A mathematical multi objective model for the selection of a portfolio of investment is presented and its application in the Mexican Stock Exchange (BMV). The multi objective model proposed is based on our mathematical model of linear programming recently published. Our multi object model is developed whereas the e-constrains method, with which the model remains linear and each iteration the SIM...

In this paper, we address a problem in which a storage space constrained buyer procures a single product in multiple periods from multiple suppliers. The production capacity constrained suppliers offer all-unit quantity discounts. The late deliveries and rejections are also incorporated in sourcing. In addition, we consider transportation cost explicitly in decision making which may vary becaus...

in this paper, the staff assignment problem considering cross-training of caregivers in health care systems is addressed to determine which staff should be cross-trained for each service and how they should be assigned to services. a bi-objective non-linear mathematical programming model is presented where the first objective function aims to minimize workload balancing, cross-training as well ...

This paper presented multi-objective optimization of tip tracking control for non-collocated flexible beam. The desired trajectory is specified at the tip displacement of the flexible structure, which undergoes translation base motion actuated by a linear motor. The system model is first formulated from modal truncation approach for the flexible structure representing a single Cartesian robot m...

A multiobjective binary integer programming model for R&D project portfolio selection with competing objectives is developed when problem coefficients in both objective functions and constraints are uncertain. Robust optimization is used in dealing with uncertainty while an interactive procedure is used in making tradeoffs among the multiple objectives. Robust nondominated solutions are generat...

This paper describes a new method for semi-supervised discriminative language modeling, which is designed to improve the robustness of a discriminative language model (LM) obtained from manually transcribed (labeled) data. The discriminative LM is implemented as a log-linear model, which employs a set of linguistic features derived from word or phoneme sequences. The proposed semi-supervised di...

in financial matters, portfolio can be interpreted as a combination or a series of investments hold by an institution or a person. portfolio optimization is one of the most important concerns of investors for maximizing the portfolio in financial markets. the formation of portfolio is a vital and critical decision for the companies.  in fact, the selection of portfolio is to specify the capital...