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Published in 2020 at "Soft Computing"
DOI: 10.1007/s00500-019-04378-5
Abstract: Enhanced indexation is an investment strategy that aims to generate moderate and consistent excess returns with respect to a tracked benchmark index. In this work, we introduce an optimization approach where the risk of under-performing…
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Keywords:
enhanced indexation;
goal programming;
swarm optimization;
particle swarm ... See more keywords
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Published in 2017 at "Annals of Operations Research"
DOI: 10.1007/s10479-015-1829-1
Abstract: Goal programming (GP) is an important class of multi-criteria decision models widely used to analyze and solve applied problems involving conflicting objectives. Originally introduced in the 1950s by Charnes et al. (Manag Sci 2:138–151, 1955)…
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Keywords:
multi criteria;
engineering management;
goal programming;
criteria decision ... See more keywords
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Published in 2017 at "Annals of Operations Research"
DOI: 10.1007/s10479-015-1969-3
Abstract: In practice, generally the accountants are facing complex decision-making situations where they aggregate simultaneously several conflicting and incommensurable factors (dimensions). They look for the decision of the best compromise. The goal programming (GP) is one…
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Keywords:
new typology;
decision;
goal programming;
programming model ... See more keywords
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Published in 2020 at "Annals of Operations Research"
DOI: 10.1007/s10479-019-03295-y
Abstract: In the Brazilian judiciary, the Electoral Registry Offices (EROs) are responsible for managing the Brazilian electoral districts. Moreover, not only do they organize elections in their district, but they are also responsible for managing the…
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Keywords:
goal programming;
political districting;
santa catarina;
model ... See more keywords
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Published in 2018 at "Fuzzy Optimization and Decision Making"
DOI: 10.1007/s10700-017-9277-9
Abstract: Goal programming provides an efficient technique to deal with decision making problems with multiple conflicting objectives. This paper joins the streams of research on goal programming by providing a so-called uncertain random goal programming to…
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Keywords:
goal;
random goal;
goal programming;
uncertain random ... See more keywords
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Published in 2018 at "Social Indicators Research"
DOI: 10.1007/s11205-017-1663-8
Abstract: This paper builds on the extensive literature of the rank reversal issue in multi-criteria decision making (MCDM) techniques. It is a continuation of the study of Sayed et al. (Soc Indic Res 123(1):1–27, 2015) that exhibited…
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Keywords:
human development;
goal programming;
ranking contradictions;
development index ... See more keywords
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Published in 2019 at "Operational Research"
DOI: 10.1007/s12351-017-0337-2
Abstract: Over the last decades, the Goal Programming (GP) model has been applied to financial portfolio management and/or selection problem in decision-making contexts where several conflicting and incommensurable objectives are simultaneously aggregated. The aim of this…
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Keywords:
goal programming;
financial portfolio;
portfolio management;
portfolio ... See more keywords
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Published in 2019 at "International Journal of Machine Learning and Cybernetics"
DOI: 10.1007/s13042-018-0835-4
Abstract: This paper presents an interactive fuzzy goal programming (FGP) approach for solving Multiobjective Nonlinear Programming Problems (MONLPP) with interval type 2 fuzzy numbers (IT2 FNs). The cost and time of the objective functions, and the…
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Keywords:
type fuzzy;
goal programming;
taylor series;
fuzzy numbers ... See more keywords
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Published in 2021 at "International Journal of Fuzzy Systems"
DOI: 10.1007/s40815-021-01181-z
Abstract: One of the serious supply chain management (SCM) challenges is the effective selection of suppliers and the right allocation of orders to achieve an SCM's suitable financial and technical status. This paper introduced a multi-objective…
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Keywords:
order quantity;
proposed model;
goal programming;
bwm ... See more keywords
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Published in 2018 at "International Journal of Applied and Computational Mathematics"
DOI: 10.1007/s40819-018-0511-0
Abstract: This paper comprises of modelling and optimization of a production–distribution problem with the multi-product. The proposed model combined three well-known approaches, fuzzy programming, goal programming and interactive programming to develop an efficient fuzzy goal programming…
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Keywords:
goal;
goal programming;
distribution problem;
model ... See more keywords
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Published in 2018 at "Renewable Energy"
DOI: 10.1016/j.renene.2018.06.013
Abstract: Selecting a renewable energy source portfolio is an uncertain multi-criteria decision-making (MCDM) problem. In particular, it involves searching for the best portfolio of renewable energy that meets the decision maker’s preferences by considering and leveraging…
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Keywords:
decision;
energy;
goal programming;
renewable energy ... See more keywords