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دسترسی آزاد مقاله
1 - بررسی الگوی کشت بهینه متناسب با آب قابل برنامه‌ریزی و تعادل‌بخشی آبخوان‌ها (مطالعه موردی محدوده مطالعاتی قم-کهک)
سعید امامی فر فرشاد محمدیان رضا محمدی احمدآبادی مجتبی علی مددیسهم بالای مصرف آب کشاورزی در مقایسه با سایر بخش‌ها و بحران جدی کم آبی سال‌های اخیر، اصلاح و پیشنهاد الگوی بهینه کشتی که مصرف آب را کاهش و بهره‌وری استفاده از آن را افزایش دهد، از الزامات اکثر دشت‌های ممنوعه و بحرانی کشور است. مطالعه حاضر با هدف ارائه الگوی بهینه کشت متن چکیده کاملسهم بالای مصرف آب کشاورزی در مقایسه با سایر بخش‌ها و بحران جدی کم آبی سال‌های اخیر، اصلاح و پیشنهاد الگوی بهینه کشتی که مصرف آب را کاهش و بهره‌وری استفاده از آن را افزایش دهد، از الزامات اکثر دشت‌های ممنوعه و بحرانی کشور است. مطالعه حاضر با هدف ارائه الگوی بهینه کشت متناسب با آب قابل برنامه‌ریزی کشاورزی (منابع آب زیرزمینی) ابلاغی وزارت نیرو در سطح آبخوان محدوده مطالعاتی قم کهک و جبران کسری تجمعی درازمدت آبخوان و تاکید بر شاخص‌های پایداری کشاورزی در افق برنامه‌ریزی بیست ساله صورت گرفته است. برای شبیه‌سازی رفتار مولفه‌های بارندگی از خروجی‌های سناریو A2 مدل اقلیمی HADCM3 بهره گرفته و با استفاده از معادله پیوستگی بیلان، حجم آب قابل تخصیص به بخش زراعی در هر سال برآورد گردید. سپس با بکارگیری مدل‌های برنامه‌ریزی آرمانی فازی، الگوهای زراعی پایدار در چارچوب محدودیت‌های فنی ارائه شد. نتایج نشان داد که اجرای الگوهای زراعی پیشنهادی علاوه بر جبران کسری 536 میلیون مترمکعبی و تعادل‌بخشی آبخوان محدوده مطالعاتی در طی افق برنامه‌ریزی، سبب خواهد شد که اشتغال نیروی کار و بهره‌وری فیزیکی مصرف منابع آبی، کودها و سموم شیمیایی به‌ترتیب 7/10، 106، 1/4 و 8/8 درصد افزایش و مصرف منابع آبی، کودها و سموم شیمیایی به‌ترتیب 2/48، 9/3 و 8 درصد کاهش، یابد. لذا به مسئولان منطقه‌ای پیشنهاد می‌شود اجرای الگوهای زراعی پیشنهادی را در اولویت قرار دهند که این امر نیازمند تدوین الزامات قانونی، سیاست‌های تشویقی و تنبیهی و برگزاری دوره‌های آموزشی و ترویجی می‌باشد. پرونده مقاله -
دسترسی آزاد مقاله
2 - FGP approach to multi objective quadratic fractional programming problem
K. LachhwaniMulti objective quadratic fractional programming (MOQFP) problem involves optimization of several objective functions in the form of a ratio of numerator and denominator functions which involve both contains linear and quadratic forms with the assumption that the set of چکیده کاملMulti objective quadratic fractional programming (MOQFP) problem involves optimization of several objective functions in the form of a ratio of numerator and denominator functions which involve both contains linear and quadratic forms with the assumption that the set of feasible solutions is a convex polyhedral with a nite number of extreme points and the denominator part of each of the objective functions is non-zero in the constraint set. In this paper, we extend the procedure as suggested by Lachhwani (Proc. Nat. Acad. Sci. India, 82(4), 317-322) based on fuzzy goal programming approach for the solution of multi objective quadratic fractional programming (MOQFP) problem. The proposed technique is simple, ecient and requires less computational work. In the proposed FGP model formulation, corresponding objectives of equivalent multi objective programming problem are transformed into fuzzy goals membership functions) by means of assigning an aspiration level to each of them and suitable membership function is defined for each objectives. Then achievement of the highest membership value of each of fuzzy goals is formulated by minimizing the sum of negative deviational variables. The proposed methodology is illustrated with numerical example in order to support the proposed methodology. پرونده مقاله -
دسترسی آزاد مقاله
3 - A Fuzzy Goal-Programming Model for Optimization of Sustainable Supply Chain by Focusing on the Environmental and Economic Costs and Revenue: A Case Study
Mohammad Reza Zamanian Ehsan Sadeh Zeinolabedin Amini Sabegh Reza Ehtesham RasiSustainable supply chain has become an integral part of the corporate strategy. In this paper, a real case study of the natural gas supply chain has been investigated. Using concepts related to natural gas industry and the relations among the compo-nents of gas and oil چکیده کاملSustainable supply chain has become an integral part of the corporate strategy. In this paper, a real case study of the natural gas supply chain has been investigated. Using concepts related to natural gas industry and the relations among the compo-nents of gas and oil wells, refineries, storage tanks, dispatching, transmission and distribution network, a seven-level supply chain has been introduced and present-ed schematically. The aim of this paper is to optimize a case study using a fuzzy goal-programming multi-period model considering environmental and economic costs and revenue as fuzzy goals and maximize the total degree of satisfaction of goals as objective function. A small-sized problem was solved using GAMS 23.2.1 software and sensitivity analysis was conducted on its parameters. To the best of our knowledge, this is the first study that presents a fuzzy goal program-ming model for the optimization of sustainable natural gas supply chain by focus-ing on the environmental and economic costs and total revenue of gas products and the other main contribution of this research is focused to the developing of the mentioned model. پرونده مقاله -
دسترسی آزاد مقاله
4 - Fuzzy Goal Programming Model to Rolling Performance Based Budgeting by Productivity Approach (Case Study: Gas Refiner-ies in Iran)
Nouraldin Kalantari Rahmatollah Mohammadi Pour Masoud Seidi Ardashir Shiri Masoud AzizkhaniThis research presents a mathematical model for performance-based budgeting and combines it with rolling budget for increased flexibility. The model has been designed by Chebyshev's goal programming technique with fuzzy approach. The parameters or coefficients of the mo چکیده کاملThis research presents a mathematical model for performance-based budgeting and combines it with rolling budget for increased flexibility. The model has been designed by Chebyshev's goal programming technique with fuzzy approach. The parameters or coefficients of the model are derived by measuring the productivity of the organizations considering eight criteria. Data for calculating productivity indicators were collected from gas refineries of Iran in 2011–2015 and analysed by Excel and GAMS software. Then, the model was tested for determining the 2016 budget of those refineries. The model was solved by LINGO software by linking it to Excel. The solution of the model reduced 0.68% of the total refinery's budget compared with the actual budgets for 2016, which is higher than the annual budget of some of the companies in this group. پرونده مقاله -
دسترسی آزاد مقاله
5 - A Fuzzy Goal Programming Model for Efficient Portfolio Selection.
Abolfazl Kazemi Ali Shakourloo Alireza AlinezhadThis paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of pos چکیده کاملThis paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is proposed and then the proposed model is solved as a fuzzy goal programming model to fulfill aspiration level of each objective. Furthermore, numerical example of efficient portfolio selection is provided to illustrate that proposed model is versatile enough to be applicable to various unexpected conditions. This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is proposed and then the proposed model is solved as a fuzzy goal programming model to fulfill aspiration level of each objective. Furthermore, numerical example of efficient portfolio selection is provided to illustrate that proposed model is versatile enough to be applicable to various unexpected conditions. پرونده مقاله -
دسترسی آزاد مقاله
6 - Influence of fuzzy Goal Programming in Production Optimization Case study: Cement Industry
Mahmoud Modiri Saeid Moheb Rabbani Hadi Heidari GharebolaghUsing the mathematic techniques such as Fuzzy approach has useful outcomes for production planning in different sources. In this paper LGP1 was used to model the objectives such as: avoidance of shortage or surplus of demand, access to maximum of income, using the nor چکیده کاملUsing the mathematic techniques such as Fuzzy approach has useful outcomes for production planning in different sources. In this paper LGP1 was used to model the objectives such as: avoidance of shortage or surplus of demand, access to maximum of income, using the normal capacity of production and organizing the inventory of warehouse, within the framework of Goal constraints like balancing between demand and inventory, rate of production within every period and the constraints of threshold of inventory at the end of every month. On these lines, the goal programming is one of the best methods for analyzing the multi objective decision making in cement industry management. The most principal disadvantage of goal programming is that all the parameters of model should be defined carefully and all of the objectives and constraints should certainly be determined. For taking over on this problem we introduced the Fuzzy concept. In this research, the mathematic goal programming model in the cement industry is modeled by Fuzzy and absolute approach. This research is intended to answer this question, which one presents the optimal solution for production process planning, Fuzzy or absolute approach? The necessity information to do this research is obtained with using field methods, desk surveys, observations, factory documents, and interviews or questionnaires. In this article we use GP to formulize, AHP2 for grading and weighting and LINGO for solving. Afterwards, the data are entered in the formula modeled before and are solved using LINGO software. پرونده مقاله -
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7 - Extension of Portfolio Selection Problem with Fuzzy Goal Programming: A Fuzzy Allocated Portfolio Approach
Alireza Alinezhad Majid Zohrehbandian Meghdad Kian Mostafa Ekhtiari Nima EsfandiariRecently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objec چکیده کاملRecently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objective Portfolio selection (Return, Liquidity, Risk and Initial cost of Investment objectives) using MINMAX fuzzy goal programming for a Fuzzy Allocated Portfolio is considered in this research and all the main sectors of investment are assumed under uncertainty. A numerical example on stock exchange is presented to demonstrate the validity and strengths of the proposed approach. پرونده مقاله -
دسترسی آزاد مقاله
8 - Application on concurrent product design and process planning for a Bicycle design
Abbas Al-RefaieA high degree of uncertainty is incurred during the early product design and process planning stages of a bicycle. Consequently, this research presents an optimization procedure for the design of critical components of a bicycle frame and planning of their corresponding چکیده کاملA high degree of uncertainty is incurred during the early product design and process planning stages of a bicycle. Consequently, this research presents an optimization procedure for the design of critical components of a bicycle frame and planning of their corresponding processes using simulation and fuzzy goal programming (FGP). For this frame, the reliability, dependability, mass, and fatigue factor were the main quality responses. Initially, the critical bicycle’s frame components with their corresponding design parameters and tolerances were identified via technical knowledge. Designed experimentation based on the Taguchi’s array was conducted by simulation with twenty replicates for various combinations of design parameters and tolerances of the key frame components. Then, satisfactory regression models were formulated to relate each quality response with design parameters and tolerances and then inserted in the optimization model. The design parameters and tolerances and processes' means and tolerances were expressed in terms of fuzzy membership functions and their relevant goals and constraints were included in the optimization model. Finally, the objective functions were minimizing the negative and positive deviation from desired goals and maximizing process capability indices. Results showed that the FGP optimization procedure effectively achieved the desired targets of the bicycle’s quality responses and process capability indices. In conclusion, the proposed procedure can be used for optimal concurrent product and process design in a wide range of industrial applications. پرونده مقاله -
دسترسی آزاد مقاله
9 - Design of supply chain in fuzzy environment
Kandukuri Narayana Rao Kambagowni Venkata Subbaiah Ganja Veera Pratap SinghNowadays, customer expectations are increasing and organizations are prone to operate in an uncertain environment. Under this uncertain environment, the ultimate success of the firm depends on its ability to integrate business processes among supply chain partners. Supp چکیده کاملNowadays, customer expectations are increasing and organizations are prone to operate in an uncertain environment. Under this uncertain environment, the ultimate success of the firm depends on its ability to integrate business processes among supply chain partners. Supply chain management emphasizes cross-functional links to improve the competitive strategy of organizations. Now, companies are moving from decoupled decision processes towards more integrated design and control of their components to achieve the strategic fit. In this paper, a new approach is developed to design a multi-echelon, multi-facility, and multi-product supply chain in fuzzy environment. In fuzzy environment, mixed integer programming problem is formulated through fuzzy goal programming in strategic level with supply chain cost and volume flexibility as fuzzy goals. These fuzzy goals are aggregated using minimum operator. In tactical level, continuous review policy for controlling raw material inventories in supplier echelon and controlling finished product inventories in plant as well as distribution center echelon is considered as fuzzy goals. A non-linear programming model is formulated through fuzzy goal programming using minimum operator in the tactical level. The proposed approach is illustrated with a numerical example. پرونده مقاله -
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10 - A hybrid solution approach for a multi-objective closed-loop logistics network under uncertainty
Mehrdad Mehrbod Nan Tu Lixin MiaoThe design of closed-loop logistics (forward and reverse logistics) has attracted growing attention with the stringent pressures of customer expectations, environmental concerns and economic factors. This paper considers a multi-product, multi-period and multi-objective چکیده کاملThe design of closed-loop logistics (forward and reverse logistics) has attracted growing attention with the stringent pressures of customer expectations, environmental concerns and economic factors. This paper considers a multi-product, multi-period and multi-objective closed-loop logistics network model with regard to facility expansion as a facility location–allocation problem, which more closely approximates real-world conditions. A multi-objective mixed integer nonlinear programming formulation is linearized by defining new variables and adding new constraints to the model. By considering the aforementioned model under uncertainty, this paper develops a hybrid solution approach by combining an interactive fuzzy goal programming approach and robust counterpart optimization based on three well-known robust counterpart optimization formulations. Finally, this paper compares the results of the three formulations using different test scenarios and parameter-sensitive analysis in terms of the quality of the final solution, CPU time, the level of conservatism, the degree of closeness to the ideal solution, the degree of balance involved in developing a compromise solution, and satisfaction degree. پرونده مقاله -
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11 - Mathematical solution of multilevel fractional programming problem with fuzzy goal programming approach
Kailash Lachhwani Mahaveer Prasad PooniaIn this paper, we show a procedure for solving multilevel fractional programming problems in a large hierarchical decentralized organization using fuzzy goal programming approach. In the proposed method, the tolerance membership functions for the fuzzily described numer چکیده کاملIn this paper, we show a procedure for solving multilevel fractional programming problems in a large hierarchical decentralized organization using fuzzy goal programming approach. In the proposed method, the tolerance membership functions for the fuzzily described numerator and denominator part of the objective functions of all levels as well as the control vectors of the higher level decision makers are respectively defined by determining individual optimal solutions of each of the level decision makers. A possible relaxation of the higher level decision is considered for avoiding decision deadlock due to the conflicting nature of objective functions. Then, fuzzy goal programming approach is used for achieving the highest degree of each of the membership goal by minimizing negative deviational variables. We also provide sensitivity analysis with variation of tolerance values on decision vectors to show how the solution is sensitive to the change of tolerance values with the help of a numerical example. پرونده مقاله -
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12 - An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach
Semu Mitiku Kassa Teklay Hailay TsegayTri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situati چکیده کاملTri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well asn-level problems of similar structure. پرونده مقاله -
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13 - A genetic algorithm for a bi-objective mathematical model for dynamic virtual cell formation problem
Mostafa Moradgholi Mohammad Mahdi Paydar Iraj Mahdavi Javid JouzdaniNowadays, with the increasing pressure of the competitive business environment and demand for diverse products, manufacturers are force to seek for solutions that reduce production costs and rise product quality. Cellular manufacturing system (CMS), as a means to this e چکیده کاملNowadays, with the increasing pressure of the competitive business environment and demand for diverse products, manufacturers are force to seek for solutions that reduce production costs and rise product quality. Cellular manufacturing system (CMS), as a means to this end, has been a point of attraction to both researchers and practitioners. Limitations of cell formation problem (CFP), as one of important topics in CMS, have led to the introduction of virtual CMS (VCMS). This research addresses a bi-objective dynamic virtual cell formation problem (DVCFP) with the objective of finding the optimal formation of cells, considering the material handling costs, fixed machine installation costs and variable production costs of machines and workforce. Furthermore, we consider different skills on different machines in workforce assignment in a multi-period planning horizon. The bi-objective model is transformed to a single-objective fuzzy goal programming model and to show its performance; numerical examples are solved using the LINGO software. In addition, genetic algorithm (GA) is customized to tackle large-scale instances of the problems to show the performance of the solution method. پرونده مقاله -
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14 - Modified FGP approach and MATLAB program for solving multi-level linear fractional programming problems
Kailash Lachhwani Suresh NehraIn this paper, we present modified fuzzy goal programming (FGP) approach and generalized MATLAB program for solving multi-level linear fractional programming problems (ML-LFPPs) based on with some major modifications in earlier FGP algorithms. In proposed modified FGP a چکیده کاملIn this paper, we present modified fuzzy goal programming (FGP) approach and generalized MATLAB program for solving multi-level linear fractional programming problems (ML-LFPPs) based on with some major modifications in earlier FGP algorithms. In proposed modified FGP approach, solution preferences by the decision makers at each level are not considered and fuzzy goal for the decision vectors is defined using individual best solutions. The proposed modified algorithm as well as MATLAB program simplifies the earlier algorithm on ML-LFPP by eliminating solution preferences by the decision makers at each level, thereby avoiding difficulties associate with multi-level programming problems and decision deadlock situation. The proposed modified technique is simple, efficient and requires less computational efforts in comparison of earlier FGP techniques. Also, the proposed coding of generalized MATLAB program based on this modified approach for solving ML-LFPPs is the unique programming tool toward dealing with such complex mathematical problems with MATLAB. This software based program is useful and user can directly obtain compromise optimal solution of ML-LFPPs with it. The aim of this paper is to present modified FGP technique and generalized MATLAB program to obtain compromise optimal solution of ML-LFP problems in simple and efficient manner. A comparative analysis is also carried out with numerical example in order to show efficiency of proposed modified approach and to demonstrate functionality of MATLAB program. پرونده مقاله -
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15 - TOPSIS approach to linear fractional bi-level MODM problem based on fuzzy goal programming
Partha Pratim Dey Surapati Pramanik Bibhas C. GiriThe objective of this paper is to present a technique for order preference by similarity to ideal solution (TOPSIS) algorithm to linear fractional bi-level multi-objective decision-making problem. TOPSIS is used to yield most appropriate alternative from a finite set of چکیده کاملThe objective of this paper is to present a technique for order preference by similarity to ideal solution (TOPSIS) algorithm to linear fractional bi-level multi-objective decision-making problem. TOPSIS is used to yield most appropriate alternative from a finite set of alternatives based upon simultaneous shortest distance from positive ideal solution (PIS) and furthest distance from negative ideal solution (NIS). In the proposed approach, first, the PIS and NIS for both levels are determined and the membership functions of distance functions from PIS and NIS of both levels are formulated. Linearization technique is used in order to transform the non-linear membership functions into equivalent linear membership functions and then normalize them. A possible relaxation on decision for both levels is considered for avoiding decision deadlock. Then fuzzy goal programming models are developed to achieve compromise solution of the problem by minimizing the negative deviational variables. Distance function is used to identify the optimal compromise solution. The paper presents a hybrid model of TOPSIS and fuzzy goal programming. An illustrative numerical example is solved to clarify the proposed approach. Finally, to demonstrate the efficiency of the proposed approach, the obtained solution is compared with the solution derived from existing methods in the literature. پرونده مقاله -
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16 - طراحی مدل برنامه‌ریزی آرمانی فازی شبکه تأمین حلقه بسته سبز جهت یکپارچه‌سازی جریان مالی و فیزیکی
شهرام مخلص آبادی محمدرضا کاباران زاده قدیم حسنعلی آقاجانی کاسه گر محمد مهدی موحدیدنیای امروز بیشتر از هر زمانی رقابتی شده است؛ بنابراین به منظور بقاء در چنین محیطی برای سازمان‌ها، دارا بودن کالای قابل بازیافت و سازگار با محیط‌زیست، مدیریت شبکه تأمین به مسأله-ای ضروری تبدیل شده است. هدف مقاله حاضر طراحی یک شبکه حلقه بسته سبز به منظور یکپارچه‌سازی جری چکیده کاملدنیای امروز بیشتر از هر زمانی رقابتی شده است؛ بنابراین به منظور بقاء در چنین محیطی برای سازمان‌ها، دارا بودن کالای قابل بازیافت و سازگار با محیط‌زیست، مدیریت شبکه تأمین به مسأله-ای ضروری تبدیل شده است. هدف مقاله حاضر طراحی یک شبکه حلقه بسته سبز به منظور یکپارچه‌سازی جریانات مالی و فیزیکی است. نوآوری مقاله حاضر طراحی مدل چهار هدفه، جهت کمینه‌سازی انحرافات شاخص‌های مالی از حدود مطلوب؛ هزینه‌ها؛ میزان انتشار گازهای آلاینده در سراسر شبکه زیست‌محیطی و حداکثر نمودن سودکل صاحبان سهام با استفاده از مدل‌سازی ریاضی برنامه‌ریزی آرمانی فازی با در نظر گرفتن جریانات مالی و یکپارچه‌سازی آن با جریان فیزیکی می‌باشد. مدل‌سازی مسأله برنامه‌ریزی آرمانی فازی در یک شبکه تأمین چند سطحی، چند دوره‌ای و چند محصولی با هدف بیشینه نمودن ثروت سهامداران است. برای مواجهه با ماهیت چند هدفه مدل، از روش برنامه‌ریزی آرمانی فازی استفاده شده است. مدل در صنعت لبنیات دامداران طراحی و اجرا شده است. آزمون مدل پیشنهادی با استفاده از نرم افزارگمز 24 و حل‌کننده CPLEX به روش دقیق اپسیلون محدودیت، صورت پذیرفته است. نتایج مدل‌سازی حل مدل عددی، اهمیت نقش نسبت‌های مالی و در نظر گرفتن هم‌زمان ابعاد عملیاتی– مالی در مدل ریاضی برای کسب مزیت رقابتی پایدار را نشان می‌دهد. پرونده مقاله -
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17 - طراحی و حل مدل متوازن سازی مجدد سبد سهام چند هدفه با روش ترکیبی شبیه سازی و برنامه ریزی آرمانی فازی
حسین دیده خانی زینب فریدونی کوچکسراییتوانایی انتخاب بهینه‌ترین تغییر در ترکیب سبد دارایی‌ها، سرمایه‌گذار را به بالاترین سطح کارایی و اثربخشی در امر سرمایه‌گذاری در شرایط پویا و پر از تغییر بازار سرمایه می‌رساند. متوازن سازی مجدد پرتفوی، از طریق تغییر در ترکیب اوزان سهام، حذف سهام، خرید و فروش سهام و ... صو چکیده کاملتوانایی انتخاب بهینه‌ترین تغییر در ترکیب سبد دارایی‌ها، سرمایه‌گذار را به بالاترین سطح کارایی و اثربخشی در امر سرمایه‌گذاری در شرایط پویا و پر از تغییر بازار سرمایه می‌رساند. متوازن سازی مجدد پرتفوی، از طریق تغییر در ترکیب اوزان سهام، حذف سهام، خرید و فروش سهام و ... صورت می‌گیرد. از این‌رو در این پژوهش به حل یک مدل متوازن سازی مجدد سبد سهام چندهدفه با پارامترهای فازی پرداخته شد. معیارها یا اهداف در نظر گرفته شده در این تحقیق بازده، ریسک، نقدینگی و عدم قطعیت می‌باشند. همچنین هزینه‌های معاملاتی با توجه به اهمیت آن، به عنوان یک معیار فرعی در نرخ بازده خالص در نظر گرفته می‌شود. مدل متوازن سازی مجدد سبد سهام چندهدفه با پارامترهای فازی توسط برنامه ریزی آرمانی فازی و یک الگوریتم هوشمند ترکیبی که شبیه سازی فازی را با یک الگوریتم ژنتیک ترکیب می‌کند حل می‌گردد. نتایج حاصل حاکی از اثربخشی رویکرد حل و کارایی مدل در کاربردهای عملی با در نظر گرفتن سطوح متفاوتی از سرمایه‌گذاران می‌باشد. پرونده مقاله
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