Solving fully neutrosophic linear programming problem with application to stock portfolio selection

Solving fully neutrosophic linear programming problem with application to stock portfolio selection
Author: Hamiden Abd El-Wahed Khalifa
Publisher: Infinite Study
Total Pages: 13
Release:
Genre: Mathematics
ISBN:

Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy set for representing the uncertainty, inconsistency, and incomplete knowledge about the real world problems. In this paper, a neutrosophic linear programming (NLP) problem with single-valued trapezoidal neutrosophic numbers is formulated and solved. A new method based on the so-called score function to find the neutrosophic optimal solution of fully neutrosophic linear programming (FNLP) problem is proposed.

Solving fully neutrosophic linear programming problem with application to stock portfolio selection

Solving fully neutrosophic linear programming problem with application to stock portfolio selection
Author: Hamiden Abd El-Wahed Khalifa
Publisher: Infinite Study
Total Pages: 13
Release:
Genre: Mathematics
ISBN:

Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy set for representing the uncertainty, inconsistency, and incomplete knowledge about the real world problems. In this paper, a neutrosophic linear programming (NLP) problem with single-valued trapezoidal neutrosophic numbers is formulated and solved. A new method based on the so-called score function to find the neutrosophic optimal solution of fully neutrosophic linear programming (FNLP) problem is proposed.

A novel method for solving the fully neutrosophic linear programming problems

A novel method for solving the fully neutrosophic linear programming problems
Author: Mohamed Abdel-Basset
Publisher: Infinite Study
Total Pages: 11
Release:
Genre: Mathematics
ISBN:

The most widely used technique for solving and optimizing a real-life problem is linear programming (LP), due to its simplicity and efficiency. However, in order to handle the impreciseness in the data, the neutrosophic set theory plays a vital role which makes a simulation of the decision-making process of humans by considering all aspects of decision (i.e., agree, not sure and disagree). By keeping the advantages of it, in the present work, we have introduced the neutrosophic LP models where their parameters are represented with a trapezoidal neutrosophic numbers and presented a technique for solving them. The presented approach has been illustrated with some numerical examples and shows their superiority with the state of the art by comparison. Finally, we conclude that proposed approach is simpler, efficient and capable of solving the LP models as compared to other methods.

A novel method for solving the fully neutrosophic linear programming problems

A novel method for solving the fully neutrosophic linear programming problems
Author: Mohamed Abdel-Basset
Publisher: Infinite Study
Total Pages: 12
Release: 2018-02-24
Genre: Business & Economics
ISBN:

The most widely used technique for solving and optimizing a real-life problem is linear programming (LP), due to its simplicity and efficiency. However, in order to handle the impreciseness in the data, the neutrosophic set theory plays a vital role which makes a simulation of the decision-making process of humans by considering all aspects of decision (i.e., agree, not sure and disagree). By keeping the advantages of it, in the present work, we have introduced the neutrosophic LP models where their parameters are represented with a trapezoidal neutrosophic numbers and presented a technique for solving them. The presented approach has been illustrated with some numerical examples and shows their superiority with the state of the art by comparison. Finally, we conclude that proposed approach is simpler, efficient and capable of solving the LP models as compared to other methods.

An Optimized Method for Solving Membership-based Neutrosophic Linear Programming Problems

An Optimized Method for Solving Membership-based Neutrosophic Linear Programming Problems
Author: Amirhossein Nafei
Publisher: Infinite Study
Total Pages: 8
Release: 2023-01-01
Genre: Mathematics
ISBN:

Linear Programming (LP) is an essential approach in mathematical programming because it is a viable technique used for addressing linear systems involving linear parameters and continuous constraints. The most important use of LP resides in solving the issues requiring resource management. Because many real-world issues are too complicated to be accurately characterized, indeterminacy is often present in every engineering planning process. Neutrosophic logic, which is an application of intuitionistic fuzzy sets, is a useful logic for dealing with indeterminacy. Neutrosophic Linear Programming (NLP) issues are essential in neutrosophic modelling because they may express uncertainty in the physical universe. Numerous techniques have been proposed to alleviate NLP difficulties. On the surface, the current approaches in the specialized literature are unable to tackle issues with non-deterministic variables. In other words, no method for solving a truly neutrosophic problem has been offered. For the first time, a unique approach is provided for tackling Fully Neutrosophic Linear Programming (FNLP) problems in this study. The proposed study uses a decomposition method to break the FNLP problem into three separate bounded problems. Then, these problems are solved using simplex techniques. Unlike other existing methods, the proposed method can solve NLP problems with neutrosophic values for variables. In this research, the decision-makers have the freedom to consider the variables with neutrosophic structure, while obtaining the optimal objective value as a crisp number. It should also be noted that the typical NLP problems, which can be solved by means of the existing methods, can also be solved through the method proposed in this paper.

Neutrosophic Sets and Systems, Vol. 46, 2021

Neutrosophic Sets and Systems, Vol. 46, 2021
Author: Florentin Smarandache
Publisher: Infinite Study
Total Pages: 487
Release: 2021-10-19
Genre: Antiques & Collectibles
ISBN:

Papers on neutrosophic programming, neutrosophic hypersoft set, neutrosophic topological spaces, NeutroAlgebra, NeutroGeometry, AntiGeometry, NeutroNearRings, neutrosophic differential equations, etc.

Neutrosophic Linear Programming Problems

Neutrosophic Linear Programming Problems
Author: Abdel-Nasser Hussian
Publisher: Infinite Study
Total Pages: 13
Release:
Genre:
ISBN:

Smarandache presented neutrosophic theory as a tool for handling undetermined information. Wang et al. introduced a single valued neutrosophic set that is a special neutrosophic sets and can be used expediently to deal with real-world problems, especially in decision support.

A New Method for Solving Interval Neutrosophic Linear Programming Problems

A New Method for Solving Interval Neutrosophic Linear Programming Problems
Author: Amirhossein Nafei
Publisher: Infinite Study
Total Pages: 13
Release:
Genre: Mathematics
ISBN:

Neutrosophic set theory is a generalization of the intuitionistic fuzzy set which can be considered as a powerful tool to express the indeterminacy and inconsistent information that exist commonly in engineering applications and real meaningful science activities. In this paper an interval neutrosophic linear programming (INLP) model will be presented, where its parameters are represented by triangular interval neutrosophic numbers (TINNs) and call it INLP problem. Afterward, by using a ranking function we present a technique to convert the INLP problem into a crisp model and then solve it by standard methods.

Neutrosophic Sets and Systems, vol. 51/2022

Neutrosophic Sets and Systems, vol. 51/2022
Author: Florentin Smarandache
Publisher: Infinite Study
Total Pages: 970
Release: 2022-09-01
Genre: Mathematics
ISBN:

Linear and Mixed Integer Programming for Portfolio Optimization

Linear and Mixed Integer Programming for Portfolio Optimization
Author: Renata Mansini
Publisher: Springer
Total Pages: 131
Release: 2015-06-10
Genre: Business & Economics
ISBN: 3319184822

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.