نتایج جستجو برای: value efficient frontier

تعداد نتایج: 1152004  

Journal: :Journal of Operations and Supply Chain Management 2018

Journal: :international journal of industrial mathematics 0
s. ‎kordrostami department of mathematics, lahijan branch, islamic azad university, lahijan, ‎iran a. ‎amirteimoori‎ department of applied mathematics, rasht branch, islamic azad university, rasht, ‎iran‎. m. jahani sayyad ‎noveiri‎ department of mathematics, lahijan branch, islamic azad university, lahijan, ‎iran.

one of the major problems in data envelopment analysis (dea) is to determine the projection of inefficient decision making units (dmus) into the efficient frontier. in conventional dea models, inputs and outputs of inefficient dmus alter arbitrarily for reaching to the efficient frontier. nevertheless, sometimes the ability of dmus is defined and restricted. moreover, there are situations in th...

Journal: :Operations Research 2008
Michael Masin Yossi Bukchin

One of the most common approaches for multiobjective optimization is to generate the whole or partial efficient frontier and then decide about the preferred solution in a higher-level decision-making process. In this paper, a new method for generating the efficient frontier for multiobjective problems is developed, called the diversity maximization approach (DMA). This approach is capable of so...

Journal: :Operations Research 2012
Chien-Ming Chen Magali A. Delmas

Growing social concerns over the environmental externalities associated with business activities are pushing firms to identify activities that create economic value with less environmental impact and to become more eco-efficient. Over the past two decades, researchers have increasingly used frontier efficiency models to evaluate productive efficiency in the presence of undesirable outputs, such...

Journal: :مدیریت صنعتی 0
محمدرحیم رمضانیان دانشیارگروه مدیریت، دانشگاه گیلان، رشت، ایران اکرم اویسی عمران کارشناس ارشد مدیریت صنعتی، دانشگاه گیلان، رشت، ایران کیخسرو یاکیده استادیار گروه مدیریت دانشگاه گیلان رشت، ایران

window analysis is a known technique to evaluate performance during the time periods based on data envelopment analysis. in application of window analysis is assumed that efficient frontier have not changed during the periods in the study. unlike the window analysis, malmquist index tries to identify difference between efficient frontiers and separated them. but the means of different frontier ...

Nazila Aghayi Samira Salehpour

    In this paper, a new revenue efficiency data envelopment analysis (RE-DEA) approach is considered for finding the most revenue efficient unit with price uncertainty in both optimistic and pessimistic perspectives. The optimistic and pessimistic perspectives use efficient frontier and inefficient frontier, respectively. An integrated model is introduced to find decision making units (DMUs) t...

Basic models of Data Envelopment Analysis are intrinsically preference-free, in the sense that they consider all inputs and outputs and also all decision making units of the same importance. Although this property is beneficial in many ways, it has some drawbacks simultaneously, as the decision makers’ preferences are not taken into account in the process of evaluating units.  To overcome this ...

The most important issue in multi-objective optimization problems is to determine the Pareto points along the Pareto frontier. If the optimization problem involves multiple conflicting objectives, the results obtained from the Pareto-optimality will have the trade-off solutions that shaping the Pareto frontier. Each of these solutions lies at the boundary of the Pareto frontier, such that the i...

Journal: :The American mathematical monthly : the official journal of the Mathematical Association of America 2010
Lutz Dümbgen Sara A. van de Geer Mark Veraar Jon A. Wellner

What happens if the Xi ’s take values in a (real) Banach space (B, ‖ · ‖)? In such cases, in particular when the square of the norm ‖ · ‖ is not given by an inner product, we are aiming at inequalities of the following type: Let X1, X2, . . . , Xn be independent random vectors with values in (B, ‖ · ‖) with EXi = 0 and E‖Xi‖2 < ∞. With Sn := ∑n i=1 Xi we want to show that E‖Sn‖ ≤ K n ∑ i=1 E‖Xi...

2001
N J Jobst

We consider the mean-variance (M-V) model of Markowitz and the construction of the risk-return efficient frontier. We examine the effects of applying buy-in thresholds, cardinality constraints and transaction roundlot restrictions to the portfolio selection problem. Such discrete constraints are of practical importance but make the efficient frontier discontinuous. The resulting quadratic mixed...

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