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On the equivalence between compromise programming and the use of composite compromise metrics. [PDF]
, 2006 This paper analyzes the relationship between Compromise Programming and a close relative called Composite Programming that is based on the use of composite metrics. More specifically, it focuses on the possibility that the results of Compromise Programming are equivalent to those obtained with a particular case of Composite Programming in which a ...
Francisco J. André, Carlos Romero
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FUZZY LOGIC AND COMPROMISE PROGRAMMING IN PORTFOLIO MANAGEMENT [PDF]
, 1999 The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a fuzzy logic approach are developed as alternatives to the traditional EV model.
Duval, Yann +3 more
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Fuzzy multiple objective programming and compromise programming with Pareto optimum
Fuzzy Sets and Systems, 1993A fuzzy multiple objective decision making approach is proposed. This approach is based on the desirable features of compromise programming and the fuzzy set theory. The proposed two-phase approach guarantees both nondominated and balanced solutions for both the crisp and the fuzzy multiple objective decision making problems.
E Stanley Lee
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A theorem connecting utility function optimization and compromise programming
Operations Research Letters, 1991This paper deals with the relationship between the compromise set and the utility function of a two-commodity economy. More precisely, it is proved that under suitable conditions the Lagrangian maximum of the utility function is among the compromise solutions which are obtained by a compromise programming method.
Enrique Ballestero
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Generating well-behaved utility functions for compromise programming [PDF]
Journal of Optimization Theory and Applications, 1996 The purpose of this paper is to seek utility functions satisfying a weak condition which guarantees that the utility optimum always belongs to the compromise set.
Manuel A Moron +1 more
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Fuzzy compromise programming for portfolio selection
Applied Mathematics and Computation, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amelia Bilbao-Terol +3 more
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Portfolio Selection: A Compromise Programming Solution
Journal of the Operational Research Society, 1996Summary: A surrogate for an investor's bicriteria utility function (profitability, safety) is proposed as an alternative methodology for selecting portfolios. The optimum is approximated by resorting to a recent utility theorem expounded in multicriteria analysis.
Ballestero, Enrique, Romero, Carlos
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Composite Programming as an Extension of Compromise Programming
1985Cost-effective control alternatives are selected by composite programming /an extension of compromise programming/ in order to find a trade-off among objectives or groups of criteria usually facing watershed management or observation network design: economic criteria /agricultural revenue and investment/, environmental criteria /yields of sediment and ...
Andras Bárdossy +2 more
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Interactive Compromise Programming
Journal of the Operational Research Society, 1987The author introduces a solution method for multiple objective linear programming problems, called interactive compromise programming. The interactive compromise programming method is based on two main ideas: (1) If the values of the objective functions were measured on the same scale varying between zero and one which could be done by employing the ...
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Weighting in compromise programming: A theorem on shadow prices
Operations Research Letters, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Enrique Ballestero, Carlos Romero
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