Abstract Portfolio optimization is about building an investment decision on a set of candidate assets with finite capital. Generally, investors should devise rational compromise to return and risk for their investments. Therefore, it can be cast as biobjective problem. In this work, both the expected conditional value-at-risk (CVaR) are considered objectives. Although objective CVaR optimized e...

Abstract Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis in [Manage Sci 60(1):130–147, 9]. We generalize their approach theoretical results to optimization problems Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this an exemplary manner area semidefinite programming (SDP). In particular, prove that computing a robustly opti...

Optimization is an important concept in science and engineering. Traditionally, methods are developed for unconstrained and constrained single objective optimization tasks. However, with the increasing complexity of optimization problems in the modern technological real world problems, multi-objective optimization algorithms are needed and being developed. With the advent of evolutionary algori...

in this paper, we first present a new important property for bouligand tangent cone (contingent cone) of a star-shaped set. we then establish optimality conditions for pareto minima and proper ideal efficiencies in nonsmooth vector optimization problems by means of bouligand tangent cone of image set, where the objective is generalized cone convex set-valued map, in general real normed spaces.

in this paper, lift and drag coefficients were numerically investigated using numeca software in a set of 4-digit naca airfoils. two metamodels based on the evolved group method of data handling (gmdh) type neural networks were then obtained for modeling both lift coefficient (cl) and drag coefficient (cd) with respect to the geometrical design parameters. after using such obtained polynomial n...

for multi-objective optimal reactive power dispatch (morpd), a new approach is proposed where simultaneous minimization of the active power transmission loss, the bus voltage deviation and the voltage stability index of a power system are achieved. optimal settings of continuous and discrete control variables (e.g. generator voltages, tap positions of tap changing transformers and the number of...

abstract: in this paper, optimization of boeing 747 wing has been accomplished for cruise condition (mach number=0.85, flight altitude=35000 ft), where an optimal wing shape is proposed. objective functions are minimization of wing weight and drag force that as well as confining design parameters, two functional constrains are applied. the first functional constrain is fuel tank volume in the a...