in traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. so decision maker cannot estimate them exactly. financial optimization is one of the most attractive areas in decision under uncertainty. in the portfolio selection problem the decision maker considers simultaneously conflicting objectives such as ra...

Stochastic multicriteria acceptability analysis using achievement functions (SMAAA) is a preference model for discrete-choice decision making that inverts the traditional goal programming process by asking what combinations of aspirations are necessary to make each alternative the preferred one, rather than what alternative is preferred given a set of aspirations. In this paper, we test the abi...

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...

The single vehicle routing problem with multiple routes is a variant of the vehicle routing problem where the vehicle can be dispatched to several routes during its workday to serve a number of customers. In this paper we propose a goal programming model for multi-objective single vehicle routing problem with time windows and multiple routes. To solve the model, we present a heuristic method wh...

Natural disasters, such as earthquakes, tsunamis, and hurricanes cause enormous harm during each year. To reduce casualties and economic losses in the response phase, rescue units must be allocated and scheduled efficiently, such that it is a key issues in emergency response. In this paper, a multi-objective mix integer nonlinear programming model (MOMINLP) is proposed to minimize sum of weight...

Abstract In this paper we have investigated a fuzzy linear programming problem with fuzzy quantities which are LR triangular fuzzy numbers. The given linear programming problem is rearranged according to the satisfactory level of constraints using breaking point method. By considering the constraints, the arranged problem has been investigated for all optimal solutions connected with satisf...