in traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. so decision maker cannot estimate them exactly. financial optimization is one of the most attractive areas in decision under uncertainty. in the portfolio selection problem the decision maker considers simultaneously conflicting objectives such as ra...

  We develop an algorithm for the solution of multiobjective linear plus fractional programming problem (MOL+FPP) when some of the constraints are homogeneous in nature. Using homogeneous constraints, first we construct a transformation matrix T which transforms the given problem into another MOL+FPP with fewer constraints. Then, a relationship between these two problems, ensuring that the solu...

    Supplier selection,   Multi-objective decision making,   Fuzzy Compromise programming,   Supply chain management,   Quantity discount .   Supplier selection is naturally a complex multi-objective problem including both quantitative and qualitative factors. This paper deals with this issue from a new view point. A quantity discount situation, which plays a role of motivator for buyer, is con...

Abstract We propose a novel Mixed-Integer Nonlinear Programming (MINLP) model for sparse optimization based on the polyhedral k-norm. put special emphasis application of in Feature Selection Support Vector Machine (SVM) classification. address continuous relaxation problem, which comes out form fractional programming problem (FPP). In particular, we consider possible way tackling FPP by reformu...

In this paper the real-world occurrence of the multiple-product multiple-constraint single period newsboy problem with two objectives, in which there is incremental discounts on the purchasing prices, is investigated. The constraints are the warehouse capacity and the batch forms of the order placements. The first objective of this problem is to find the order quantities such that the expected ...

This paper presents a new mathematical model for a bi-objective job shop scheduling problem with sequence-dependent setup times that minimizes the weighted mean completion time and the weighted mean tardiness time. For solving this multi-objective model, we develop a fuzzy multi-objective linear programming (FMOLP) model. In this problem, a proposed FMOLP method is applied with respect to the o...

This paper proposes a compromise model, based on a new method, to solve the multiobjectivelarge scale linear programming (MOLSLP) problems with block angular structureinvolving fuzzy parameters. The problem involves fuzzy parameters in the objectivefunctions and constraints. In this compromise programming method, two concepts areconsidered simultaneously. First of them is that the optimal alter...