This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...

supplying required human resource is one of the strategic goals of an organization. therefore, organizations plan and predict the required human resources in order to prevent this problem. present study using practical approach seeks to assist organizations to achieve their various goals in human resources planning. the designed model in this study clarifies vague, inaccurate, and fuzzy express...

In this paper, we study measurement of sensitivity for changes of violations in the aspiration level for the fuzzy multiobjective linear fractional programming problem. c © 2001 Elsevier Science B.V. All rights reserved.

This is a generalization of a fractional programming problem (p = 1) which has been investigated quite actively in the last two decades [21 ]. In [20] many of the results in fractional programming are reviewed and extended. An extensive bibliography is given in [22]. An early application of generalized fractional programming (p > 1) is von Neumann's model of an expanding economy [25]. Here the ...

abstract soil nutrient management with efficient fertilizer use has an important role on maximizing yield and environmental effects. in this study game theory is applied to identify the nutrient proportion for corn production in kooshkak in fars province, iran, in 2008-2009. cost of fertilizer combinations and production of corn are the players of the game. a goal programming was applied to obt...

determination a sequence of extracting ore is one of the most important problems in mine annual production scheduling. production scheduling affects mining performance especially in a poly-metallic open pit mine with considering the imposed operational and physical constraints mandated by high levels of reliability in relation to the obtained actual results. one of the important operational con...

Exponential penalty function method; Multiobjective fractional programming problem; Convergence Abstract In this paper, we extend the application of exponential penalty function method for solving multiobjective programming problem introduced by Liu and Feng (2010) to solve multiobjective fractional programming problem and analyze the relationship between weak efficient solutions of penalized p...

0360-8352/$ see front matter 2012 Elsevier Ltd. A http://dx.doi.org/10.1016/j.cie.2012.08.005 ⇑ Corresponding author. Tel.: +886 3 2118800x3713 E-mail addresses: [email protected] (C.-T. (H.-M. Chen), [email protected], (Z.-Y. Zhuang). The multi-segment goal programming (MSGP) model is an extension model of GP wherein the core thinking is inherited from the multi-choice goal program...