In this paper, we establish a strong duality theorem for a pair of Mond–Weir type second-order nondifferentiable symmetric dual problems. This removes certain inconsistencies in some of the earlier results.

In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...

In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...

In 1997 two papers applying the metaheuristics Tabu Search (TS) and Heuristic Concentration (HC) to the p-median problem were published in consecutive volumes of the European Journal of Operational Research. Here we apply the method of HC some of the data sets which were used for computational...

In 1997 two papers_new applying the metaheuristics Tabu Search (TS) and Heuristic Concentration (HC) tothe p-median problem were published in consecutive volumes of the European Journal of OperationalResearch. Here we apply the method of HC some of the data sets which were used for...