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...

In deregulated electricity markets, generation companies with the aim of maximum revenue need to provide trading strategies to the electricity trading market, which contributed to a self-scheduling model. When considering the uncertainty of price, the trading strategies are required to maximize the revenue as well as minimizing the risks brought by uncertainties. In this paper, a multi-objectiv...

compared to conventional chlorination methods which apply chlorine at water treatment plant, booster chlorination has almost solved the problems of high dosages of chlorine residuals near water sources and lack of chlorine residuals in the remote points of a water distribution system (wds). however, control of trihalomethane (thm) formation as a potentially carcinogenic disinfection by-product ...

Visualizing the search behavior of a series points or populations in their native domain is critical understanding biases and attractors an optimization process. Distance-based many-objective test problems have been developed to facilitate visualization 2-D design space with arbitrarily many objective functions. Previous works proposed few commonly seen problem characteristics into this framewo...

Optimization problems due to noisy data are usually solved using stochastic programming or robust optimization approaches. Both requiring the explicit characterization of an uncertainty set that models the nature of the noise. Such approaches tightly depend on the modeling of the uncertainty set. In this paper, we introduce a framework that implicitly models the uncertain data. We define the ge...

abstractaccidents and natural disasters and crises coming out of them indicate the importance of an integrated planning to reduce their effected. therefore, disaster relief logistics is one of the main activities in disaster management. in this paper, we study the response phase of the disaster management cycle and a bi-objective model has been developed for relief chain logistic in uncertainty...