Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying t...

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying t...

Simplified Dolphin Echolocation (SDE) optimization is an improved version of the Dolphin Echolocation optimization. The dolphin echolocation (DE) is a recently proposed metaheuristic algorithm, which was imitated dolphin’s hunting process. The global or near global optimum solution modeled as dolphin’s bait, dolphins send sound in different directions to discover the best bait among their searc...

the aim of this study was to develop an optimal sustainable forest plantation based on goal programming and analytic hierarchy process (ahp) methods. this study was carried out in guilan province, north of iran. first of all, the ecological capability of the study area for plantation establishment/maintenance was evaluated based on multi-factor method and specific ecological makhdoum model by m...

background: photon attenuation as an inevitable physical phenomenon influences on the diagnostic information of spect images and results to errors in accuracy of quantitative measurements. this can be corrected via different physical or mathematical approaches. as the correction equation in mathematical approaches is nonlinear, in this study a new method of linearization called ‘piece wise line...

An approach to nonlinear constrained mathematical programming problems which makes use of a second order derivative is presented. By using a second order modified objective function method, a modified optimization problem associated with a primal mathematical programming problem is constructed. This auxiliary optimization problem involves a second order approximation of an objective function co...

the determination of the ultimate pit limit (upl) is the first step in the open pit mine planning process. in this stage that parts of the mineral deposit that are economic to mine are determined. there are several mathematical, heuristic and meta-heuristic algorithms to determine upl. the optimization criterion in these algorithms is maximization of the total profit whilst satisfying the...

This paper proposes a modified sine cosine algorithm (MSCA) for discrete sizing optimization of truss structures. The original sine cosine algorithm (SCA) is a population-based metaheuristic that fluctuates the search agents about the best solution based on sine and cosine functions. The efficiency of the original SCA in solving standard optimization problems of well-known mathematical function...

PURPOSE To introduce the concept of energy minimization-based inverse optimization for external beam radiotherapy. MATERIALS AND METHODS Mathematical formulation of energy minimization-based inverse optimization is presented. This mathematical representation is compared to the most commonly used dose-volume based formulation used in inverse optimization. A simple example on digitally created ...