production lines. In this problem the objective is to determine the buffers between workstations so that the throughput is maximized. Non-linear and combinatorial nature of the problem, stochastic factors like machine breakdown or processing times and most importantly lack of a distinct relation for the objective function are the reasons of using simulation ... 

In recent years, environmental issues has been gaining a great deal of attention in the field of Supply Chain and Supplier Selection. In this research, we first review the current literature and then we try to find the research gap in this area. According to the studies done in this area, no research on supplier selection and optimal order allocation to the suppliers have simultaneously investigated environmental issues, the possibility of storage, green routing of vehicles, purchasing discount, multi-product, and multi-period state in a green supply chain. Therefore, in this study, a multi-objective mathematical model is proposed for supplier selection and optimal order allocation in a...