due to the importance of supplier selection issue in supply chain management (scm) and ,also,  the increasing tendency of organizations to their social responsibilities, in this paper, we survey the supplier selection issue as a multi objective problem while considering the factor of corporate social responsibility (csr) as a mathematical parameter. the purpose of this paper is to design a mode...

In this paper the Path Dissimilarity Problem is considered. The problem has been previously studied in several contexts, the most popular motivated by the need of selecting routes for transportation of hazardous materials. The aim of this paper is to formally introduce the problem as a bi-objective optimization problem, in which a single solution consists of a set of p different paths, and two ...

Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. An integer programming model is formulated for the project portfolio selection and scheduling.Two heuristic algorithms, genetic algorithm (GA) and simulated annealing (SA), are presented to solve the problem. Results of cal...

This paper examines some performance measures to be considered as an alternative of the Sharpe Ratio. More specifically, we analyze allocation problems taking into consideration portfolio selection models based on different performance ratios. For each allocation problem, we compare the maximum expected utility observing all the portfolio selection approaches proposed here. We also discuss an e...

Organizations need to evaluate project proposals and select the ones that are the most effective in reaching the strategic goals by considering sustainability issue. In order to enhance the effectiveness and the efficiency of project oriented organizations, in this paper a new multi-objective decision making (MODM) approach of sustainable project portfolio selection is proposed which applies in...

Choosing a portfolio of projects that meets an organization's objectives without exceeding available capital resources is recognized as a critical issue for which the decision maker takes several aspects into consideration. As most of these aspects may be conflicting, the problem can be considered as a multi-objective one. Correspondingly, in this study a special Multi-Objective Evolutionary Al...

The problem of portfolio selection is a standard problem in financial engineering and has received a lot of attention in recent decades. Classical mean-variance portfolio selection aims at simultaneously maximizing the expected return of the portfolio and minimizing portfolio variance. In the case of linear constraints, the problem can be solved efficiently by parametric quadratic programming (...

In problem of portfolio selection, financial Decision Makers (DMs) explain objectives and investment purposes in the frame of multi-objective mathematic problems which are more consistent with decision making realities. At present, various methods have introduced to optimize such problems. One of the optimization methods is the Compromise Programming (CP) method. Considering increasing importan...