Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2588-5723
2008-5427
04
1
2010
03
01
The interval Malmquist productivity index in DEA
311
322
EN
F.
Rezai Balf
Department of Mathematics, Islamic Azad University, Qaemshahr, Iran
frb_balf@yahoo.com
F.
Hosseinzadeh Lotfi
Department of Mathematics, Science & Research Branch, Islamic Azad
Univercity, Tehran, Iran
M.
Alizadeh Afrouzi
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.
DEA,interval efficiency,Malmquist Productivity Index
http://ijo.iaurasht.ac.ir/article_513963.html
http://ijo.iaurasht.ac.ir/article_513963_6a63132a14dbf6223e91abc2df4506ba.pdf
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2588-5723
2008-5427
04
1
2010
03
01
Portfolio Selection using Data Envelopment Analysis with common weights
323
333
EN
A.
Alinezhad
Islamic Azad University, Qazvin Branch, Department of Industrial Engineering
alinezhad_ir@yahoo.com
M.
Zohrebandian
Islamic Azad University Karaj Branch, Department of Mathematics
F.
Dehdar
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.html
http://ijo.iaurasht.ac.ir/article_513964_41b6b6bc77dfc208b2562de7372e8a28.pdf
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2588-5723
2008-5427
04
1
2010
03
01
Some Results on facets for linear inequality in 0-1 variables
334
349
EN
D.
Sashi Bhusan
Department of Mathematics, Balasore College of Engg . & Technology Teach.
Sergarh, Balasore , Orissa , India
B.
Bagaban
Ms.student of Mathematics, F. M. Autonomous College, Balasore, Orissa, India
J.P.
Tripathy
Department of Mathematics Gurukul Institute of Technology Bhubaneswar,
Orissa, India
jp_tripathy@yahoo.com
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.html
http://ijo.iaurasht.ac.ir/article_513965_d8a1544208a97a02f64de9dc8b38fb3a.pdf
Islamic Azad University, Rasht Branch
Iranian Journal of Optimization
2588-5723
2008-5427
04
1
2010
03
01
The cost and income efficiency models with MOLP structure
350
358
EN
G.R.
Jahanshahloo
Department of Mathematics, Science and Research Branch,Islamic Azad
University,Tehran, Iran
M.R
Mozaffari
Department of Mathematics, Science and Research Branch,Islamic Azad University,
Fars, Iran
Z.
Sobhan
Department of Mathematics, Science and Research Branch,Islamic Azad
University,Tehran, Iran
sobhanzahra@yahoo.com
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.
DEA,Multiple objective programming,Efficiency
http://ijo.iaurasht.ac.ir/article_513966.html
http://ijo.iaurasht.ac.ir/article_513966_a222252397b799351dbc34ca71d4bdfa.pdf