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18 articles for “mathematical programming”
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Research ArticleOpen accessIn the abstractImproving Fund Risk Management by Using New Software Tools TechnologyStephanos Papadamou, George StephanidesThis paper introduces a new MATLAB-based toolbox for Computer Aided mutual fund risk evaluation. In the age of computerized trading, financial services companies and independent investors must quickly investigate fund investment style and market risk. The Fund Risk toolbox is a financial software that includes a set of functions based on value at risk (VaR) and expected tail loss (ETL) … …American Journal of Applied Sciences, Vol. 1, Issue 2 · 30 Jun 2004 · 6,817 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimal Pareto Solutions of a Dynamic C Chart: An Application of Statistical Process Control on a Semiconductor Devices Manufacturing ProcessToni Lupo, Filippo SgroiThe present paper proposes a novel economic-statistical design procedure of a dynamic c control chart for the Statistical Process Control (SPC) of the manufacturing process of semiconductor devices. Particularly, a non-linear constrained mathematical programming model is formulated and solved by means of the ϵ-constraint method. A numerical application is developed in order to describe the Pareto frontier, that is the … …American Journal of Applied Sciences, Vol. 12, Issue 4 · 28 May 2015 · 6,473 accessesView PDFCite
Research ArticleOpen accessIn the abstract“OPTIMIZATION OF MULTI-COMMODITIES CONSUMER SUPPLY CHAINS FOR-PART I-MODELING”Zeinab Haji Abolhasani, Romeo M. Marian, Lee LoungThis study and its companions (Part II, Part III) will concentrate on optimizing a class of supply chain problems known as Multi-Commodities Consumer Supply Chain (MCCSC) problem. MCCSC problem belongs to Production-Distribution (P-D) planning category. It aims to determine facilities location, consumers’ allocation and facilities configuration to minimize total Cost (CT) of the entire network. These facilities can be manufacturer … …Journal of Computer Science, Vol. 9, Issue 12 · 26 Nov 2013 · 7,840 accessesView PDFCite
Research ArticleOpen accessIn the abstractWeighted Centroid Modified Simplex and Linear Constrained Response Surface Optimization Methods for the Xbar-R Chart Variable DeterminationPongchanun LuangpaiboonProblem statement: Although economic Xbar-R chart designs do guarantee the minimal operating cost, they typically have poor levels of statistical performance measures. The obvious limitation of the economic design is that the Type I error rate seems to be very high for many situations and will cause a large number of false alarms. This situation leads to an investigation of … …Journal of Computer Science, Vol. 7, Issue 6 · 14 Jun 2011 · 7,115 accessesView PDFCite
Research ArticleOpen accessIn the abstractIntegrating Renewable and Nonrenewable Energies in Power Plant PlanningHabib H. Al-Ali, Yousef Saif, Ali Elkamel, Ali LohiProblem statement: Electricity can be generated from different type of technologies such as fossil and non-fossil power plants. Among these technologies, coal-fired power plants have been a major route for electricity generation. Recently, environmental constraints were imposed over the coal power plant operations in order to reduce their emissions. Besides, renewable energy power plants such as hydroelectric, wind, solar and … …American Journal of Engineering and Applied Sciences, Vol. 3, Issue 2 · 30 Jun 2010 · 7,804 accessesView PDFCite
Research ArticleOpen accessIn the abstractAnalyzing the Effects of Water and Agriculture Policy Strategies: An Iranian experienceReza Moghaddasi, Ali Bakhshi, Mahmood Daneshvar KakhkiProblem statement: Because of growing demand for water resources, increasing cost of supplying water and overdraft of underground waters, economists suggest water pricing policy to improve water allocation efficiency in Iran. While due to political risk, economic and cultural concerns, government tends to reject that advice. This study addressed questions of what policy alternatives to water pricing could be used … …American Journal of Agricultural and Biological Sciences, Vol. 4, Issue 3 · 30 Sep 2009 · 8,307 accessesView PDFCite
Research ArticleOpen accessIn the abstractAnalysis and Optimization of Carbon Dioxide Emission Mitigation Options in the Cement IndustryMohammed Ba-Shammakh, Hernane Caruso, Ali Elkamel et al.The cement industry is responsible for approximately 5% of global anthropogenic carbon dioxide emissions emitting nearly 900 kg of CO2 for every 1000 kg of cement produced. Effective control strategies to mitigate these emissions are discussed and a mathematical programming model able to suggest the best cost effective strategy is outlined. Control costs consisting of operating and investment costs along … …American Journal of Environmental Sciences, Vol. 4, Issue 5 · 31 Oct 2008 · 7,387 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordTwo Mathematical Modeling Approaches for Integrating Production and Transportation Decisions in the Process IndustryMohamed K. Omar, A. AjithaIn this study we focus on coordination of the production planning of finished products and intermediate products in the process industry. The problem consists of two manufacturing facilities with similar production environment, one producing the intermediates and the other producing end products that are separated by a distance. There is transportation between the facilities. The problem considered has been formulated … …American Journal of Applied Sciences, Vol. 5, Issue 8 · 31 Aug 2008 · 6,521 accessesView PDFCite