This paper presents an implementation of the Imperialist Competitive Algorithm (ICA) for solving the fuzzy random portfolio selection problem where the asset returns are represented by fuzzy random variables. Portfolio Optimization is an important research field in modern finance. By using the necessity-based model, fuzzy random variables reformulate to the linear programming and ICA will be de...

In this paper we find all solutions of four kinds of the Diophantine equations begin{equation*} ~x^{2}pm V_{t}xy-y^{2}pm x=0text{ and}~x^{2}pm V_{t}xy-y^{2}pm y=0, end{equation*}% for an odd number $t$, and, begin{equation*} ~x^{2}pm V_{t}xy+y^{2}-x=0text{ and}text{ }x^{2}pm V_{t}xy+y^{2}-y=0, end{equation*}% for an even number $t$, where $V_{n}$ is a generalized Lucas number. This pape...

in this paper, we present a binary-linear optimization model to prevent the spread of an infectious disease in a community. the model is based on the remotion of some connections in a contact network in order to separate infected nodes from the others. by using this model we nd an exact optimal solution and determine not only the minimum number of deleted links but also their exact positions. ...

the aim of this paper is the study of fuzzy basis and dimensionof fuzzy hypervector spaces. in this regard, first the notions of fuzzy linearindependence and fuzzy basis are introduced and then some related results areobtained. in particular, it is shown that for a large class of fuzzy hypervectorspace the fuzzy basis exist. finally, dimension of a fuzzy hypervector space isdefined and the basi...

a compact formulation of the set of tours neither in a graph nor its complement is presented and illustrates a general methodology proposed for constructing polyhedral models of decision problems based upon permutations, projection and lifting techniques. directed hamilton tours on n vertex graphs are interpreted as (n-1)- permutations. sets of extrema of birkhoff polyhedra are mapped to tours ...

In this study, we propose a space search algorithm (SSA) and then introduce a hybrid optimization of ANFIS-based fuzzy models based on SSA and information granulation (IG). In comparison with conventional evolutionary algorithms (such as PSO), SSA leads not only to better search performance to find global optimization but is also more computationally effective. In the hybrid optimization of ANF...

fuzzy linear programming problem occur in many elds such as mathematical modeling, control theory and management sciences, etc. in this paper we focus on a kind of linear programming with fuzzy numbers and variables namely fully fuzzy linear programming (fflp) problem, in which the constraints are in inequality forms. then a new method is proposed to ne the fuzzy solution for solving (fflp). ...

in this paper the fuzzy structural reliability index was determined through modeling epistemic uncertainty arising from ambiguity in statistical parameters of random variables. the first order reliability method (form) has been used and a robust genetic algorithm in the alpha level optimization method has been proposed for the determination of the fuzzy reliability index. the sensitivity level ...

Ranking of fuzzy numbers play an important role in decision making, optimization, forecasting. In fuzzy decision making problems fuzzy numbers must be ranked before an action is taken by a decision maker. Chen and Li have proposed on “Representation, ranking, and distance of fuzzy number with exponential membership function using grade mean integration method" by ranking index for ranking expon...

In this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear programming (abbreviated to FFLP) problems. Also, we employ linear programming (LP) with equality constraints to find a non-negative fuzzy number vector x̃ which satisfies Ãx̃ = b̃, where à is a fuzzy number matrix. Then we investigate the existence of a positive solution of fully fuzzy linear system (...