Iranian Journal Of Operations Research
Volume:6 Issue: 2, Summer and Autumn 2015

In this paper, we propose an arc-search corrector-predictor interior-point method for solving $P_*(kappa)$-linear complementarity problems. The proposed algorithm searches the optimizers along an ellipse that is an approximation of the central path. The algorithm generates a sequence of iterates in the wide neighborhood of central path introduced by Ai and Zhang. The algorithm does not depend on the handicap $kappa$ of the problem, so that it can be used for any $P_*(kappa)$-linear complementarity problem. Based on the ellipse approximation of the central path and the wide neighborhood, we show that the proposed algorithm has $O((1醪)sqrt{n}L)$ iteration complexity, the best-known iteration complexity obtained so far by any interior-point method for solving $P_*(kappa)$-linear complementarity problems.

We consider an approximation scheme using Haar wavelets for solving a class of infinite horizon optimal control problems (OCPs) of nonlinear interconnected large-scale dynamic systems. A computational method based on Haar wavelets in the time-domain is proposed for solving the optimal control problem. Haar wavelets integral operational matrix and direct collocation method are utilized to find the approximated optimal trajectory of the original problem. Numerical results are also given to demonstrate the applicability and the efficiency of the proposed method.

This author introduces the concept of Stepwise Strategy Approach (SSA) for dealing with a number of problems arises in the current age of technology. This new idea is combined with the knowledge of Grey Theory for adding flexibility to decision making process. Grey theory is useful for grasping the ambiguity exists in the utilized information and the fuzziness appears in the human judgments and preferences. This article is a very useful source of information for Fuzzy Grey and decision making using more than one decision makers in fuzzy environment. A case study on system selection comprised of 12 attributes and 4 alternatives is constructed and solved by the proposed method and the results are analyzed. For the validation of the results obtained by the Grey theory, the fuzzy VIKOR and Fuzzy TOPSIS were employed for computational purposes. The results of these three approaches on the proposed case study are closely related. Due to the fact that this author proposes the “Stepwise Strategy” approach for implementing a new technology in industries, where already the management of an older compatible type of technology is in existence, along with the grey theory concept and data whitenization approach, its contribution to the literature of operations research is highly recognizable.

In general, any system may be at risk in a case of losing the critical facilities by natural disasters or terrorist attacks. This paper focuses on identifying the critical facilities and planning to reduce the effect of this event. A three-level model is suggested in the form of a defender-attacker-defender. It is assumed that the facilities are hierarchical and capable of nesting. Also, the attacker budget for the interdiction and defender budget for fortification is limited. At the first level, a defender locates facilities in order to enhance the system capability with the lowest possible cost and full covering customer demand before any interdiction. The worst-case scenario losses are modeled in the second-level. At the third level, a defender is responsible for satisfying the demand of all customers while minimizing the total transportation and outsourcing costs. We use two different approaches to solve this model. In the first approach, the third level of the presented model is coded in Gams software, its second level is solved by an explicit enumeration method, and the first level is solved by tabu search (TS). In the second approach the first level is solved by the bat algorithm (BA). Finally, the conclusion is provided.

Risk assessment of urban network using traffic indicators determines vulnerable links with high danger of traffic incidents. Thus Determination of an appropriate methodology remains a big challenge to achieve this objective. This paper proposed a methodology based on data fusion concept using Fuzzy-AHP and TOPSIS to achieve this aim. The proposed methodology tries to overcome two main problems, first of all using Fuzzy AHP for weight estimation of risk indicator, overcomes the problem of some famous weighting method such as AHP that uses limited scale of Saaty (1-9) for weight estimation. Because in risk assessment decision maker prefer to compare criteria with a range instead of using exact number such as Saaty scale As a result fuzzy triangular number was proposed in our methodology. What’s more using TOPSIS method is proposed for risk score estimation respecting estimated weight, because all input risk data are numeric furthermore risk evaluation would be done using distance from ideal solution.To test the proposed methodology an urban network in North of Washington was selected as pilot area. In the next step input criteria such as annual average daily traffic (AADT index), accident severity (IR index), average slope and closeness to critical place (that need traffic controlling such as school) were determined as risk indicators using Iranian traffic organization expert’s idea then nonlinear-Fuzzy-AHP was used to estimate weight of input criteria. Estimated weight entered to TOPSIS method to determine vulnerable links that are in high danger of traffic incidents.

Air defense is a crucial area for all naval combat systems. In this study, we consider a warship equipped with an air-defense weapon that targets incoming threats using surface-to-air missiles. We define the weapon scheduling problem as the optimal scheduling of a set of surface-to-air missiles of a warship to a set of attacking air threats. The optimal scheduling of the weapon results in an increase in the probability of successful targeting of all incoming threats. We develop a heuristic method to obtain a very fast and acceptable solution for the problem. In addition, a branch and bound algorithm is developed to find the optimal solution. In order to increase the efficiency of this algorithm, a lower bound, an upper bound and a set of dominance rules have been developed. Using randomly generated test problems, the performance of the proposed solution approaches is analyzed. The results indicate that in all practical situations, the branch-and-bound algorithm is able to solve the problem optimally in less than a second.