this paper presents a fuzzy goal programming (fgp) methodology for solving bi-level quadratic programming (blqp) problems. in the fgp model formulation, firstly the objectives are transformed into fuzzy goals (membership functions) by means of assigning an aspiration level to each of them, and suitable membership function is defined for each objectives, and also the membership functions for vec...

multi objective quadratic fractional programming (moqfp) problem involves optimization of several objective functions in the form of a ratio of numerator and denominator functions which involve both contains linear and quadratic forms with the assumption that the set of feasible solutions is a convex polyhedral with a nite number of extreme points and the denominator part of each of the object...

The business environment is full of uncertainty. Allocating the wealth among various asset classes may lower the risk of overall portfolio and increase the potential for more benefit over the long term. In this paper, we propose a mixed singlestage R&D projects and multi-stage securities portfolio selection model. Specifically, we present a bi-objective mixed-integer stochastic programming mode...

In this paper, we present modified fuzzy goal programming (FGP) approach and generalized MATLAB program for solving multi-level linear fractional programming problems (ML-LFPPs) based on with some major modifications in earlier FGP algorithms. In proposed modified FGP approach, solution preferences by the decision makers at each level are not considered and fuzzy goal for the decision vectors i...

The capacity planning and operation problem of a multi-purpose water reservoir has been extensively studied in the literature. Optimization techniques, especially linear programming, have been used quite successfully. Although most models are robust enough as planning tools, they fall short of providing an operational policy for the shorter term. In this paper, we consider the operation of a mu...

Geometric programming is efficient tool for solving a variety of nonlinear optimizationproblems. Geometric programming is generalized for solving engineering design. However,Now Geometric programming is powerful tool for optimization problems where decisionvariables have exponential form.The geometric programming method has been applied with known parameters. However,the observed values of the ...

This research presents a model for optimal allocation of Iranian oil and gas resources in sanction condition based on stochastic linear multi-objective programming. The general policies of the resistive economy include expanding exports of gas, electricity, petrochemical and petroleum products, expanding the strategic oil and gas reserves, increasing added value through completing the petroleum...