scholarly journals Mathematical modeling in economics for selection of optimum investment solution

2021 ◽  
Vol 273 ◽  
pp. 08003
Author(s):  
Arthur Alukhanyan ◽  
Olga Panfilova

This work is devoted to development of economic and mathematical models for selection of the optimum investment solution. Moreover, it states the basis for development of model examples and correction of the model considering the results obtained in the examples. In the work the problem is set for selection of the investment sources and objects, which is limited to the linear programming problem. The controlled variable and basic limitations simulating real credit and monetary relations are distinguished in the provided model. The discounted profit obtained from implementation of the optimum investment portfolio is considered as a target function. The economic and mathematical model presented in the article allows finding the optimum investment solution within the limits of the credit and monetary relations taking place both at the micro- and macroeconomic level.

2020 ◽  
Vol 7 (3) ◽  
pp. 038-043
Author(s):  
A. N. Shingareva ◽  
◽  
M. N. Rasskazova ◽  

This article discusses a linear programming problem on the construction of rolling shift schedules for warehouse employees. A mathematical model of an integer linear programming problem has been developed. The target function can be either minimization of the total number of employees or minimization of wages. Experiments were carried out for various work schedules, which showed the effectiveness of the proposed approach.


2011 ◽  
Vol 180 ◽  
pp. 56-63 ◽  
Author(s):  
Józef Lisowski

Using as an example the process of safe ship’s control, the paper presents the problem of applying a positional non cooperative game of j objects for the description of the process considered as well as for the synthesis of optimal strategies. The approximated mathematical model of differential game in the form of dual linear programming problem is used for the synthesis of safe ship’s trajectory as a multistage process decision. The considerations have been illustrated an example of a computer simulation the MPGAME program to determine the safe ship's trajectory in situation of passing a many of the objects encountered.


Author(s):  
Petro Stetsyuk ◽  
Dumitru Solomon ◽  
Maria Grygorak

The paper is devoted to the construction of mathematical models for problems on the shortest cycles and paths, that pass through a given number of nodes of a directed graph. Such cycles and paths are called k-node, where 1<k <n, n is the number of nodes in the graph. Section 1 formulates two problems for finding the shortest k-node cycle – a mixed Boolean and linear programming problem and a discrete programming problem. Both problems include constraints from the classical assignment problem, describing a one-time entry into a node and a one-time exit from a node for those nodes through which the cycle passes. The cycle connectivity in the first problem is ensured by modeling the flow problem, and in the second problem, it is ensured by using the A. Tucker constraints for the travelling salesman problem. Section 2 establishes a connection between the formulations of both problems from Section 1 and the travelling salesman problem and investigates the efficiency of their solution using modern versions of gurobi and cplex programs and the AMPL modeling language. Section 3 contains the formulation of the shortest k-node path problem, which is represented by a mixed Boolean and linear programming problem. With its help, the optimal routes were found for visiting the wine-making points of the Malopolskie Wine Route in the direction Lviv-Wroclaw-Lviv (Section 4). Here a map for the 20 most visited wine-making points of the Malopolskie Wine Route and a table of the distances between them and the distances from them to Lviv and Wroclaw, calculated using the Google Maps web service, are presented. The developed mathematical models of the problems of finding the shortest k-node paths and cycles and the developed software in the AMPL modeling language can be used for the design and arrangement of technical objects, optimization of the transportation of products, analysis and forecasting of economic processes, determination of optimal routes when planning passenger and freight traffic, optimal organization of the process of managing a set of transactions and queries during their implementation in network databases and other classes of applied optimization problems. Keywords: digraph, shortest path, Boolean variable, linear programming, Hamiltonian cycle, Hamiltonian path, travelling salesman problem, AMPL, gurobi, cplex.


2017 ◽  
Vol 27 (3) ◽  
pp. 563-573 ◽  
Author(s):  
Rajendran Vidhya ◽  
Rajkumar Irene Hepzibah

AbstractIn a real world situation, whenever ambiguity exists in the modeling of intuitionistic fuzzy numbers (IFNs), interval valued intuitionistic fuzzy numbers (IVIFNs) are often used in order to represent a range of IFNs unstable from the most pessimistic evaluation to the most optimistic one. IVIFNs are a construction which helps us to avoid such a prohibitive complexity. This paper is focused on two types of arithmetic operations on interval valued intuitionistic fuzzy numbers (IVIFNs) to solve the interval valued intuitionistic fuzzy multi-objective linear programming problem with pentagonal intuitionistic fuzzy numbers (PIFNs) by assuming differentαandβcut values in a comparative manner. The objective functions involved in the problem are ranked by the ratio ranking method and the problem is solved by the preemptive optimization method. An illustrative example with MATLAB outputs is presented in order to clarify the potential approach.


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