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Robust goal programming for multi-objective portfolio selection problem

Economic Modelling, 2013
Abstract This paper proposes a robust optimization model for the portfolio selection problem that uses a goal programming (GP) approach. In GP, decision makers can achieve more than one objective function. Some uncertain coefficients exist in both single and multi-objective models of the portfolio selection problem, which affects the feasibility and ...
Alireza Ghahtarani, Amir Abbas Najafi
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Fuzzy Multi-objective Bi-level Goal Programming

2015
In Chap. 8, we presented the definitions, solutions, and algorithms for the fuzzy multi-objective bi-level programming (FMO-BLP) problems. This chapter still addresses the fuzzy multi-objective bi-level problem but applies a goal programming approach. We call it fuzzy multi-objective bi-level goal programming (FMO-BLGP).
Guangquan Zhang, Jie Lu, Ya Gao
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Fuzzy Goal Programming Approach to Multi Objective Quadratic Programming Problem

Proceedings of the National Academy of Sciences, India Section A: Physical Sciences, 2012
This paper presents a fuzzy goal programming (FGP) procedure for multi objective quadratic programming problem. 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.
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Solving goal programming problems using multi-objective genetic algorithms

Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406), 2003
Goal programming is a technique often used in engineering design activities primarily to find a compromised solution which will simultaneously satisfy a number of design goals. In solving goal programming problems, classical methods reduce the multiple goal-attainment problem into a single objective of minimizing a weighted sum of deviations from goals.
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A Multi-objective Stochastic Programming Model for Emergency Logistics Based on Goal Programming

2011 Fourth International Joint Conference on Computational Sciences and Optimization, 2011
This paper addresses the problem of emergency location-allocation in multi-supplier, multi-affected area, multi-relief and multi-vehicle emergency logistics networks. A multi-objective stochastic programming model, which embeds the chance constraints and scenario planning, is proposed to handle the uncertainty of demand, supply and the availability of ...
Sha-lei Zhan, Nan Liu
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Multi-objective IT Professionals’ Utilization Problems Using Fuzzy Goal Programming

2017
This paper presents a fuzzy goal programming approach to solve IT professionals’ utilization problems for software firms. These problems involve multiple objectives and binary decision variables. The fuzzy goal programming approach helps to quantify uncertainness of the objectives of the problem.
R. K. Jana 0001   +2 more
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Preference Structure Modelling for Multi-objective Decision Making: A Goal-Programming Approach

Journal of Multi-Criteria Decision Analysis, 1997
Summary: We propose a new approach for modelling preference structures in multi-objective decision-making (MODM) problems. The basic idea of the approach is to first develop PROMETHEE-influenced objective functions and then to use these to reformulate the problem as a distance-based goal-programming (GP) model. Three basic functional forms are proposed
Diaby, Moustapha, Martel, Jean-Marc
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Fuzzy Efficient Interactive Goal Programming Approach for Multi-objective Transportation Problems

International Journal of Applied and Computational Mathematics, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Singh, Pitam   +2 more
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Interactive fuzzy goal programming for a multi-objective closed-loop logistics network

Annals of Operations Research, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mehrdad Mehrbod   +3 more
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Goal Programming for Multi-Objective Resource-Constrained Project Scheduling

2014
The aim of this chapter is to present a simplified formulation of multi-objective resource-constrained project scheduling problem based on a goal programming model. Three objectives will be explained and formulated in the context of project management, namely: the project duration, the project cost, and the quantity of the allocated resources.
Belaïd Aouni   +2 more
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