The mean-variance (MV) portfolio is typically formulated as a quadratic programming (QP) problem that linearly combines the conflicting objectives of minimizing risk and maximizing expected return through aversion profile parameter. In this formulation, two are expressed in different units, an issue could definitely hamper obtaining more competitive set weights. For example, modification scale ...

Developing a minimum backbone grid in the power system planning is beneficial to improve system’s resilience. To obtain grid, mixed integer linear programming (MILP) model with network connectivity constraints for proposed. In model, some are presented consider practical application requirements. Especially, avoid islands set of based on single-commodity flow formulations proposed ensure grid. ...

much research hasn’t been done in the area of project selection in the public sector. in this paper, we tried to choose projects in the public sector, and a linear programming model is presented. in an effort to build the model, the decision criteria were identified using the delphi method and then the criteria were reviewed at conceptual combining. the model was constructed in a linear, goal a...