Islamic Azad University, Rasht BranchIranian Journal of Optimization2588-572304120100301The interval Malmquist productivity index in DEA311322513963ENF. Rezai BalfDepartment of Mathematics, Islamic Azad University, Qaemshahr, IranF. Hosseinzadeh LotfiDepartment of Mathematics, Science & Research Branch, Islamic Azad
Univercity, Tehran, IranM. Alizadeh AfrouziStudent of Mathematics, Islamic Azad University, Qaemshahr, IranJournal Article20100125One 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.pdfIslamic Azad University, Rasht BranchIranian Journal of Optimization2588-572304120100301Portfolio Selection using Data Envelopment Analysis with common weights323333513964ENA. AlinezhadIslamic Azad University, Qazvin Branch, Department of Industrial EngineeringM. ZohrebandianIslamic Azad University Karaj Branch, Department of MathematicsF. DehdarIslamic Azad University Qazvin Branch, Department of Industrial EngineeringJournal Article20100125The 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.pdfIslamic Azad University, Rasht BranchIranian Journal of Optimization2588-572304120100301Some Results on facets for linear inequality in 0-1 variables334349513965END. Sashi BhusanDepartment of Mathematics, Balasore College of Engg . & Technology Teach.
Sergarh, Balasore , Orissa , IndiaB. BagabanMs.student of Mathematics, F. M. Autonomous College, Balasore, Orissa, IndiaJ.P. TripathyDepartment of Mathematics Gurukul Institute of Technology Bhubaneswar,
Orissa, IndiaJournal Article20100825The 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.pdfIslamic Azad University, Rasht BranchIranian Journal of Optimization2588-572304120100301The cost and income efficiency models with MOLP structure350358513966ENG.R. JahanshahlooDepartment of Mathematics, Science and Research Branch,Islamic Azad
University,Tehran, IranM.R MozaffariDepartment of Mathematics, Science and Research Branch,Islamic Azad University,
Fars, IranZ. SobhanDepartment of Mathematics, Science and Research Branch,Islamic Azad
University,Tehran, IranJournal Article20100225In 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