The mean-variance (MV) portfolio is typically formulated as a quadratic programming (QP) problem that linearly combines the conflicting objectives of minimizing risk and maximizing expected return through aversion profile parameter. In this formulation, two are expressed in different units, an issue could definitely hamper obtaining more competitive set weights. For example, modification scale ...

The solution of single-objective unit commitment problems for generation companies participating in deregulated markets may not directly be implementable mainly because of neglecting some conflicting secondary objectives arising from policy-making at internal/external environment. Benefiting an efficient multi-objective approach to improve the applicability of price-based unit commitment soluti...

today, due to the direct and reverse logistics plays an important role in reducing the costs in supply chain. in this paper, in order to provide a closed-loop supply chain network including supply centers, production, distribution, collection, recycling and disposal of a used linear mixed integer programming. this paper to consider multi-period and multi-product in multi-level supply chain and ...

proposing a robust designed facility location is one of the most effective ways to hedge against unexpected disruptions and failures in a transportation network system. this paper considers the combined facility location/network design problem with regard to transportation link disruptions and develops a mixed integer linear programming formulation to model it. with respect to the probability o...

This paper investigates the problem of selecting and scheduling a set of projects among available projects. Each project consists of several tasks and to perform each one some resource is required. The objective is to maximize total benefit. The paper constructs a mathematical formulation in form of mixed integer linear programming model. Three effective metaheuristics in form of the imperialis...