In this paper, we integrate goal programming (GP), Taylor Series, Kuhn-Tucker conditions and Penalty Function approaches to solve linear fractional bi-level programming (LFBLP)problems. As we know, the Taylor Series is having the property of transforming fractional functions to a polynomial. In the present article by Taylor Series we obtain polynomial objective functions which are equivalent...

In this paper, an effective computational algorithm is proposed for a class of linear multiplicative problem (P), which have broad applications in financial optimization, economic plan, engineering designs and stability analysis of nonlinear systems, and so on. By utilizing piecewise linearization technique underestimates the objective function, linear relaxation programming of the original lin...

This paper presents a solution of the economic load dispatch (ELD) problem with security constraints of power systems, using an iterative technique based on the linear programming method, called “Successive Linear Programming” (SLP). The objective is to minimize the nonlinear function which is the total fuel cost of thermal generating units, while taking into account the security constraints (p...

in the real world, risk and uncertainty are two natural properties in the implementation of mega projects. most projects fail to achieve the pre-determined objectives due to uncertainty. a linear integer programming optimization model was used in this work to solve a problem in order to choose the most appropriate risk responses for the project risks. a mathematical model, in which work structu...

This paper discusses a class of linear programming problems with interval coefficients in both the objective functions and constraints. The noninferior solutions to such problems are defined based on two order relations between intervals, and can be found by solving a parametric linear programming problem. Considering the uncertain returns of assets in capital markets as intervals, we propose a...

The impact of financial challenges on the profit of a supply chain, have caused the researcher to model the supply chain network by considering the operational and financial dimensions. Also, the establishment of a closed loop supply chain (CLSC) network has a high effect on economic profit. So, the purpose of this study is to design a stochastic closed loop supply chain network by considering ...

We introduce in this paper a new starting mechanism for multiple-objective linear programming (MOLP) algorithms. This makes it possible to start an algorithm from any solution in objective space. The original problem is first augmented in such a way that a given starting solution is feasible. The augmentation is explicitly or implicitly controlled by one parameter during the search process, whi...

This paper proposes a compromise model, based on the technique for order preference through similarity ideal solution (TOPSIS) methodology, to solve the multi-objective large-scale linear programming (MOLSLP) problems with block angular structure involving fuzzy parameters. The problem involves fuzzy parameters in the objective functions and constraints. This compromise programming method is ba...