This article presents a hierarchical process for multiobjective portfolio selection in fuzzy environment. Methodology proposed in this paper is consist of three main steps; (a) determining weight of each objective including return, risk and liquidity, by fuzzy logarithmic least square according to investors’ preferences matrix by the means of DE algorithm, (b&c) assigning pareto frontiers of pr...

Mathematical programming is one of the areas to which fuq set theoq has been applied extensively. Primarily based on Bellman and Zadeh’s model of decision in fuzzy environments, models have been suggested which allow flexibility in constraints and nonlinear programming. Data envelopment analysis (DEA) is a method of evaluating relative efJiciencies for a group of similar units based on an efici...

We focus on multiobjective nonlinear integer programming problems with block-angular structures which are often seen as a mathematical model of large-scale discrete systems optimization. By considering the vague nature of the decision maker’s judgments, fuzzy goals of the decision maker are introduced, and the problem is interpreted as maximizing an overall degree of satisfaction with the multi...

Designing a logistic network is a strategic and critical problem that provides an optimal platform for the effective and efficient supply chain management. In this research, we address the application of fuzzy sets to design a multi-product, multi-period, closed-loop supply chain network. The presented supply chain includes three objective functions: maximization of profit, minimization of deli...

One of the main challenges designing effective reverse logistic network is to predict amount product which reach end their useful life. Thus, in this study, we propose fuzzy multi-objective mixed integer linear programming (Fuzzy-MOMILP) model returned considered as an uncertain parameter. In order solve proposed multi objective mathematical model, a solution approach applied. The Fuzzy-MOMILP ...

The traveling salesman problem (TSP) is one of the most intensively studied problems in computational mathematics. Information about real life systems is often available in the form of vague descriptions. Hence, fuzzy methods are designed to handle vague terms, and are most suited to finding optimal solutions to problems with vague parameters. This study develops a fuzzy multi-objective linear ...

convexity theory and duality theory are important issues in math- ematical programming. within the framework of credibility theory, this paper rst introduces the concept of convex fuzzy variables and some basic criteria. furthermore, a convexity theorem for fuzzy chance constrained programming is proved by adding some convexity conditions on the objective and constraint functions. finally,...

Decentralized supply chain management is found to be significantly relevant in today’s competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final produc...

in this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear bilevel programming (fflblp) problems by representing all the parameters as triangular fuzzy numbers. in the proposed method, the given fflblp problem is decomposed into three crisp linear programming (clp) problems with bounded variables constraints, the three clp problems are solved separately and...