A simple augmented ∊-constraint (SAUGMECON) method is put forward to generate all non-dominated solutions of multi-objective integer programming (MOIP) problems. The SAUGMECON method is a variant of the augmented ∊-constraint (AUGMECON) method proposed in 2009 and improved in 2013 by...

Purpose -Asset liability management is a multi-dimensional set of activities. Against this backdrop, the purpose of this paper is to build a goal programming model for optimally determining the asset allocation and liability composition for Indian Banks. Design/methodology/approach -The...

Recently, there is a growing concern about the environmental and social footprint of business operations. While most of the papers in the field of supply chain network design focus on economic performance, recently, some studies have considered environmental dimensions.

In this paper we study the problem of optimization over an integer efficient set of a Multiple Objective Integer Linear Stochastic Programming problem. Once the problem is converted into a deterministic one by adapting the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$2$$</EquationSource> </InlineEquation>-levels recourse approach, a new pivoting technique is applied to...</equationsource></inlineequation>

Purpose – Asset liability management is a multi-dimensional set of activities. Against this backdrop, the purpose of this paper is to build a goal programming model for optimally determining the asset allocation and liability composition for Indian Banks. Design/methodology/approach – The...

Lack of discrimination power and poor weight dispersion remain major issues in Data Envelopment Analysis (DEA). Since the initial multiple criteria DEA (MCDEA) model developed in the late 1990s, only goal programming approaches; that is, the GPDEA-CCR and GPDEA-BCC were introduced for solving...