This chapter presents the survey of selected linear and mixed integer programming multi-objective portfolio optimization. The definitions of selected percentile risk measures are presented. Some contrasts and similarities of the different types of portfolio formulations are drawn out. The survey...

This chapter presents selected multiobjective methods for multiperiod portfolio optimization problem. Portfolio models are formulated as multicriteria mixed integer programs. Reference point method together with weighting approach is proposed. The portfolio selection problem considered is based...

This chapter presents the portfolio optimization problem formulated as a multi-criteria mixed integer program. Weighting and lexicographic approach are proposed. The portfolio selection problem considered is based on a single-period model of investment. An extension of the Markowitz portfolio...

The purpose of this chapter is to optimize multi-criteria formulation for green vehicle routing problems by mixed integer programming. This research is about the road freight transportation of a Spanish company of groceries. This company has more power in the north of Spain and hence it was...

The purpose of this chapter is to solve multi-objective formulation for traveling salesman and transportation problems. Computations are based on real data for the road freight transportation of a Spanish company. The company was selected because of its importance in Spanish economy and market....