Technical Sessions – Monday July 11

we develop a new version of the quasisecant method. We introduce a quasisecant
locality condition. At each new iteration this condition allows us to identify
quasisecants from past iterations. Such an approach leads to the reduction
in the number of function and significant reduction in the number of quasisecant
(subgradient) evaluations in comparison with the quasisecant method. We
prove that the sequence of points generated by the algorithm converges to the
set of Clarke stationary points. The preliminary results of numerical experiments
are reported.
4 - A Dual-penalty Update Based on Epsilon Subgradients
for Solving Nonconvex Optimization
Regina Burachik, School of Mathematics and Statistics,
University of South Australia, Mawson Lakes, 5095, Adelaide,
South Australia, Australia, regina.burachik@unisa.edu.au, C
Yalcin Kaya
Given a general augmented Lagrangian approach for solving a nonconvex and
nonsmooth optimization problem, we use an epsilon subgradient step for improving
the dual function. We show how this dual update tantamount to a
penalty scheme, which is numerically more stable than the classical penalty
update used in the literature. More precisely, we show that as long as the dual
problem has solutions, the penalty parameter remains bounded above. We establish
for this update both primal and dual convergence for some specific stepsizes.
� FD-15
Friday, 17:00-18:30
Meeting Room 208
Fuzzy Logic
Stream: Contributed Talks
Contributed session
Chair: Jessica Naundorf, Department of Economics & Management,
Otto-von-Guericke-University Magdeburg, Chair of Strategic
Management and Organisation, P.O. Box 41 20, 39 016, Magdeburg,
Germany, jessica.naundorf@ovgu.de
1 - Development of a Fuzzy Rule-based System for the Appraisal
of the Employer Attractiveness
Jessica Naundorf, Department of Economics & Management,
Otto-von-Guericke-University Magdeburg, Chair of Strategic
Management and Organisation, P.O. Box 41 20, 39 016,
Magdeburg, Germany, jessica.naundorf@ovgu.de, Thomas
Spengler
Employer Awards represent institutions in the economic sense, which establishment
is rational especially in the case of information asymmetry. They are
outcomes of corresponding signaling-strategies. To prevent possible alpha and
beta errors, a simple rule-based system for the appraisal of the employer attractiveness
considering the concept of fuzzy linguistic is developed. The proposed
procedure represents an analytical assessment process based on a criterion hierarchy.
Both the criteria values and the criteria weights can typically only be
expressed in a fuzzy form. Therefore, we take into account fuzzy linguistic
variables and fuzzy rules to avoid erroneous specifications of the system.
2 - Time Dependent Intuitionistic Fuzzy Set
Chien-Cheng Tu, Industrial and Information Management,
National Cheng Kung University, No. 1, University Road, 701,
Tainan, Taiwan, charvis.tw@gmail.com, Liang-Hsuan Chen
This paper investigates the time-dependent decision-making problem in the uncertain
environment. The intuitionistic fuzzy set (IFS) is used to describe the
information with the degrees of truth and false. A reasonable assumption, that
the degrees of truth and false will change during the decision-making period,
is made in this study. The decision making quality is related to the information
quality during the decision-making horizon. This paper defines the timedomain
problem, derives the mathematical equations, and provides an illustrative
example.
3 - A Cutting Plane Algorithm for Solving Fuzzy Semiinfinite
Linear Programming
Alireza Fakharzadeh, Mathematics Dept., Shiraz University of
Technology„ 71555-313, Shiraz, Iran, Islamic Republic Of,
a_fakharzadeh@sutech.ac.ir, Somayeh Khosravi
IFORS 2011 - Melbourne FD-21
Linear fuzzy phenomena have better presentation if they are modeled as a semiinfinite
linear programming. No identified solution method has been presented
for them yet. We propose an algorithm for non-symmetric fuzzy semi—infinite
linear programming problems (FSILP) with fuzzy order relations of constraints.
A finite subproblem was solved by Zadeh Method and defining a membership
functions. Then a finite LP is introduced instead of the subproblem and a cutting
plane method. Convergence theorem was proved and algorithm efficiency
shown by test examples.
� FD-18
Friday, 17:00-18:30
Meeting Room 215
Applications of DEA
Stream: Data Envelopment Analysis
Invited session
Chair: Mahnaz Maghbouli, Math and Economy Dept., Azad
University, No 22-3 Bahar Alley-Shahriyar Street-Etesami Blvd-Vali
Asr, 5157675334, Tabriz, East Azerbaijan, Iran, Islamic Republic Of,
mahnaz4143@yahoo.ca
1 - Ranking by Multi Component Efficiency with Shared
Resources in Commercial Banks
Mohsen Vaez Ghasemi, Mathematics, Islamic Azad University,
Science and Research Branch, Hesarak St., Poonak Sq., Tehran,
Iran, Islamic Republic Of, mohsen.vaez@gmail.com, Farhad
Hosseinzadeh Lotfi, Mohsen Rostamy-Malkhalifeh
In the most utilization of Data Envelopment Analysis, available models are
obtaining a number of efficiency. Indeed, in old models, a Decision Making
Unit had its own input and outputs, it can be only effective in its own rank and
efficiency, but in this model we’re examining, some inputs are used for some
components in common and the whole components are used to make some outputs,
and we rank these DMUs by this situation. In this article, the ranking of
four Banks has been examined and indices in question.
2 - Efficiency After 10 Years of Liberalization: Performance
Assesment of Indian Life Insurers
Subir Sen, TERI University, 10 Institutional Area, 110070, New
Delhi, Delhi, India, subir.econ@gmail.com
A move towards growth of the Indian insurance sector was initiated via liberalization
of the sector in 1999 and formation of Insurance Regulatory and Development
Authority and in this paper we attempt to identify factors which were
beneficial for growth of insurers following a decade of liberalization. Using
DEA, efficiency and productivity of all registered life insurers for the period
1999-00 to 2009-10 is examined. We further investigate relationship of performance
indicators with financial ratios. Results suggest that some ratios are
significant for efficiency improvements.
3 - Sensitivity Analysis of University Libraries with DEA
Mahnaz Maghbouli, Math and Economy Dept., Azad University,
No 22-3 Bahar Alley-Shahriyar Street-Etesami Blvd-Vali Asr,
5157675334, Tabriz, East Azerbaijan, Iran, Islamic Republic Of,
mahnaz4143@yahoo.ca, Monireh Zoriehhabib
This paper proposes a sensitivy analysis for evaluating efficiency of university
libraries from Iran. This flexible non-parametric approach will provide some
guidance to managers for improving quality performance level. Data Envelopment
Analysis has been suggested to analyze the best units to be benchmarked
against as well as in providing actionable measures for improvement of libraries’
performance. An illustration is provided to demonstrate DEA sensitivy
as a benchmarking tool against two factors. The results can provide directions
for future research.
� FD-21
Friday, 17:00-18:30
Meeting Room 218
Underground Mine Planning, II
Stream: Mining Applications
Invited session
Chair: Donal OSullivan, Division of Economics and Business,
Colorado School of Mines, 1500 Illinois Street, 80401, Golden,
Colorado, United States, dosulliv@mines.edu
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