Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
01
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
1
7
EN
Rahman
Farnoosh
School of Mathematics, Iran University of Science and Technology, 16844 Tehran, Iran
hr_rezazadeh@mathdep.iust.ac.ir
Hamidreza
Rezazadeh
Department of Mathematics, Islamic Azad University Karaj Branch
rfarnoosh@iust.ac.ir
Amirhossein
Sobhani
School of Mathematics, Iran University of Science and Technology, 16844 Tehran, Iran
Masoud
Hasanpour
Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan, Iran
hr_rezazadeh@yahoo.com
10.22075/ijnaa.2017.415.1060
In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the <span>emph</span>{Black-<span>Scholes</span>} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alternative numerical methods presented in previous papers.
Discrete Barrier Option,emph{Black-Scholes} Model,Constant Parameters
https://ijnaa.semnan.ac.ir/article_3490.html
https://ijnaa.semnan.ac.ir/article_3490_e9dc9637e7faed498b3c25279b93fb11.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
01
Symmetric Rogers-Hölder's inequalities on diamond-α calculus
9
19
EN
Sajid
Iqbal
Department of Mathematics,
University of Sargodha,
Sub-Campus Mianwali
sajid_uos2000@yahoo.com
Muhammad
Jibril Shahab Sahir
Department of Mathematics,
University of Sargodha,
Sub-Campus Bhakkar, Bhakkar, Pakistan
jibrielshahab@gmail.com
Muhammad
Samraiz
Department of Mathematics, University of Sargodha, Sargodha,
Pakistan
msamraiz@uos.edu.pk
10.22075/ijnaa.2018.11633.1579
We present symmetric Rogers--Hö<span>lder's</span> inequalities on time scales when <span>$frac{1}{p}+frac{1}{q}+frac{1}{r}=0$</span> and <span>$frac{r}{p}+frac{r}{q}$</span> is not necessarily equal to <span>$1$</span> where <span>$p,$</span> <span>$q$</span> and <span>$r$</span> are <span>nonzero</span> real numbers.
Diamond-$alpha$ integral,Rogers-Hölder's inequalities,time scales
https://ijnaa.semnan.ac.ir/article_3491.html
https://ijnaa.semnan.ac.ir/article_3491_99dcc0be916ae65dbe4e4d984b19863b.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
06
Nonlinear dynamic of the multicellular chopper
21
31
EN
Djondin
Philippe
Department of Physics, Faculty of Science, The University of Ngaound'er'e, P.O. Box 454, Ngaound'er'e, Cameroon
pdjondine@yahoo.fr
Jean-Pierre
Barbot
ECS-Lab, EA3649, ENSEA, Cergy Cedex, Cergy--Pontoise 95014, France, Laboratoire QUARTZ EA 7393
barbot@ensea.fr
10.22075/ijnaa.2018.12625.1641
In this paper, the dynamics of multicellular chopper are considered. The model is described by a continuous time three--dimensional autonomous system. Some basic dynamical properties such as <span>Poincar</span><span>'e</span> mapping, power spectrum and chaotic <span>behaviors</span> are studied. Analysis results show that this system has complex dynamics with some interesting characteristics.
Chaos,multicellular chopper,dynamical properties,chaotic attractor,routes to chaos
https://ijnaa.semnan.ac.ir/article_3492.html
https://ijnaa.semnan.ac.ir/article_3492_56510194ff66e9a2f31ddc19c6a3b579.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
12
An existence result for n^{th}-order nonlinear fractional differential equations
33
45
EN
Ali
Benlabbes
Faculty of Sciences and Technology, Tahri Mohammed University, Bechar, Algeria
alibenlabbes@hotmail.fr
Maamar
Benbachir
0000-0003-3519-1153
Faculty of Sciences and Technology, Djilali Bounaama University, Khemis-Miliana, Algeria
mbenbachir2001@gmail.com
Mustapha
Lakrib
Laboratory of Mathematics, Djillali Liab\`{e}s University, Sidi Bel Abb\`es, Algeria
m.lakrib@univ-sba.dz
10.22075/ijnaa.2018.1496.1386
In this paper, we investigate the existence of solutions of some three-point boundary value problems for n-th order nonlinear fractional differential equations with higher boundary conditions by using a fixed point theorem on cones.
Caputo fractional derivative,three-point boundary value problem,fixed point theorem on cones
https://ijnaa.semnan.ac.ir/article_3493.html
https://ijnaa.semnan.ac.ir/article_3493_42f30dd586fe63bb05aaae937088de0f.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
14
Multiple solutions of a nonlinear reactive transport model using least square pseudo-spectral collocation method
47
57
EN
Elyas
Shivanian
Department of Applied Mathematics, Faculty of Basic Science, Imam Khomeini International University, Qazvin 34149-16818, Iran
e_shivanian@yahoo.com
Saeid
Abbasbandy
Department of Applied Mathematics, Faculty of Basic Science, Imam Khomeini International University, Qazvin 34149-16818, Iran
abbasbandy@yahoo.com
10.22075/ijnaa.2017.1538.1402
The recognition and the calculation of all branches of solutions of the nonlinear boundary value problems is difficult obviously. The complexity of this issue goes back to the being nonlinearity of the problem. Regarding this matter, this paper considers steady state reactive transport model which does not have exact closed-form solution and discovers existence of dual or triple solutions in some cases using a new hybrid method based on pseudo-spectral collocation in the sense of least square method. Furthermore, the method usages Picard iteration and Newton method to treat nonlinear term in order to obtain unique and multiple solutions of the problem, respectively.
Pseudo-spectral collocation method,Least square method,Newton iteration method,Picard iteration,Chebyshev-Gauss-Lobatto points
https://ijnaa.semnan.ac.ir/article_3494.html
https://ijnaa.semnan.ac.ir/article_3494_4c905e7d18378893866322225fe54d53.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
10
Coefficient bounds for a new class of univalent functions involving Salagean operator and the modified Sigmoid function
59
69
EN
Olubunmi
Fadipe-Joseph
Department of Mathematics, University of Ilorin, P.M.B 1515, Ilorin, Nigeria
famelov@gmail.com
W.
Ademosu
Department of Mathematics,Statistics and Computer Sci., Federal University of Agriculture, P.M.B 2373, Makurdi, Nigeria
tinuadewuraola114@gmail.com
G.
Murugusundaramoorthy
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology, Deemed to be University, Vellore-632 014, India
gmsmoorthy@yahoo.com
10.22075/ijnaa.2018.1589.1417
We define a new subclass of univalent function based on Salagean differential operator and obtained the initial Taylor coefficients using the techniques of Briot-Bouquet differential subordination in association with the modified sigmoid function. Further we obtain the classical Fekete-Szego inequality results.
Univalent functions,Briot-Bouquet differential equation,Integral Operator,Sv{a}lv{a}gean differential operator
https://ijnaa.semnan.ac.ir/article_3495.html
https://ijnaa.semnan.ac.ir/article_3495_185b784a98886e32bb1fbec5c5ab08ec.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
11
Generalized multivalued $F$-contractions on non-complete metric spaces
71
84
EN
Hamid
Baghani
Department of Mathematics, Faculty of Mathematics, University of Sistan and Baluchestan, P.O. Box 98135-674, Zahedan, Iran
h.baghani@gmail.com
10.22075/ijnaa.2018.1644.1432
In this paper, we explain a new generalized <span>contractive</span> condition for multivalued mappings and prove a fixed point theorem in metric spaces (not necessary complete) which extends some well-known results in the literature. Finally, as an application, we prove that a multivalued function satisfying a general linear functional inclusion admits a unique selection fulfilling the corresponding functional equation.
Fixed point theorem,Weakly Picard operator,O-complete metric space,Selections of multivalued functions
https://ijnaa.semnan.ac.ir/article_3496.html
https://ijnaa.semnan.ac.ir/article_3496_4b64c826687d159161940de7dcd0b715.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
14
Fixed point theorems under weakly contractive conditions via auxiliary functions in ordered $G$-metric spaces
85
109
EN
Hemant Kumar
Nashine
0000-0002-0250-9172
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology, Vellore-632014, TN, INDIA
drhknashine@gmail.com
Atul
Kumar Sharma
Department of Mathematics, Lakhmi Chand Institute of Technology, Bilaspur-495001,(Chhattisgarh), India
hemantnashine@gmail.com
10.22075/ijnaa.2018.868.1157
We present some fixed point results for a single mapping and a pair of compatible mappings via auxiliary functions which satisfy a generalized weakly <span>contractive</span> condition in partially ordered complete <span>$G$</span>-metric spaces. Some examples are furnished to illustrate the <span>useability</span> of our main results. At the end, an application is presented to the study of existence and uniqueness of solutions for a boundary value problem for certain second order ODE and the respective integral equation.
$G$-metric space,Weakly contraction condition,Altering distance function,Compatible mappings,Coincidence point
https://ijnaa.semnan.ac.ir/article_3503.html
https://ijnaa.semnan.ac.ir/article_3503_49b512c18a4eb3d87910b9125ccef4dc.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
13
A class of certain properties of approximately n-multiplicative maps between locally multiplicatively convex algebras
111
116
EN
Zohre
Heidarpour
Department of Mathematics, Payame Noor University, P.O. Box 19395-3697 Tehran, Iran
heidarpor86@yahoo.com
Esmaeil
Ansari-Piri
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
eansaripiri@gmail.com
Hamid
Shayanpour
Department of Pure Mathematics, Faculty of Mathematical Sciences, University of Shahrekord, P. O. Box 88186-34141, Shahrekord, Iran
h.shayanpour@sci.sku.ac.ir
Ali
Zohri
0000-0001-7829-5599
Department of Mathematics, Payame Noor University, P.O. Box 19395-3697 Tehran, Iran
alizohri@gmail.com
10.22075/ijnaa.2018.3510
We extend the notion of approximately multiplicative to approximately n-multiplicative maps between locally multiplicatively convex algebras and study some properties of these maps. We prove that every approximately n-multiplicative linear functional on a functionally continuous locally multiplicatively convex algebra is continuous. We also study the relationship between approximately multiplicative linear functionals and approximately n-multiplicative linear functionals.
Almost multiplicative maps,n-homomorphism maps,approximately n-multiplicatives,LMC algebras
https://ijnaa.semnan.ac.ir/article_3510.html
https://ijnaa.semnan.ac.ir/article_3510_7ba671699220e09a6a455a6e8874ad8b.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
15
Strict fixed points of '{C}iri'{c}-generalized weak quasicontractive multi-valued mappings of integral type
117
129
EN
Babak
Mohammadi
Department of Mathematics, Marand Branch, Islamic Azad University, Marand, Iran
babakmohammadi28@yahoo.com
10.22075/ijnaa.2017.1312.1324
Many authors such as Amini-Harandi, Rezapour et al., Kadelburg et al., have tried to find at least one fixed point for quasi-contractions when $alphain[frac{1}{2}, 1)$ but no clear answer exists right now and many of them either have failed or changed to a lighter version. In this paper, we introduce some new strict fixed point results in the set of multi-valued '{C}iri'{c}-generalized weak quasi-contraction mappings of integral type. We consider a necessary and sufficient condition on such mappings which guarantees the existence of unique strict fixed point of such mappings. Our result is a partial positive answer for the mentioned problem which has remained open for many years. Also, we give an strict fixed point result of $alpha$-$psi$-quasicontractive multi-valued mappings of integral type. Our results generalize and improve many existing results on multi-valued mappings in literature. Moreover, some examples are presented to support our new class of multi-valued contractions.
strict fixed point,'{C}iri'{c}-generalized weak quasi-contraction,multi-valued mappings,integral type
https://ijnaa.semnan.ac.ir/article_3511.html
https://ijnaa.semnan.ac.ir/article_3511_e5747011237bd65360933a55ff42edcd.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
17
An extended multidimensional Hardy-Hilbert-type inequality with a general homogeneous kernel
131
143
EN
Bicheng
Yang
Department of Mathematics, Guangdong University of Education, Guangzhou, Guangdong 510303, P. R. China
bcyang@gdei.edu.cn
10.22075/ijnaa.2018.11892.1596
In this paper, by the use of the weight coefficients, the transfer formula and the technique of real analysis, an extended multidimensional Hardy-Hilbert-type inequality with a general homogeneous kernel and a best possible constant factor is given. Moreover, the equivalent forms, the operator expressions and a few examples are considered.
Hardy-Hilbert-type inequality,weight coefficient,equivalent form,operator,norm
https://ijnaa.semnan.ac.ir/article_3512.html
https://ijnaa.semnan.ac.ir/article_3512_74c207a1281ac51dea5d782dbbcc5f68.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
17
Ulam stabilities for nonlinear Volterra-Fredholm delay integrodifferential equations
145
159
EN
Kishor
Kucche
Department of Mathematics, Shivaji University, Kolhapur-416 004, Maharashtra, India
kdkucche@gmail.com
Pallavi
Shikhare
Department of Mathematics, Shivaji University, Kolhapur-416 004, Maharashtra, India
jananishikhare13@gmail.com
10.22075/ijnaa.2018.12688.1647
In the present research paper we derive results about existence and uniqueness of solutions and <span>Ulam</span>--<span>Hyers</span> and <span>Rassias </span>stabilities of nonlinear Volterra--Fredholm delay integrodifferential equations. Pachpatte's inequality and Picard operator theory are the main tools that are used to obtain our main results. We concluded this work with applications of obtained results and few illustrative examples.
Volterra-Fredholm integrodifferential equations,Ulam-Hyers stability,Ulam-Hyers--Rassias stability,Integral inequality,Picard operator
https://ijnaa.semnan.ac.ir/article_3514.html
https://ijnaa.semnan.ac.ir/article_3514_63fd6817160ec6464f7d75a15bd85c7f.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
18
Some notes on ``Common fixed point of two $R$-weakly commuting mappings in $b$-metric spaces"
161
167
EN
Shaoyuan
Xu
School of Mathematics and Statistics, Hanshan Normal University, Chaozhou, 521041, China
xushaoyuan@126.com
Suyu
Cheng
Library, Hanshan Normal University, Chaozhou, 521041, China
chengsuyu1992@126.com
Stojan
Radenović
University of Belgrade, Faculty of Mechanical Engineering, Beograd, Serbia
stojan.radenovic@tdt.edu.vn
10.22075/ijnaa.2018.3060.1495
Very recently, Kuman et al. [P. Kumam, W. Sintunavarat, S. Sedghi, and N. Shobkolaei. Common Fixed Point of Two $R$-Weakly Commuting Mappings in $b$-Metric Spaces. Journal of Function Spaces, Volume 2015, Article ID 350840, 5 pages] obtained some interesting common fixed point results for two mappings satisfying generalized contractive condition in $b$-metric space without the assumption of the continuity of the $b$-metric, but unfortunately, there exists a gap in the proof of the main result. In this note, we point out and fill such gap by making some remarks and offering a new proof for the result. It should be mentioned that our proofs for some key assertions of the main result are new and somewhat different from the original ones. In addition, we also present a result to check the continuity of the $b$-metrics which is found effective and workable when applied to some examples.
$b$-metric spaces,$R$-weakly commuting mappings,the continuity concerning the $b$-metric,common fixed points
https://ijnaa.semnan.ac.ir/article_3522.html
https://ijnaa.semnan.ac.ir/article_3522_827c9ac2f28ad1c61f6bf515685d7838.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
19
Coupled fixed points of generalized Kanann contraction and its applications
169
178
EN
Naser
Ghafoori Adl
Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
naser.ghafoori@gmail.com
Davood
Ebrahimi Bagha
Department of Mathematics Faculty of Science Islamic Azad University Central Tehran Branch
e_bagha@yahoo.com
Mohammad Sadegh
Asgari
0000-0002-0675-0262
Department of Mathematics, Faculty of Science, Central Tehran Branch, Islamic Azad University, Tehran, Iran
msasgari@yahoo.com
10.22075/ijnaa.2017.12355.1628
The purpose of this paper is to find of the theoretical results of fixed point theorems for a mixed monotone mapping in a metric space endowed with partially order by using the generalized <span>Kanann</span> type <span>contractivity</span> of assumption. Also, as an application, we prove the existence and uniqueness of solution for a first-order ordinary differential equation with periodic boundary conditions admitting only the existence of a mixed <span>$leq$</span>-solution.
Coupled fixed point,Generalized Kanann mapping,partially ordered set,Periodic boundary value problem
https://ijnaa.semnan.ac.ir/article_3523.html
https://ijnaa.semnan.ac.ir/article_3523_0f18082d7d6d237aaa0fc831ba4718d4.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
21
Fixed Point Theorems For Weak Contractions in Dualistic Partial Metric Spaces
179
190
EN
Muhammad
Nazam
0000-0002-1274-1936
Department of mathematics, International Islamic University, Islamabad, Pakistan
nazim254.butt@gmail.com
Arshad
Muhammad
Department of Mathematics and Statistics, International Islamic University, Islamabad Pakistan
marshadzia@iiu.edu.pk
10.22075/ijnaa.2018.12908.1665
In this paper, we describe some topological properties of <span>dualistic</span> partial metric spaces and establish some fixed point theorems for weak contraction mappings of rational type defined on dual partial metric spaces. These results are generalizations of some existing results in the literature. Moreover, we present examples to illustrate our result.
fixed point,dualistic partial metric,Weak contractions
https://ijnaa.semnan.ac.ir/article_3524.html
https://ijnaa.semnan.ac.ir/article_3524_2a484f1a955c18b99c48065c0b450821.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
24
On a $k$-extension of the Nielsen's $beta$-Function
191
201
EN
Kwara
Nantomah
0000-0003-0911-9537
Department of Mathematics, Faculty of Mathematical Sciences, University for Development Studies, Ghana.
knantomah@uds.edu.gh
Kottakkaran
Sooppy
Nisar
Department of Mathematics, College of Arts and Science-Wadi Aldawaser, 11991,
Prince Sattam bin Abdulaziz University, Alkharj, Kingdom of Saudi Arabia
ksnisar1@gmail.com
Kuldeep
Singh
Gehlot
Government College Jodhpur, JNV University Jodhpur, Rajasthan, India-306401.
drksgehlot@rediffmail.com
10.22075/ijnaa.2018.12972.1668
Motivated by the $k$-digamma function, we introduce a $k$-extension of the Nielsen's $beta$-function, and further study some properties and inequalities of the new function.
Nielsen's $beta$-function,$k$-extension,$k$-digamma function,inequality
https://ijnaa.semnan.ac.ir/article_3525.html
https://ijnaa.semnan.ac.ir/article_3525_262b738fee357c360fe1e5165b37d43a.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
25
Yang-Laplace transform method Volterra and Abel's integro-differential equations of fractional order
203
214
EN
Fuat
Usta
Department of Mathematics, Faculty of Science and Arts, D"{u}zce University, D"{u}zce, Turkey
fuatusta@duzce.edu.tr
Huseyin
Budak
0000-0001-8843-955X
Department of Mathematics,\ Faculty of Science and Arts, D\"{u}zce University, D\"{u}zce, Turkey
hsyn.budak@gmail.com
Mehmet
Sarikaya
Department of Mathematics,\ Faculty of Science and Arts, D\"{u}zce University, D\"{u}zce, Turkey
sarikayamz@gmail.com
10.22075/ijnaa.2018.13630.1709
This study outlines the local fractional integro-differential equations carried out by the local fractional calculus. The analytical solutions within local fractional Volterra and Abel’s integral equations via the Yang-Laplace transform are discussed. Some illustrative examples will be discussed. The obtained results show the simplicity and efficiency of the present technique with application to the problems for the local fractional integral equations.
Local fractional calculus,Volterra and Abel’s integral equations,Yang-Laplace transform
https://ijnaa.semnan.ac.ir/article_3526.html
https://ijnaa.semnan.ac.ir/article_3526_33ab662aac9af5fdeb7e6becf20ed364.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
26
A new algorithm for computing SAGBI bases up to an arbitrary degree
215
221
EN
Shahnaz
Fakouri
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
sh.fakouri@std.du.ac.ir
Abdolali
Basiri
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
basiri@du.ac.ir
Sajjad
Rahmani
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
s_rahmani@du.ac.ir
10.22075/ijnaa.2017.1718.1640
We present a new algorithm for computing a <span>SAGBI</span> basis up to an arbitrary degree for a <span>subalgebra</span> generated by a set of homogeneous polynomials. Our idea is based on linear algebra methods which cause a low level of complexity and computational cost. We then use it to solve the membership problem in <span>subalgebras</span>.
SAGBI basis,SAGBI algorithm,subalgebra membership problem,homogeneous polynomial
https://ijnaa.semnan.ac.ir/article_3530.html
https://ijnaa.semnan.ac.ir/article_3530_27f14ecaa26f792a3f495500263a548b.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
28
Certain subclass of $p$-valent meromorphic Bazilevi'{c} functions defined by fractional $q$-calculus operators
223
230
EN
Abdul Rahman
Juma
University of Anbar, Department of Mathematics, Ramadi-Iraq
dr_juma@hotmail.com
Mushtaq
Abdulhussain
Department of Mathematics, Mustansiriyah
University, Iraq
mushtdma8@yahoo.com
Saba
Al-khafaji
University of Anbar, Department of Mathematics, Ramadi-Iraq
sabanf.mc11p@uokufa.edu.iq
10.22075/ijnaa.2018.13163.1681
The aim of the present paper is to introduce and investigate a new subclass of <span>Bazilevi</span><span>'</span>{c} functions in the punctured unit disk<br /> <span>$mathcal{U}^*$</span> which have been described through using of the well-known fractional <span>$q$</span>-calculus operators, Hadamard product and a linear operator. In addition, we obtain some sufficient conditions for the functions belonging to this class and for some of its subclasses.
Meromorphic $p$-valent functions,Hadamard product,Bazilevi'{c} function,fractional $q$-calculus operators
https://ijnaa.semnan.ac.ir/article_3531.html
https://ijnaa.semnan.ac.ir/article_3531_02e40a41822e83d902f511a067178334.pdf
Semnan University
International Journal of Nonlinear Analysis and Applications
2008-6822
9
2
2018
12
29
A nonlinear multi objective model for the product portfolio optimization: An integer programming
231
239
EN
Nahid
Dorostkar-Ahmadi
Department of industrial management, faculty of economy, management and official science, Semnan university, Iran
n_dorostkar@semnan.ac.ir
Mohsen
Shafiei Nikabadi
Industrial Management Department
Economics and Management Faculty
Semnan University
shafie@profs.semnan.ac.ir
10.22075/ijnaa.2018.13447.1695
Optimization of the product portfolio has been recognized as a critical problem in industry, management, economy and so on. It aims at the selection of an optimal mix of the products to offer in the target market. As a probability function, reliability is an essential objective of the problem which linear models often fail to evaluate it. Here, we develop a multiobjective integer nonlinear constraint model for the problem. Our model provides opportunities to consider the knowledge transferring cost and the environmental effects, as nowadays important concerns of the world, in addition to the classical factors operational cost and reliability. Also, the model is designed in a way to simultaneously optimize the input materials and the products. Although being to some extent complicated, the model can be efficiently solved by the metaheuristic algorithms. Finally, we make some numerical experiments on a simulated test problem.
Product portfolio optimization,nonlinear programming,multiobjective optimization,Reliability,metaheuristic algorithm
https://ijnaa.semnan.ac.ir/article_3528.html
https://ijnaa.semnan.ac.ir/article_3528_c56d3bfeaa4c68e6a9041801e356f6cf.pdf