The traditional single objective mean variance optimization model fails to satisfy the investors with multiple investment objectives. So multi-objective portfolio optimization model is considered in this paper. Since this will help investors to achieve highest expected return among the different financial products of the capital market and to fulfill the expected return objectives simultaneousl...

In this study, a Multi-Objective Genetic Algorithm (MOGA) is utilized to extract interpretable and compact fuzzy rule bases for modeling nonlinear Multi-input Multi-output (MIMO) systems. In the process of non- linear system identi cation, structure selection, parameter estimation, model performance and model validation are important objectives. Furthermore, se- curing low-level and high-level ...

In this article a capacitated transportation problem is considered which is formulated as a multi objective capacitated transportation problem with mixed constraints. To determine the optimum compromise solution of multi objective capacitated transportation problem (MOCTP) with mixed constraints a Fuzzy multi objective programming approach has been applied in which we use three different forms ...

A multi-objective bi-matrix game model based on fuzzy goals is established in this paper. It is shown that the equilibrium solution of such a game model problem can be translated into the optimal solution of a multi-objective, non-linear programming problem. Finally, the results of this paper are demonstrated through a numerical example.

In this paper we tackle the issue of generating Mamdani fuzzy rule-based systems with optimal trade-offs between complexity and accuracy by using a multi-objective genetic algorithm, which concurrently learns rule base, granularity of the input and output partitions and membership function parameters. To this aim, we exploit a chromosome composed of three parts, which codify, respectively, the ...

This paper develops an energy management approach for a multi-microgrid (MMG) taking into account multiple objectives involving plug-in electric vehicle (PEV), photovoltaic (PV) power, and a distribution static compensator (DSTATCOM) to improve power provision sharing. In the proposed approach, there is a pool of fuzzy microgrids granules that they compete with each other to prolong their lives...

The objective of the paper is to deal with a kind of possibilistic linear programming (PLP) problem involving multiple objectives of conflicting nature. In particular, we have considered a multi objective linear programming (MOLP) problem whose objective is to simultaneously minimize cost and maximize profit in a supply chain where cost and profit coefficients, and related parameters such as av...