List of Articles

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  1 - The interval Malmquist productivity index in DEA
  ف. رضایی بالف ف. حسین زاده لطفی م. علیزاده افروزی
  One of the most popular approaches to measuring productivity changes is basedon using Malmquist productivity indexes. In this paper we propose a method forobtaining interval Malmquist productivity index (IMPI). The classical DEAmodels have been before used for measuring More

  One of the most popular approaches to measuring productivity changes is basedon using Malmquist productivity indexes. In this paper we propose a method forobtaining interval Malmquist productivity index (IMPI). The classical DEAmodels have been before used for measuring the Malmquist productivity index.The current article extends DEA models for measuring the interval Malmquistproductivity index by utilize the bounded DEA models instead of classical DEAmodels. Manuscript profile
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  2 - Portfolio Selection using Data Envelopment Analysis with common weights
  A. علینژاد M. Zohrebandian ف. دهدار
  The stock evaluation process plays an important role in portfolio selectionbecause it is the prerequisite for investment and directly influences on the stockallocation. This paper presents a methodology based on Data EnvelopmentAnalysis for portfolio selection, decision More

  The stock evaluation process plays an important role in portfolio selectionbecause it is the prerequisite for investment and directly influences on the stockallocation. This paper presents a methodology based on Data EnvelopmentAnalysis for portfolio selection, decision making units which can be stocks orother financial assets. First, DMUs efficiencies are computed based oninput/output common weights, and then the generation of a portfolio is carried outby a mathematical model. Finally the methodology is illustrated numerically onthe market of Iran stock exchange. Manuscript profile
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  3 - Some Results on facets for linear inequality in 0-1 variables
  D. Sashi Bhusan B. Bagaban J.P. Tripathy
  The facet of Knapsack ploytope, i.e. convex hull of 0-1 points satisfying a givenlinear inequality has been presented in this current paper. Such type of facetsplays an important role in set covering set partitioning, matroidal-intersectionvertex- packing, generalized a More

  The facet of Knapsack ploytope, i.e. convex hull of 0-1 points satisfying a givenlinear inequality has been presented in this current paper. Such type of facetsplays an important role in set covering set partitioning, matroidal-intersectionvertex- packing, generalized assignment and other combinatorial problems.Strong covers for facets of Knapsack ploytope has been developed in the first partof the present paper. Generating family of valid cutting planes that satisfyinequality with 0-1 variables through algorithms are the attraction of this paper. Manuscript profile
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  4 - The cost and income efficiency models with MOLP structure
  G.R. جهانشاه لو م.ر مظفری Z. سبحان
  In this paper, the cost and income efficiency models have been considered withregard to the multiple objective programming structures. For finding the efficientpoints in purposed MOLP problem, some various methods like Lexicography &the weighted sum can be used. So More

  In this paper, the cost and income efficiency models have been considered withregard to the multiple objective programming structures. For finding the efficientpoints 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 isconverted to an objective function by the weighted sum of the objective function.So we determine the efficient hyperplanes gradient by finding the dual linearprogramming (LP) problem. Manuscript profile