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Optimal preventive "maintenancefirst or last" policies with generalized imperfect maintenance models J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200924
YenLuan Chen, ChinChih Chang, Zhe George Zhang, Xiaofeng ChenThis paper presents modified preventive maintenance policies for an operating system that works at random processing times and is imperfectly maintained. The system may suffer from one of the two types of failures based on a timedependent imperfect maintenance mechanism: typeⅠ (minor) failure, which can be rectified by minimal repair, and typeⅡ (catastrophic) failure, which can be removed by corrective

An incremental nonsmooth optimization algorithm for clustering using \begin{document}$ L_1 $\end{document} and \begin{document}$ L_\infty $\end{document} norms J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20201016
Burak Ordin, Adil Bagirov, Ehsan MohebiAn algorithm is developed for solving clustering problems with the similarity measure defined using the $ L_1 $ and $ L_\infty $ norms. It is based on an incremental approach and applies nonsmooth optimization methods to find cluster centers. Computational results on 12 data sets are reported and the proposed algorithm is compared with the $ X $means algorithm.

Some properties of nonconvex oriented distance function and applications to vector optimization problems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200630
Liping Tang, Ying GaoIn this paper, we study some interesting properties of nonconvex oriented distance function. In particular, we present complete characterizations of monotonicity properties of oriented distance function. Moreover, the Clark subdifferentials of nonconvex oriented distance function are explored in the solid case. As applications, fuzzy necessary optimality conditions for approximate solutions to vector

Sustainable closedloop supply chain network optimization for construction machinery recovering J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200610
Abdolhossein Sadrnia, Amirreza Payandeh Sani, Najme Roghani LangarudiWith regard to environmental pressures and economic benefits, some original construction equipment manufacturers, have focused on collecting and recovering construction machinery at the end of their life. The present study aimed to focus on Sustainable closedloop supply chain network optimization for construction machinery recovering. To this purpose, different recovery options such as remanufacturing

Dynamic network flow location models and algorithms for quickest evacuation planning J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200610
Hari Nandan Nath, Urmila Pyakurel, Tanka Nath Dhamala, Stephan DempeDynamic network flow problems have wide applications in evacuation planning. From a given subset of arcs in a directed network, choosing the suitable arcs for facility location with a given objective is very important in the optimization of flow in emergency cases. Because of the decrease in capacity of an arc by placing a facility in it, there may be a reduction in the maximum flow or increase in

Optimal reinsurance with default risk: A reinsurer's perspective J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200610
Tao Chen, Wei Liu, Tao Tan, Lijun Wu, Yijun HuIn this paper, we study the optimal reinsurance design with default risk by minimizing the VaR (value at risk) of the reinsurer's total risk exposure. The optimal reinsurance treaty is provided. When the reinsurance premium principle is specified to the expected value and exponential premium principles, the explicit expressions for the optimal reinsurance treaties are given, respectively.

Lookback option pricing problem of meanreverting stock model in uncertain environment J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Miao Tian, Xiangfeng Yang, Yi ZhangA lookback option is an exotic option that allows investors to look back at the underlying prices occurring over the life of the option, and to exercise the right at assets optimal point. This paper proposes a meanreverting stock model to investigate the lookback option in an uncertain environment. The lookback call and put options pricing formulas of the stock model are derived, and the corresponding

A proximal ADMM with the Broyden family for convex optimization problems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Yan Gu, Nobuo YamashitaAlternating direction methods of multipliers (ADMM) have been well studied and effectively used in various application fields. The classical ADMM must solve two subproblems exactly at each iteration. To overcome the difficulty of computing the exact solution of the subproblems, some proximal terms are added to the subproblems. Recently, {{a special proximal ADMM has been studied}} whose regularized

Viscosity approximation method for solving the multipleset split equality common fixedpoint problems for quasipseudocontractive mappings in Hilbert spaces J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Adeolu Taiwo, Lateef Olakunle Jolaoso, Oluwatosin Temitope MewomoWe propose a parallel iterative scheme with viscosity approximation method which converges strongly to a solution of the multipleset split equality common fixed point problem for quasipseudocontractive mappings in real Hilbert spaces. We also give an application of our result to approximation of minimization problem from intensitymodulated radiation therapy. Finally, we present numerical examples

The $ F $objective function method for differentiable intervalvalued vector optimization problems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Tadeusz AntczakIn this paper, a differentiable vector optimization problem with the multiple intervalvalued objective function and with both inequality and equality constraints is considered. The KarushKuhnTucker necessary optimality conditions are established for such a differentiable intervalvalued multiobjective programming problem. Further, a new approach, called $ F $objective function method, is introduced

Twostage meanrisk stochastic mixed integer optimization model for locationallocation problems under uncertain environment J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Zhimin Liu, Shaojian Qu, Hassan Raza, Zhong Wu, Deqiang Qu, Jianhui DuThe problem of the optimal locationallocation of processing factory and distribution center for supply chain networks under uncertain transportation cost and customer demand are studied. We establish a twostage meanrisk stochastic 01 mixed integer optimization model, by considering the uncertainty and the risk measure of the supply chain. Given the complexity of the model this paper proposes a

Stability of ground state for the SchrödingerPoisson equation J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Qian Shen, Na WeiWe are concerned with the stability of the ground state for the SchrödingerPoisson equation $ i\frac{\partial\psi}{\partial t}+\triangle\psi(x^{1}\ast\psi^2)\psi+\psi^{p1}\psi = 0,\quad x\in \mathbb{R}^3. $

Resource allocation flowshop scheduling with learning effect and slack due window assignment J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Shuang ZhaoWe study flowshop scheduling problems with respect to slack due window assignments, which are operations in which jobs are assigned an individual due window. We combine learning effect and controllable processing times, in which the flowshop has a twomachine nowait setup. The goal is to determine job sequence, slack due window based on common flow allowance, due window size, and resource allocation

A dualchannel supply chain problem with resourceutilization penalty: Who can benefit from sales effort? J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Lianxia Zhao, Jianxin You, ShuCherng FangAs manufacturers may engage in both direct sale and wholesale, the channel conflict between manufacturer and retailer becomes inevitable. This paper considers a dualchannel supply chain in which a retailer sells the product through store channel with sales effort while the manufacturer holds a direct channel and may provide an incentive measure to share the cost of sales effort. To meet social responsibility

Stackelberg pricing policy in dyadic capitalconstrained supply chain considering bank's deposit and loan based on delay payment scheme J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
BingBing Cao, ZaiJing Gong, TianHui YouIn reality, supply chain member may apply for loan from bank when he$ \backslash $she is capitalconstrained, or may deposit idle capital to bank when he$ \backslash $she is wellfunded. This study focuses on the Stackelberg pricing policy considering bank's deposit and loan based on delay payment scheme in a dyadic capitalconstrained supply chain. First, the market demand is given, and then the profit

Application of a modified VES production function model J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Maolin Cheng, Bin LiuIn the analyses on economic growth factors, researchers generally use the production function model to calculate the contribution rates of influencing factors to economic growth. The paper proposes a new modified VES production function model. As for the model's parameter estimation, the conventional optimization methods are complicated, generally require information like the gradient of objective

Quality competition and coordination in a VMI supply chain with two riskaverse manufacturers J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Bin Chen, Wenying Xie, Fuyou Huang, Juan HeQuality competition and risk aversion have become more and more common in today's many industries, making it a challenge to supply chain management and coordination. This paper considers a vendormanaged inventory (VMI) supply chain comprising two riskaverse manufacturers who sell their competing products through a common retailer. Market demand shared by each manufacturer is dependent on the quality

A \begin{document}$ {BMAP/BMSP/1} $\end{document} queue with Markov dependent arrival and Markov dependent service batches J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200519
Achyutha Krishnamoorthy, Anu Nuthan JoshuaBatch arrival and batch service queueing systems are of importance in the context of telecommunication networks. None of the work reported so far consider the dependence of consecutive arrival and service batches. Batch Markovian Arrival Process($ BMAP $) and Batch Markovian Service Process ($ BMSP $) take care of the dependence between successive interarrival and service times, respectively. However

A Primaldual algorithm for unfolding neutron energy spectrum from multiple activation foils J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
YuHong Dai, Zhouhong Wang, Fengmin XuIn this paper we propose a robust and efficient primaldual interiorpoint method for a nonlinear illconditioned problem with associated errors which are arising in the unfolding procedure for neutron energy spectrum from multiple activation foils. Based on the maximum entropy principle and Boltzmann's entropy formula, the discrete form of the unfolding problem is equivalent to computing the analytic

Stability of a class of riskaverse multistage stochastic programs and their distributionally robust counterparts J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Jie Jiang, Zhiping Chen, He HuIn this paper, we consider the quantitative stability of a class of riskaverse multistage stochastic programs, whose objective functions are defined by multiperiod $ p $th order lower partial moments (LPM) with given targets, and their distributionally robust counterparts. We first derive the upper bounds of feasible solutions as preliminaries. Then, by employing calm modifications, the quantitative

Probabilistic robust antidisturbance control of uncertain systems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Peng Cheng, Feng Pan, Yanyan Yin, Song WangWe propose a novel method for constructing probabilistic robust disturbance rejection control for uncertain systems in which a scenario optimization method is used to deal with the nonlinear and unbounded uncertainties. For antidisturbance, a reduced order disturbance observer is considered and a statefeedback controller is designed. Sufficient conditions are presented to ensure that the resulting

Tabu search and simulated annealing for resourceconstrained multiproject scheduling to minimize maximal cash flow gap J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Yukang He, Zhengwen He, Nengmin WangIn reality, a contractor may implement multiple projects simultaneously and in such an environment, how to achieve a positive balance between cash outflow and inflow by scheduling is an important problem for the contractor has to tackle. For this fact, this paper investigates a resourceconstrained multiproject scheduling problem with the objective of minimizing the contractor's maximal cash flow

Optimal production and emission reduction policies for a remanufacturing firm considering deferred payment strategy J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Qianru li, Weida chen, Yongming zhangCarbon emission reduction is regarded as an effective way to protect the environment, which requires a large amount of capital. Thus, for a remanufacturing firm with limited initial capital, trade credits act as an effective financing method in supporting production and emission reductions. In this study, under the capandtrade and government's subsidy policies, a joint decision on recycling, remanufacturing

Preserving relational contract stability of fresh agricultural product supply chains J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Wucheng Zi, Jiayu Zhou, Honglei Xu, Guodong Li, Gang LinSince agricultural cooperatives have developed rapidly under the farmland transfer policy in China, they play an important role in the new operation pattern for China's fresh agricultural product supply chains. To enhance current agricultural supply chains' stability, we consider a threelevel (farmercooperativeretailer) fresh agricultural product supply chain, conduct quantitative analysis of the

A novel Chebyshevcollocation spectral method for solving the transport equation J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Zhonghui Li, Xiangyong Chen, Jianlong Qiu, Tongshui XiaIn this paper, we employ an efficient numerical method to solve transport equations with given boundary and initial conditions. By the weightedorthogonal Chebyshev polynomials, we design the corresponding basis functions for spatial variables, which guarantee the stiff matrix is sparse, for the spectral collocation methods. Combining with direct algebraic algorithms for the sparse discretized formula

Bundling and pricing decisions for bricksandclicks firms with consideration of network externality J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
YeuShiang Huang, ChihChiang Fang, PinChun Lin, Y. Chris LiaoThe development of the Internet has dramatically changed firms' business models. Companies can now use both virtual and physical channels to enhance their competitiveness and profitability. In addition, bundling is a commonly used promotion strategy, although managers should consider the characteristics of the candidate bundled products. This study proposes a twostage game theoretic model, in which

Relaxed successive projection algorithm with strong convergence for the multiplesets split equality problem J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Xueling Zhou, Meixia Li, Haitao CheThe multiplesets split equality problem is an extended form of the split feasibility problem. It has a wide range of applications in image reconstruction, signal processing, computed tomography, etc. In this paper, we propose a relaxed successive projection algorithm to solve the multiplesets split equality problem which does not need the prior knowledge of the operator norms, and prove the strong

Application of survival theory in taxation J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Badam Ulemj, Enkhbat Rentsen, Batchimeg TsendpurevThe paper deals with the application of the survival theory in economic systems. Theory and methodology of survival is used to evaluate fiscal policy. The survival of the system reduces to a problem of maximizing a radius of a cube inscribed into a polyhedral set socalled the targetoriented purpose [15]. We show that the survival theory can be applied to the government fiscal policy optimizing a

The optimal solution to a principalagent problem with unknown agent ability J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Chong Lai, Lishan Liu, Rui LiWe investigate a principalagent model featured with unknown agent ability. Under the exponential utilities, the necessary and sufficient conditions of the incentive contract are derived by utilizing the martingale and variational methods, and the solutions of the optimal contracts are obtained by using the stochastic maximum principle. The ability uncertainty reduces the principal's ability of incentive

StochasticLazierGreedy Algorithm for monotone nonsubmodular maximization J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Lu Han, Min Li, Dachuan Xu, Dongmei ZhangThe problem of maximizing a given set function with a cardinality constraint has widespread applications. A number of algorithms have been provided to solve the maximization problem when the set function is monotone and submodular. However, realitybased set functions may not be submodular and may involve largescale and noisy data sets. In this paper, we present the StochasticLazierGreedy Algorithm

Approach to the consistency and consensus of Pythagorean fuzzy preference relations based on their partial orders in group decision making J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Zhen Ming Ma, Ze Shui Xu, Wei YangAlthough intuitionistic fuzzy preference relations have become powerful techniques to express the decision makers' preference information over alternatives or criteria in group decision making, some limitations of them are pointed out in this paper, then they are overcame by developed the group decision making with Pythagorean fuzzy preference relations (PFPRs). Specially, we provide a partial order

Equilibrium periodic dividend strategies with nonexponential discounting for spectrally positive Lévy processes J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Wei Zhong, Yongxia Zhao, Ping ChenIn the dual risk model, we study the periodic dividend problem with a nonexponential discount function which results in a timeinconsistent control problem. Viewing it within the game theoretic framework, we extend the HamiltonJacobiBellman (HJB) system of equations from the fixed terminal to the time of ruin and derive the verification theorem, and we generalize the theory of classical optimal

A combined scalarization method for multiobjective optimization problems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Yuanmei Xia, Xinmin Yang, Kequan ZhaoIn this paper, we propose a new combined scalarization method of multiobjective optimization problems by using the surplus variables and the generalized Tchebycheff norm and then use it to obtain some equivalent scalarization characterizations of (weakly, strictly, properly) efficient solutions by adjusting the range of parameters. These scalarization results do not need any convexity assumption conditions

Bond pricing formulas for Markovmodulated affine term structure models J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200428
Marianito R. Rodrigo, Rogemar S. MamonThis article provides new developments in characterizing the class of regimeswitching exponential affine interest rate processes in the context of pricing a zerocoupon bond. A finitestate Markov chain in continuous time dictates the random switching of timedependent parameters of such processes. We present exact and approximate bond pricing formulas by solving a system of partial differential equations

Multicriteria decision making method based on Bonferroni mean aggregation operators of complex intuitionistic fuzzy numbers J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Harish Garg, Dimple RaniComplex intuitionistic fuzzy sets (CIFSs), characterized by complexvalued grades of membership and nonmembership, are a generalization of standard intuitionistic fuzzy (IF) sets that better speak to timeperiodic issues and handle twodimensional data in a solitary set. Under this environment, in this article, various meantype operators, namely complex IF Bonferroni means (CIFBM) and complex IF

Computing shadow prices with multiple Lagrange multipliers J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Tao Jie, Gao YanThere is a wide consensus that the shadow prices of certain resources in an economic system are equal to Lagrange multipliers. However, this is misleading with respect to multiple Lagrange multipliers. In this paper, we propose a new type of Lagrange multiplier, the weighted minimum norm Lagrange multiplier, which is a type of shadow price. An attractive aspect of this type of Lagrange multiplier is

Tighter quadratically constrained convex reformulations for semicontinuous quadratic programming J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Xiaojin Zheng, Zhongyi JiangThe paper proposes a novel class of quadratically constrained convex reformulations (QCCR) for semicontinuous quadratic programming. We first propose the class of QCCR for the studied problem. Next, we discuss how to polynomially find the best reformulation corresponding with the tightest continuous bound within this class. The properties of the proposed QCCR are then studied. Finally, preliminary

Principal component analysis with drop rank covariance matrix J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Yitong Guo, Bingo WingKuen LingThis paper considers the principal component analysis when the covariance matrix of the input vectors drops rank. This case sometimes happens when the total number of the input vectors is very limited. First, it is found that the eigen decomposition of the covariance matrix is not uniquely defined. This implies that different transform matrices could be obtained for performing the principal component

Selecting the supply chain financing mode under pricesensitive demand: confirmed warehouse financing vs. trade credit J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Qiang Lin, Yang Xiao, Jingju ZhengIn a product market with pricesensitive demand, we examine a supply chain consisting of one manufacturer and one capitalconstrained retailer. The retailer may purchase by borrowing by securing confirmed warehouse financing (CWF) from a competitive bank or the manufacturer's trade credit financing (TCF), provided that it is also to the latter's benefit to extend TCF. We obtain the manufacturer's optimal

A hybrid variable neighbourhood search and dynamic programming approach for the nurse rostering problem J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Mohammed Abdelghany, Amr B. Eltawil, Zakaria Yahia, Kazuhide NakataNurse Rostering is the activity of assigning nurses to daily shifts in order to satisfy the cover requirements, taking into account the operational requirements and nurses' preferences. The problem is usually modeled as sets of hard and soft constraints with an objective function to minimize violations of soft constraints. The nurse rostering problem is known to be NPhard. Many metaheuristics were

Multiobjective mathematical models and solution approaches for heterogeneous fixed fleet vehicle routing problems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Melis Alpaslan Takan, Refail KasimbeyliIn this paper, we study three types of heterogeneous fixed fleet vehicle routing problems, which are capacitated vehicle routing problem, open vehicle routing problem and split delivery vehicle routing problem. We propose new multiobjective linear binary and mixed integer programming models for these problems, where the first objective is the minimization of a total routing and usage costs for vehicles

Effect of institutional deleveraging on option valuation problems J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
QingQing Yang, WaiKi Ching, WanHua He, Na SongThis paper studies the valuation problem of European call options when the presence of distressed selling may lead to further endogenous volatility and correlation between the stock issuer's asset value and the price of the stock underlying the option, and hence influence the option price. A change of numéraire technique, based on Girsanov Theorem, is applied to derive the analytical pricing formula

Distributed convex optimization with coupling constraints over timevarying directed graphs† J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Bingru Zhang, Chuanye Gu, Jueyou LiThis paper considers a distributed convex optimization problem over a timevarying multiagent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local constraints and global coupling constraints. Over directed graphs, we propose a distributed algorithm that incorporates the pushsum protocol into dual subgradient methods

Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Yan Zhang, Peibiao Zhao, Xinghu Teng, Lei MaoThe present paper investigates an optimal reinsuranceinvestment problem with Hyperbolic Absolute Risk Aversion (HARA) utility. The paper is distinguished from other literature by taking into account the interests of both an insurer and a reinsurer. The insurer is allowed to purchase reinsurance from the reinsurer. Both the insurer and the reinsurer are assumed to invest in one riskfree asset and

Multistep iterative algorithm for minimization and fixed point problems in puniformly convex metric spaces J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Kazeem Olalekan Aremu, Chinedu Izuchukwu, Grace Nnenanya Ogwo, Oluwatosin Temitope MewomoIn this paper, we propose and study a multistep iterative algorithm that comprises of a finite family of asymptotically $ k_i $strictly pseudocontractive mappings with respect to $ p, $ and a $ p $resolvent operator associated with a proper convex and lower semicontinuous function in a $ p $uniformly convex metric space. Also, we establish the $ \Delta $convergence of the proposed algorithm to

Extension of Littlewood's rule to the multiperiod static revenue management model with standby customers J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Hideaki TakagiClassical Littlewood's rule (1972) for the twoperiod static revenue management of a single perishable resource is extended to a generic $ T $period model with monotonically increasing fixed fares, ending with standby customers with a special fare. The expected revenue in the entire period is expressed explicitly in terms of multiple definite integrals involving the distribution function of the demand

Strict efficiency of a multiproduct supplydemand network equilibrium model J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Ru Li, Guolin YuIn this paper, we consider a kind of proper efficiency, namely strict efficiency, of a multiproduct supplydemand network equilibrium model. We prove that strict equilibrium pattern flows with both a single criterion and multiple criteria are equivalent to vector variational inequalities. In the case of multiple criteria, we provide necessary and sufficient conditions for strict efficiency in terms

A complementarity model and algorithm for direct multicommodity flow supply chain network equilibrium problem J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Haodong Chen, Hongchun Sun, Yiju WangIn this paper, a threelevel supply chain network equilibrium problem with direct selling and multicommodity flow is considered. To this end, we first present equilibrium conditions which satisfy decisionmaking behaviors for manufacturers, retailers and consumer markets, respectively. Based on this, a nonlinear complementarity model of supply chain network equilibrium problem is established. In addition

Analysis of a batch arrival retrial queue with impatient customers subject to the server disasters J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Yi Peng, Jinbiao WuWe consider an $ M^X/G/1 $ retrial queue with impatient customers subject to disastrous failures at which times all customers in the system are lost. When the server finishes serving a customer and finds the orbit empty, the server becomes dormant until $ N $ or more customers accumulate. If a coming batch of customers finds the server idle, one of the arriving customers begins his service immediately

Convergence properties of inexact LevenbergMarquardt method under Hölderian local error bound J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200322
Haiyan Wang, Jinyan FanIn this paper, we study convergence properties of the inexact LevenbergMarquardt method under the Hölderian local error bound condition and the Hölderian continuity of the Jacobian. The formula of the convergence rates are given, which are functions with respect to the LevenbergMarquardt parameter, the perturbation vector, as well as the orders of the Hölderian local error bound and Hölderian continuity

A lattice method for option evaluation with regimeswitching asset correlation structure J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Christoforidou Amalia, ChristianOliver EwaldThis paper develops a lattice method for option evaluation in the presence of regime shifts in the correlation structure of assets, aiming at investigating whether the option prices reflect such shifts. We try to investigate whether option prices reflect switches in the correlation between the underlying asset of an option and riskfree rates.We develop and test two models.In the first model we allow

Genetic algorithm for obstacle locationallocation problems with customer priorities J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Ashkan Ayough, Farbod Farhadi, Mostafa Zandieh, Parisa RastkhadivIn this paper we propose a metaheuristic approach to solve a customer priority based locationallocation problem in presence of obstacles and locationdependent supplier capacities. In many network optimization problems presence of obstacles prohibits feasibility of a regular network design. This includes a wide range of applications including disaster relief and pandemic disease containment problems

Adaptive large neighborhood search Algorithm for route planning of freight buses with pickup and delivery J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Zheng Chang, Haoxun Chen, Farouk Yalaoui, Bo DaiFreight bus is a new public transportation means for city logistics, and each freight bus can deliver and pick up goods at each customer/supplier location it passes. In this paper, we study the route planning problem of freight buses in an urban distribution system. Since each freight bus makes a tour visiting a set of pickup/delivery locations once at every given time interval in each day following

Network data envelopment analysis with fuzzy nondiscretionary factors J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
ChengKai Hu, FungBao Liu, HongMing Chen, ChengFeng HuNetwork data envelopment analysis (DEA) concerns using the DEA technique to measure the relative efficiency of a system, taking into account its internal structure. The results are more meaningful and informative than those obtained from the conventional DEA models. This work proposed a new network DEA model based on the fuzzy concept even though the inputs and outputs data are crisp numbers. The model

A note on optimization modelling of piecewise linear delay costing in the airline industry J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Prabhu ManyemWe present a mathematical model in an integer programming (I.P.) framework for nonlinear delay costing in the airline industry. We prove the correctness of the model mathematically. Time is discretized into intervals of, for example, 15 minutes. We assume that the cost increases with increase in the number of intervals of delay in a piecewise linear manner. Computational results with data obtained

The viability of switched nonlinear systems with piecewise smooth Lyapunov functions J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Jianfeng Lv, Yan Gao, Na ZhaoIn this paper, we focus on the viability and attraction for switched nonlinear systems with nonsmooth Lyapunov functions. We determine the viable set and region of attraction for switched systems in which Lyapunov functions are piecewise smooth. The switching law is constructed by using the directional derivatives of a piecewise smooth Lyapunov function along the trajectories of the subsystems. Sufficient

A stochastic model and social optimization of a blockchain system based on a general limited batch service queue J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Wenjuan Zhao, Shunfu Jin, Wuyi YueBlockchain is well known as a database technology supporting digital currencies such as Bitcoin, Ether and Ripple. For the purpose of maximizing the overall revenue of the blockchain system, we propose a pricing policy to impose on transactions. Regarding the mining process as a vacation, and the blockverification process as a service, we establish a type of nonexhaustive queueing model with a limited

Convergence analysis of a smoothing SAA method for a stochastic mathematical program with secondorder cone complementarity constraints J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Li Chu, Bo Wang, Jie Zhang, HongWei ZhangA stochastic mathematical program model with secondorder cone complementarity constraints (SSOCMPCC) is introduced in this paper. It can be considered as a nontrivial extension of stochastic mathematical program with complementarity constraints, and could arise from a hardtohandle class of bilivel secondorder cone programming and inverse stochastic secondorder cone programming. By introducing

Optimal meanvariance reinsurance in a financial market with stochastic rate of return J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Yingxu Tian, Junyi Guo, Zhongyang SunIn this paper, we investigate the optimal investment and reinsurance strategies for a meanvariance insurer when the surplus process is represented by a CramérLundberg model. It is assumed that the instantaneous rate of investment return is stochastic and follows an OrnsteinUhlenbeck (OU) process, which could describe the features of bull and bear markets. To solve the meanvariance optimization

Backordered inventory model with inflation in a cloudyfuzzy environment J. Ind. Manage. Optim. (IF 1.366) Pub Date : 20200309
Haripriya Barman, Magfura Pervin, Sankar Kumar Roy, GerhardWilhelm WeberIn this paper, an Economic Production Quantity model for deteriorating items with timedependent demand and shortages including partially backordered is developed under a cloudyfuzzy environment. At first, we develop a crisp model by considering linearly timedependent demand with constant deterioration rate, constant inflation rate and shortages under partially backordered, then we fuzzify the