This article presents a fuzzy goal programming (FGP) procedure for solving quadratic bilevel programming problems (QBLPP). In the proposed approach, the membership functions for the defined fuzzy objective goals of the decision makers (DM) at both the levels are developed first. Then, a quadratic pr
โฆ LIBER โฆ
A quadratic programming procedure
โ Scribed by Clifford Hildreth
- Publisher
- John Wiley and Sons
- Year
- 1957
- Tongue
- English
- Weight
- 301 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0894-069X
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Portfolio optimization is a procedure for generating a portfolio composition which yields the highest return for a given level of risk or a minimum risk for given level of return. The problem can be formulated as a quadratic programming problem. We shall present a new and efticient optimization proc