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. ...

Abstract This paper proposes a multi-objective mixed-integer linear programming to model cold chain with complementary operations on hierarchical hub network. Central hubs are linked each other in the first level of network and star lower-level hubs. As for case study, different levels provide various refreshing or freezing keep perishable goods fresh along Disruption is formulated by considera...

During the last decade, reverse logistics networks received a considerable attention due to economic importance and environmental regulations and customer awareness. Integration of leading and reverse logistics networks during logistical network design is one of the most important factors in supply chain. In this research, an Integer Linear Programming model is presented to design a multi-layer...

This paper presents a multi-objective and multi-service location-allocation model with capacity planning to design a healthcare facilities network through considering a referral system. Therefore, a mixed integer nonlinear programming (MINLP) model containing two objective functions is proposed. The first objective function is  relates to minimization of total opening cost, minimization of tota...

A linearization technique is developed for multi-objective multi-quadratic 0-1 programming problems with linear and quadratic constraints to reduce it to multi-objective linear mixed 0-1 programming problems. The method proposed in this paper needs only O (kn) additional continuous variables where k is the number of quadratic constraints and n is the number of initial 0-1 variables.

due to the importance of supplier selection issue in supply chain management (scm) and ,also,  the increasing tendency of organizations to their social responsibilities, in this paper, we survey the supplier selection issue as a multi objective problem while considering the factor of corporate social responsibility (csr) as a mathematical parameter. the purpose of this paper is to design a mode...