This paper deals with the problem of optimizing a linear function over the efficient set of a 0-1 bi-objective knapsack problem. Such a function represents the main criterion of the problem posed. The resolution process is based essentially on dynamic programming. The proposed method provides a subset of efficient solutions including one which optimizes the main criterion without having to enumerate all the efficient solutions of the problem. Numerical experiments are reported, different instances with large sizes of the associated efficient sets are considered to show the efficiency of our algorithm compared with an approach proposed in the literature.
{"title":"Optimizing over the efficient set of the binary bi-objective knapsack problem","authors":"D. Chaabane, Nadia Lachemi","doi":"10.2298/yjor210915015c","DOIUrl":"https://doi.org/10.2298/yjor210915015c","url":null,"abstract":"This paper deals with the problem of optimizing a linear function over the efficient set of a 0-1 bi-objective knapsack problem. Such a function represents the main criterion of the problem posed. The resolution process is based essentially on dynamic programming. The proposed method provides a subset of efficient solutions including one which optimizes the main criterion without having to enumerate all the efficient solutions of the problem. Numerical experiments are reported, different instances with large sizes of the associated efficient sets are considered to show the efficiency of our algorithm compared with an approach proposed in the literature.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79354391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A. Ashish, M. Monia, M. Kumar, K. Khamosh, A. Malik
The difference and differential equations have played an eminent part in nonlinear dynamics systems, but in the last two decades one-dimensional difference maps are considered in the forefront of nonlinear systems and the optimization of transportation problems. In the nineteenth century, the nonlinear systems have paved a significant role in analyzing nonlinear phenomena using discrete and continuous time interval. Therefore, it is used in every branch of science such as physics, chemistry, biology, computer science, mathematics, neural networks, traffic control models, etc. This paper deals with the maximum Lyapunov exponent property of the nonlinear dynamical systems using Euler?s numerical algorithm. The presents experimental as well as numerical analysis using time-series diagrams and Lyapunov functional plots. Moreover, due to the strongest property of Lyapunov exponent in nonlinear system it may have some application in the optimization of transportation models.
{"title":"Lyapunov exponent using Euler’s algorithm with applications in optimization problems","authors":"A. Ashish, M. Monia, M. Kumar, K. Khamosh, A. Malik","doi":"10.2298/yjor220615024a","DOIUrl":"https://doi.org/10.2298/yjor220615024a","url":null,"abstract":"The difference and differential equations have played an eminent part in nonlinear dynamics systems, but in the last two decades one-dimensional difference maps are considered in the forefront of nonlinear systems and the optimization of transportation problems. In the nineteenth century, the nonlinear systems have paved a significant role in analyzing nonlinear phenomena using discrete and continuous time interval. Therefore, it is used in every branch of science such as physics, chemistry, biology, computer science, mathematics, neural networks, traffic control models, etc. This paper deals with the maximum Lyapunov exponent property of the nonlinear dynamical systems using Euler?s numerical algorithm. The presents experimental as well as numerical analysis using time-series diagrams and Lyapunov functional plots. Moreover, due to the strongest property of Lyapunov exponent in nonlinear system it may have some application in the optimization of transportation models.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79132220","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Three types of payments confront in business dealings viz. advance, cash and credit. A cash payment is ubiquitously practiced, while a credit payment scheme escalates sales and advance payment technique is implemented to avoid cancellation of orders. These are recognized as advance-cash-credit (ACC) payment scheme which is conventional in business transactions. By implicating ACC the aim is to determine optimal pricing and ordering policies. Inventory items observes quadratic demand being sensitive to unit selling price. Promising concavity of the profit function for both selling price and cycle time is posed numerically. Managerial insights are revealed as a concluding note.
{"title":"Optimal ordering and pricing decision for items following price sensitive quadratic demand under combined payment scheme","authors":"Azharuddin Shaikh, Poonam Mishra, Isha Talati","doi":"10.2298/yjor210715010s","DOIUrl":"https://doi.org/10.2298/yjor210715010s","url":null,"abstract":"Three types of payments confront in business dealings viz. advance, cash and credit. A cash payment is ubiquitously practiced, while a credit payment scheme escalates sales and advance payment technique is implemented to avoid cancellation of orders. These are recognized as advance-cash-credit (ACC) payment scheme which is conventional in business transactions. By implicating ACC the aim is to determine optimal pricing and ordering policies. Inventory items observes quadratic demand being sensitive to unit selling price. Promising concavity of the profit function for both selling price and cycle time is posed numerically. Managerial insights are revealed as a concluding note.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81070470","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper we consider a best proximity point problem whose purpose is to determine the minimum distance between two sets. It is a global optimization problem by its very nature which is solved by converting it into a problem of finding an optimal approximate solution of a fixed point inclusion for a coupled setvalued mapping. Two solutions are obtained simultaneously through an iteration. We introduce certain definitions which are used in our theorems. We investigate the data dependence property of the proximity point sets and establish a weak stability result for the proximity point sets. There are some illustrative examples. The broad area of the present study is setvalued optimization.
{"title":"Existence and stability of solutions of a global setvalued optimization problem","authors":"B. Choudhury, N. Metiya, S. Kundu, P. Maity","doi":"10.2298/yjor210617006c","DOIUrl":"https://doi.org/10.2298/yjor210617006c","url":null,"abstract":"In this paper we consider a best proximity point problem whose purpose is to determine the minimum distance between two sets. It is a global optimization problem by its very nature which is solved by converting it into a problem of finding an optimal approximate solution of a fixed point inclusion for a coupled setvalued mapping. Two solutions are obtained simultaneously through an iteration. We introduce certain definitions which are used in our theorems. We investigate the data dependence property of the proximity point sets and establish a weak stability result for the proximity point sets. There are some illustrative examples. The broad area of the present study is setvalued optimization.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89300110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we consider the bilevel linear programming problem (BLPP) where all the coefficients in the problem are interval type-2 triangular fuzzy numbers (IT2TFNs). First, we convert a BLPP with IT2TFN parameters to an interval BLPP. In the next step, we solve BLPPs and obtain optimal solution as an IT2TFN.
{"title":"A method for solving interval type-2 triangular fuzzy bilevel linear programming problem","authors":"Niloofar Davoudi, Farhad Hamidi, H. Nehi","doi":"10.2298/yjor210715027h","DOIUrl":"https://doi.org/10.2298/yjor210715027h","url":null,"abstract":"In this paper, we consider the bilevel linear programming problem (BLPP) where all the coefficients in the problem are interval type-2 triangular fuzzy numbers (IT2TFNs). First, we convert a BLPP with IT2TFN parameters to an interval BLPP. In the next step, we solve BLPPs and obtain optimal solution as an IT2TFN.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81386565","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we introduce and study a new type of convergence which is namely (?,?,?)-Zweier convergence and (?,?,?)-Zweier ideal convergence of triple sequences x = (xijk) in intuitionistic fuzzy normed spaces (IFNS), where ? = (?n), ? = ((?m) and ?= (?p) are three non-decreasing sequences of positive real numbers such that each tend to infinity. Besides, we define and study (?,?,?)-Zweier Cauchy and (?,?,?)-Zweier ideal Cauchy sequences on the said space and establish some relations among them. problem.
{"title":"On (λ,μ,ζ)-Zweier ideal convergence in intuitionistic fuzzy normed spaces","authors":"C. Granados, Suman Das","doi":"10.2298/yjor210517004g","DOIUrl":"https://doi.org/10.2298/yjor210517004g","url":null,"abstract":"In this paper, we introduce and study a new type of convergence which is namely (?,?,?)-Zweier convergence and (?,?,?)-Zweier ideal convergence of triple sequences x = (xijk) in intuitionistic fuzzy normed spaces (IFNS), where ? = (?n), ? = ((?m) and ?= (?p) are three non-decreasing sequences of positive real numbers such that each tend to infinity. Besides, we define and study (?,?,?)-Zweier Cauchy and (?,?,?)-Zweier ideal Cauchy sequences on the said space and establish some relations among them. problem.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79447271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this article, we investigate the solution of a new class of the absolute value equation (NCAVE) A1x ? |B1x ? c| = d. Based on spectral radius condition, singular value condition and row and column W-property, some necessary and sufficient conditions for unique solvability for NCAVE are gained. Some new results for the unique solvability of the new generalized absolute value equation (NGAVE) A1x?|B1x| = d are also obtained.
{"title":"The unique solvability conditions for a new class of absolute value equation","authors":"Shubham Kumar, D. Deepmala","doi":"10.2298/yjor220515036k","DOIUrl":"https://doi.org/10.2298/yjor220515036k","url":null,"abstract":"In this article, we investigate the solution of a new class of the absolute value equation (NCAVE) A1x ? |B1x ? c| = d. Based on spectral radius condition, singular value condition and row and column W-property, some necessary and sufficient conditions for unique solvability for NCAVE are gained. Some new results for the unique solvability of the new generalized absolute value equation (NGAVE) A1x?|B1x| = d are also obtained.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84721827","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
S. Sveshnikov, V. Bocharnikov, V. Penkovsky, Elena Dergileva
The solution of most MCDM-problems involves measuring the characteristics of a research object, converting the estimations into a confidence distribution specified on a set of qualitative gradations and aggregating the estimations in accordance with the structure of the criteria system. The quality of the problems solution as a whole directly depends on the quality of measuring the characteristics of a research object. Data for obtaining estimations of the characteristics are often inaccurate, incomplete, approximate. Modern researches either fragmentarily touch on the questions of measurement quality, or focus on other questions. Our goal is to choose such parameters for converting the value of the quantitative characteristic of a research object into a confidence distribution, which provide the best measurement quality. Based on the observation channel (OC) concept proposed by G. Klir, we refined the measurement quality criteria, determined the composition of the OC parameters, developed an algorithm for calculating the measurement quality criteria and choosing the best OC for the most common MCDM-problems. As calculations have shown, in the most common MCDM-problems, the best is OC, which is built on the basis of a bell-shaped membership function and has a scale of seven blocks. The obtained result will allow researchers to justify the choice of OC parameters from the view-point of the maximum quality of measuring the quantitative characteristics of a research object in MCDM-problems and uncertainty conditions.
{"title":"Choosing the best observation channel parameters for measuring quantitative characteristics of objects in MCDM-problems and uncertainty conditions","authors":"S. Sveshnikov, V. Bocharnikov, V. Penkovsky, Elena Dergileva","doi":"10.2298/yjor220315017s","DOIUrl":"https://doi.org/10.2298/yjor220315017s","url":null,"abstract":"The solution of most MCDM-problems involves measuring the characteristics of a research object, converting the estimations into a confidence distribution specified on a set of qualitative gradations and aggregating the estimations in accordance with the structure of the criteria system. The quality of the problems solution as a whole directly depends on the quality of measuring the characteristics of a research object. Data for obtaining estimations of the characteristics are often inaccurate, incomplete, approximate. Modern researches either fragmentarily touch on the questions of measurement quality, or focus on other questions. Our goal is to choose such parameters for converting the value of the quantitative characteristic of a research object into a confidence distribution, which provide the best measurement quality. Based on the observation channel (OC) concept proposed by G. Klir, we refined the measurement quality criteria, determined the composition of the OC parameters, developed an algorithm for calculating the measurement quality criteria and choosing the best OC for the most common MCDM-problems. As calculations have shown, in the most common MCDM-problems, the best is OC, which is built on the basis of a bell-shaped membership function and has a scale of seven blocks. The obtained result will allow researchers to justify the choice of OC parameters from the view-point of the maximum quality of measuring the quantitative characteristics of a research object in MCDM-problems and uncertainty conditions.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88218984","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper we deal with a nonsmooth case of isoperimetric convex continuous-time programming problem with inequality integral constraint and phase constraint, defined in L?([0,T],Rn). In order to obtain necessary optimality conditions for this problem, we will use a theorem of the alternative from [15] as a main tool.
{"title":"Optimality conditions for isoperimetric continuous - time optimization problems","authors":"Jelena Vićanović","doi":"10.2298/yjor220415013v","DOIUrl":"https://doi.org/10.2298/yjor220415013v","url":null,"abstract":"In this paper we deal with a nonsmooth case of isoperimetric convex continuous-time programming problem with inequality integral constraint and phase constraint, defined in L?([0,T],Rn). In order to obtain necessary optimality conditions for this problem, we will use a theorem of the alternative from [15] as a main tool.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88791378","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Queuing models where arrival rates go down consequent to increase in the number of customers are called systems with discouraged arrivals. Discouraged arrivals are distinct from balking in the sense that balking implies that arriving customers do not join. In this paper, we model a single server finite buffer Markovian queuing model with discouraged arrival, balking, reneging and retention of reneged customers. The steady state probabilities are obtained using Markov process method. Closed form expression of traditional as well as some freshly designed performance measures are presented. We also perform sensitivity analysis to examine the variations in performance measures with the variations in system parameters. Our results are numerically illustrated through a field level problem with design connotations.
{"title":"Analysis of single server finite buffer queue under discouraged arrival and retention of reneging","authors":"Pallabi Medhi, Amit Choudhury","doi":"10.2298/yjor2109017032m","DOIUrl":"https://doi.org/10.2298/yjor2109017032m","url":null,"abstract":"Queuing models where arrival rates go down consequent to increase in the number of customers are called systems with discouraged arrivals. Discouraged arrivals are distinct from balking in the sense that balking implies that arriving customers do not join. In this paper, we model a single server finite buffer Markovian queuing model with discouraged arrival, balking, reneging and retention of reneged customers. The steady state probabilities are obtained using Markov process method. Closed form expression of traditional as well as some freshly designed performance measures are presented. We also perform sensitivity analysis to examine the variations in performance measures with the variations in system parameters. Our results are numerically illustrated through a field level problem with design connotations.","PeriodicalId":52438,"journal":{"name":"Yugoslav Journal of Operations Research","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76396267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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