2012
4
1
1
48
The interval Malmquist productivity index in DEA
2
2
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.
1

311
322


F.
Rezai Balf
Department of Mathematics, Islamic Azad University, Qaemshahr, Iran
Department of Mathematics, Islamic Azad University
Iran
frb_balf@yahoo.com


F.
Hosseinzadeh Lotfi
Department of Mathematics, Science & Research Branch, Islamic Azad
Univercity, Tehran, Iran
Department of Mathematics, Science &
Iran


M.
Alizadeh Afrouzi
Student of Mathematics, Islamic Azad University, Qaemshahr, Iran
Student of Mathematics, Islamic Azad University,
Iran
DEA
interval efficiency
Malmquist productivity index
Portfolio Selection using Data Envelopment Analysis with common weights
2
2
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.
1

323
333


A.
Alinezhad
Islamic Azad University, Qazvin Branch, Department of Industrial Engineering
Islamic Azad University, Qazvin Branch, Department
Iran
alinezhad_ir@yahoo.com


M.
Zohrebandian
Islamic Azad University Karaj Branch, Department of Mathematics
Islamic Azad University Karaj Branch, Department
Iran


F.
Dehdar
Islamic Azad University Qazvin Branch, Department of Industrial Engineering
Islamic Azad University Qazvin Branch, Department
Iran
Some Results on facets for linear inequality in 01 variables
2
2
The facet of Knapsack ploytope, i.e. convex hull of 01 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, matroidalintersection 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 01 variables through algorithms are the attraction of this paper.
1

334
349


D.
Sashi Bhusan
Department of Mathematics, Balasore College of Engg . & Technology Teach.
Sergarh, Balasore , Orissa , India
Department of Mathematics, Balasore College
India


B.
Bagaban
Ms.student of Mathematics, F. M. Autonomous College, Balasore, Orissa, India
Ms.student of Mathematics, F. M. Autonomous
India


J.P.
Tripathy
Department of Mathematics Gurukul Institute of Technology Bhubaneswar,
Orissa, India
Department of Mathematics Gurukul Institute
India
jp_tripathy@yahoo.com
The cost and income efficiency models with MOLP structure
2
2
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.
1

350
358


G.R.
Jahanshahloo
Department of Mathematics, Science and Research Branch,Islamic Azad
University,Tehran, Iran
Department of Mathematics, Science and Research
Iran


M.R
Mozaffari
Department of Mathematics, Science and Research Branch,Islamic Azad University,
Fars, Iran
Department of Mathematics, Science and Research
Iran


Z.
Sobhan
Department of Mathematics, Science and Research Branch,Islamic Azad
University,Tehran, Iran
Department of Mathematics, Science and Research
Iran
sobhanzahra@yahoo.com
DEA
Multiple objective programming
Efficiency