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...

according to the limit of resources in the subject of prioritization, one of the alternative methods is mcdm method. generally, mcdm models have been developed under certainty while we confront with under uncertainty in real world. in hierarchical mcdm methods, one of the main steps is to weigh criteria and computes each alternative weight using defined criteria in the next steps. one of the ea...

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 ...

A very useful multi-objective technique is goal programming. There are many methodologies of goal programming such as weighted goal programming, min-max goal programming, and lexicographic goal programming. In this paper, weighted goal programming is reformulated as goal programming with logarithmic deviation variables. Here, a comparison of the proposed method and goal programming with weighte...

This paper presents a ‘Lexicographic’ Goal Programming (LGP) approach to define the best strategies for the maintenance of critical centrifugal pumps in an oil refinery. For each pump failure mode, the model allows to take into account the maintenance policy burden in terms of inspection or repair and in terms of the manpower involved, linking them to efficiency-risk aspects quantified as in FM...

A multiobjective programming for transportation model with the consideration of both depot to customer and customer to customer relationships is proposed in this research. The objectives are to minimize the total transportation cost which is the baseline objective and to minimize the overall independence value. A Lexicographic Goal Programming (LGP) is applied to the proposed model. A minimizat...

In this article, we propose compromise allocations for multivariate stratified random sampling using the auxiliary attributes under non-response. We modified extended lexicographic goal programming technique and compared it with fuzzy goal programming and value function technique. We addressed the problem of compromise allocation when the auxiliary information is in the form of an auxiliary att...

Due to limited financial resources and high costs of infrastructure projects, project stakeholders seek gain maximum profits with optimal resource utilization as well cost time minimization. Therefore, this study presents a multi-mode resource-constrained scheduling model considering the uncertain parameters together goals maximizing net present value minimizing usage fluctuation. Also, assumpt...