eng
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2008-5427
2008-5427
2010-03-01
04
1
311
322
513963
The interval Malmquist productivity index in DEA
F. Rezai Balf
frb_balf@yahoo.com
1
F. Hosseinzadeh Lotfi
2
M. Alizadeh Afrouzi
3
Department of Mathematics, Islamic Azad University, Qaemshahr, Iran
Department of Mathematics, Science & Research Branch, Islamic Azad Univercity, Tehran, Iran
Student of Mathematics, Islamic Azad University, Qaemshahr, Iran
One of the most popular approaches to measuring productivity changes is based on using Malmquist productivity indexes. In this paper we propose a method for obtaining interval Malmquist productivity index (IMPI). The classical DEA models have been before used for measuring the Malmquist productivity index. The current article extends DEA models for measuring the interval Malmquist productivity index by utilize the bounded DEA models instead of classical DEA models.
http://ijo.iaurasht.ac.ir/article_513963_6a63132a14dbf6223e91abc2df4506ba.pdf
DEA
interval efficiency
Malmquist productivity index
eng
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2008-5427
2008-5427
2010-03-01
04
1
323
333
513964
Portfolio Selection using Data Envelopment Analysis with common weights
A. Alinezhad
alinezhad_ir@yahoo.com
1
M. Zohrebandian
2
F. Dehdar
3
Islamic Azad University, Qazvin Branch, Department of Industrial Engineering
Islamic Azad University Karaj Branch, Department of Mathematics
Islamic Azad University Qazvin Branch, Department of Industrial Engineering
The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output common weights, and then the generation of a portfolio is carried out by a mathematical model. Finally the methodology is illustrated numerically on the market of Iran stock exchange.
http://ijo.iaurasht.ac.ir/article_513964_41b6b6bc77dfc208b2562de7372e8a28.pdf
eng
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2008-5427
2008-5427
2010-03-01
04
1
334
349
513965
Some Results on facets for linear inequality in 0-1 variables
D. Sashi Bhusan
1
B. Bagaban
2
J.P. Tripathy
jp_tripathy@yahoo.com
3
Department of Mathematics, Balasore College of Engg . & Technology Teach. Sergarh, Balasore , Orissa , India
Ms.student of Mathematics, F. M. Autonomous College, Balasore, Orissa, India
Department of Mathematics Gurukul Institute of Technology Bhubaneswar, Orissa, India
The facet of Knapsack ploytope, i.e. convex hull of 0-1 points satisfying a given linear inequality has been presented in this current paper. Such type of facets plays an important role in set covering set partitioning, matroidal-intersection vertex- packing, generalized assignment and other combinatorial problems. Strong covers for facets of Knapsack ploytope has been developed in the first part of the present paper. Generating family of valid cutting planes that satisfy inequality with 0-1 variables through algorithms are the attraction of this paper.
http://ijo.iaurasht.ac.ir/article_513965_d8a1544208a97a02f64de9dc8b38fb3a.pdf
eng
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2008-5427
2008-5427
2010-03-01
04
1
350
358
513966
The cost and income efficiency models with MOLP structure
G.R. Jahanshahloo
1
M.R Mozaffari
2
Z. Sobhan
sobhanzahra@yahoo.com
3
Department of Mathematics, Science and Research Branch,Islamic Azad University,Tehran, Iran
Department of Mathematics, Science and Research Branch,Islamic Azad University, Fars, Iran
Department of Mathematics, Science and Research Branch,Islamic Azad University,Tehran, Iran
In this paper, the cost and income efficiency models have been considered with regard to the multiple objective programming structures. For finding the efficient points in purposed MOLP problem, some various methods like Lexicography & the weighted sum can be used. So by introducing the MOLP problem the cost & income efficiencies will be achieved. In the present study, the MOLP problem is converted to an objective function by the weighted sum of the objective function. So we determine the efficient hyperplanes gradient by finding the dual linear programming (LP) problem.
http://ijo.iaurasht.ac.ir/article_513966_a222252397b799351dbc34ca71d4bdfa.pdf
DEA
Multiple objective programming
Efficiency