Temat: interactive multicriteria optimization - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Bireference Procedure fBIP for Interactive Multicriteria Optimization with Fuzzy Coefficients
Autorzy:: Wojewnik, Piotr
Szapiro, Tomasz
Powiązania:: https://bibliotekanauki.pl/articles/483325.pdf
Data publikacji:: 2010
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:: decision support
multicriteria decision making
interactive optimization
fuzzy optimization
Opis:: In the paper an approach to decision making in situations with non-pointlike characterisation and subjective evaluation of the actions is considered. The decision situation is represented mathematically as fuzzy multiobjective linear programming (fMOLP) model, where we apply the reduced fuzzy matrices instead of fuzzy classical numbers. The fMOLP model with reduced parameters is decomposable into the set of point-like models and the point-like models enable effective construction of an optimisation procedure - fBIP, see Wojewnik (2006ab), extending the bireference procedure by Michalowski and Szapiro (1992). The approach is applied to a fuzzy optimization problem in the area of telecommunication services.
Źródło:: Central European Journal of Economic Modelling and Econometrics; 2010, 2, 3; 169-193
2080-0886
2080-119X
Pojawia się w:: Central European Journal of Economic Modelling and Econometrics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: An interactive compromise programming for portfolio investment problem
Autorzy:: Karelkina, Olga
Powiązania:: https://bibliotekanauki.pl/articles/2050029.pdf
Data publikacji:: 2020
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: modern portfolio theory
Markowitz model
meanvariance portfolio optimization
interactive multicriteria optimization
parameterized achievement scalarizing functions
Opis:: This paper addresses an approach for solving multicriteria portfolio investment problem. The original Markowitz mean-variance model is formulated as a problem of bi-objective optimization with linear and quadratic objective functions. In the current work, this model is extended by introducing a new objective, reflecting asset properties that are useful for the portfolio allocation process. A method based on parameterized achievement scalarizing function is applied to produce Pareto optimal portfolios. A mathematical programming formulation that allows for solving the problem with conventional optimization methods is presented. In addition, a method of reflecting the decision maker’s preferences by means of changing the weights in the achievement scalarizing functions is introduced. A decision making process is simulated for the three-objective portfolio optimization problem.
Źródło:: Control and Cybernetics; 2020, 49, 2; 193-210
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

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