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3. A Review of Goal Programming

Author

Jones, Dylan, Tamiz, Mehrdad, Price, Camille C., Series editor, Zhu, Joe, Series editor, Hillier, Frederick S., Series editor, Greco, Salvatore, editor, Ehrgott, Matthias, editor, and Figueira, José Rui, editor

Published
2016
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15. Optimal Bed Allocation in Hospitals

Author

Li, Xiaodong, Beullens, Patrick, Jones, Dylan, Tamiz, Mehrdad, Beckmann, G., editor, Künzi, H. P., editor, Fandel, G., editor, Trockel, W., editor, Barichard, Vincent, editor, Ehrgott, Matthias, editor, Gandibleux, Xavier, editor, and T'Kindt, Vincent, editor

Published
2009
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16. Introduction

Author

Tamiz, Mehrdad, Fandel, G., editor, Trockel, W., editor, and Tamiz, Mehrdad, editor

Published
1996
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22. Using Taguchi method for post optimality analysis in MCDM

Author

Khorramshahgol, Reza and Tamiz, Mehrdad

Subjects
Multiple criteria decision making -- Methods, Taguchi methods (Quality control) -- Usage, Business, international
Abstract

Byline: Reza Khorramshahgol, Mehrdad Tamiz The aim of this research is to use Taguchi's loss function to assess the loss associated with a solution provided by a particular Multi-Criteria Decision Making (MCDM) method. Although the idea proposed in this paper, derived from Taguchi's philosophy and his idea of social loss, can be invariably applied to any MCDM method, the paper utilises Goal Programming (GP) to illustrate the applicability of the proposed method.

Published
2007

24. Goal programming with extended factors for portfolio selection.

Author

Tamiz, Mehrdad and Azmi, Rania A.

Subjects
GOAL programming, DOW Jones industrial average
Abstract

This paper proposes and examines the use of several stock‐related factors, called extended factors, for portfolio selection. These factors, including the traditional factors of risk and return, are represented as objectives in weighted goal programming (WGP) models. Several WGP models with passive and active target values and various weights for their unwanted deviational variables in their achievement functions have been developed. The weights and target values of the extended factors represent decision makers' utility toward their portfolio. The resulting portfolios for the proposed models are compared against each other as well as against the Dow Jones Industrial Average index and portfolios obtained from the well‐established Markowitz and Konno and Yamazaki's models. The experimental results strongly support the use of extended factors for portfolio selection problems and the assumption of meeting decision maker's preferences and utilities better than the portfolios based entirely on risk and return. [ABSTRACT FROM AUTHOR]

Published
2019
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25. Experimental Investigation of an Interior Search Method Within a Simplex Framework.

Author

Mitra, Gautam, Tamiz, Mehrdad, and Yadegar, Joseph

Subjects
*LINEAR programming, *ALGORITHMS
Abstract

Reports on a feasible direction method for solving Linear Programming problems followed by a procedure for purifying a non-basic solution to an improved extreme point solution. Design of the algorithm; Termination of the interior search step at a boundary point which is usually non-basic; Possible applications of the method.

Published
1988
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34. SELECTING PORTFOLIOS BASED ON SHARPE, TREYNOR AND GOAL PROGRAMMING METHODOLOGIES: APPLICATIONS TO MUTUAL FUNDS IN THE UK AND EGYPT.

Author

Tamiz, Mehrdad, Azmi, Rania A., and Jones, Dylan

Abstract

Copyright of Arab Journal of Administrative Sciences is the property of Kuwait University, Academic Publication Council and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2011

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