En esta comunicación hacemos un estudio e interpretación de los precios sombra para modelos linea... more En esta comunicación hacemos un estudio e interpretación de los precios sombra para modelos lineales en los que la solución óptima resulta degenerada. Comprobamos que en este caso, el problema dual proporciona una estimación arriesgada de la modificación de la función objetivo al variar uno de los términos independientes, y por tanto, no resulta útil en la toma de decisiones si no se completa la información con un estudio más detallado. Tras un desarrollo teórico del caso degenerado, proponemos efectuar un análisis paramétrico del vector de recursos junto con un análisis de sensibilidad y mostramos la utilidad del paquete de programación LINDO® para realizar este estudio en las aulas. Por último resolvemos un ejemplo numérico en el que aplicamos todas las técnicas descritas.
Suma Revista Sobre Ensenanza Y Aprendizaje De Las Matematicas, 2012
De Leonhard Euler (1707-1783) se ha escrito mucho en esta y otras publicaciones, asi que no voy a... more De Leonhard Euler (1707-1783) se ha escrito mucho en esta y otras publicaciones, asi que no voy a descubrir a estas alturas su brillantez en todos los campos de la matematica y de la fisica. Sin embargo, un aspecto menos tratado es su interes por la musica. en el debut de Musymaticas, incorporamos discretamente algunas de las aportaciones de Euler acerca de la conveniencia de usar el numero 7 en la musica (Liern, 2008). Pero a veces, como en este caso, se tiene el privilegio de que sea algun lector quien te sugiere ahondar mas en algun aspecto que puede resultarnos interesante. esto, ademas de la satisfaccion de hacerte sentir acompanado en la seccion, te anima a dar una respuesta mas elaborada.
International Journal of Theoretical Physics, 2000
After an analysis of some types of symplectic bundles, we use seeded fiberbundles to find laws of... more After an analysis of some types of symplectic bundles, we use seeded fiberbundles to find laws of conservation in relativity from different dynamical groups.By using the concept of dynamical group in a bundle, we obtain an extensionof Noether's theorem to fiber bundle structures.
This paper presents a new possibilistic programming approach to the portfolio selection problem. ... more This paper presents a new possibilistic programming approach to the portfolio selection problem. It is based on two issues: the approximation of the rates of return on securities by means of fuzzy numbers of trapezoidal form, for which we use the interval-valued ex-pectation defined by Dubois and Prade (1987), and the perception that down-side risk is a more realistic description of an investor’s preferences. We use a data set from the Spanish stock market to illustrate the performance of our method.
2011 11th International Conference on Intelligent Systems Design and Applications, 2011
We present an algorithm for analyzing the geometry of the efficient frontier of the portfolio sel... more We present an algorithm for analyzing the geometry of the efficient frontier of the portfolio selection problem with semicontinuous variable and cardinality constraints, and use it as a basis to solve a fuzzy version of the problem, designed to obtain efficient portfolios, in the Markowitz's sense, for which the trade-off between expected return and assumed risk fits better the investor's subjective criteria. We illustrate our proposal with an example solved with LINGO and Mathematica.
FLP problems are perhaps one of the most and best studied topics of Soft Computing, and are among... more FLP problems are perhaps one of the most and best studied topics of Soft Computing, and are among the most fruitful in applications and in theoretical and practical results. Areas of application of FLP problems are many and varied and in fact suppose an extraordinary example of technology transfer in action. In this paper, Fuzzy Linear Programming models are applied
In this paper we introduce a fuzzy method to deal with infeasibility in linearly constrained prog... more In this paper we introduce a fuzzy method to deal with infeasibility in linearly constrained programs. Given an infeasible instance, we determine how much we should perturb the right-hand side coefficients in order to attain feasibility and propose a ‘feasible reformulation’ of the problem. Although we prove that our algorithm always finds such a reformulation the convenience of using it
Page 1. A Hybrid Meta-Heuristic to Solve the Portfolio Selection Problem José M. Cadenas 1 Juan V... more Page 1. A Hybrid Meta-Heuristic to Solve the Portfolio Selection Problem José M. Cadenas 1 Juan V. Carrillo 1 M. Carmen Garrido 1 Carlos Ivorra 2 Teresa Lamata 3 Vicente Liern 2 1.Dep. Ingenierıa de la Información y las Comunicaciones. Universidad de Murcia. 2.Dep. ...
We propose a genetic algorithm for the fuzzy p-median problem in which the optimal transport cost... more We propose a genetic algorithm for the fuzzy p-median problem in which the optimal transport cost of the associated crisp problem is unknown. Our algorithm works with two populations: in one, the solutions with a better crisp transport cost are favored by the selection criterion, whereas in the second one, solutions with a better fuzzy satisfaction level are preferred. These
En esta comunicación hacemos un estudio e interpretación de los precios sombra para modelos linea... more En esta comunicación hacemos un estudio e interpretación de los precios sombra para modelos lineales en los que la solución óptima resulta degenerada. Comprobamos que en este caso, el problema dual proporciona una estimación arriesgada de la modificación de la función objetivo al variar uno de los términos independientes, y por tanto, no resulta útil en la toma de decisiones si no se completa la información con un estudio más detallado. Tras un desarrollo teórico del caso degenerado, proponemos efectuar un análisis paramétrico del vector de recursos junto con un análisis de sensibilidad y mostramos la utilidad del paquete de programación LINDO® para realizar este estudio en las aulas. Por último resolvemos un ejemplo numérico en el que aplicamos todas las técnicas descritas.
Suma Revista Sobre Ensenanza Y Aprendizaje De Las Matematicas, 2012
De Leonhard Euler (1707-1783) se ha escrito mucho en esta y otras publicaciones, asi que no voy a... more De Leonhard Euler (1707-1783) se ha escrito mucho en esta y otras publicaciones, asi que no voy a descubrir a estas alturas su brillantez en todos los campos de la matematica y de la fisica. Sin embargo, un aspecto menos tratado es su interes por la musica. en el debut de Musymaticas, incorporamos discretamente algunas de las aportaciones de Euler acerca de la conveniencia de usar el numero 7 en la musica (Liern, 2008). Pero a veces, como en este caso, se tiene el privilegio de que sea algun lector quien te sugiere ahondar mas en algun aspecto que puede resultarnos interesante. esto, ademas de la satisfaccion de hacerte sentir acompanado en la seccion, te anima a dar una respuesta mas elaborada.
International Journal of Theoretical Physics, 2000
After an analysis of some types of symplectic bundles, we use seeded fiberbundles to find laws of... more After an analysis of some types of symplectic bundles, we use seeded fiberbundles to find laws of conservation in relativity from different dynamical groups.By using the concept of dynamical group in a bundle, we obtain an extensionof Noether's theorem to fiber bundle structures.
This paper presents a new possibilistic programming approach to the portfolio selection problem. ... more This paper presents a new possibilistic programming approach to the portfolio selection problem. It is based on two issues: the approximation of the rates of return on securities by means of fuzzy numbers of trapezoidal form, for which we use the interval-valued ex-pectation defined by Dubois and Prade (1987), and the perception that down-side risk is a more realistic description of an investor’s preferences. We use a data set from the Spanish stock market to illustrate the performance of our method.
2011 11th International Conference on Intelligent Systems Design and Applications, 2011
We present an algorithm for analyzing the geometry of the efficient frontier of the portfolio sel... more We present an algorithm for analyzing the geometry of the efficient frontier of the portfolio selection problem with semicontinuous variable and cardinality constraints, and use it as a basis to solve a fuzzy version of the problem, designed to obtain efficient portfolios, in the Markowitz's sense, for which the trade-off between expected return and assumed risk fits better the investor's subjective criteria. We illustrate our proposal with an example solved with LINGO and Mathematica.
FLP problems are perhaps one of the most and best studied topics of Soft Computing, and are among... more FLP problems are perhaps one of the most and best studied topics of Soft Computing, and are among the most fruitful in applications and in theoretical and practical results. Areas of application of FLP problems are many and varied and in fact suppose an extraordinary example of technology transfer in action. In this paper, Fuzzy Linear Programming models are applied
In this paper we introduce a fuzzy method to deal with infeasibility in linearly constrained prog... more In this paper we introduce a fuzzy method to deal with infeasibility in linearly constrained programs. Given an infeasible instance, we determine how much we should perturb the right-hand side coefficients in order to attain feasibility and propose a ‘feasible reformulation’ of the problem. Although we prove that our algorithm always finds such a reformulation the convenience of using it
Page 1. A Hybrid Meta-Heuristic to Solve the Portfolio Selection Problem José M. Cadenas 1 Juan V... more Page 1. A Hybrid Meta-Heuristic to Solve the Portfolio Selection Problem José M. Cadenas 1 Juan V. Carrillo 1 M. Carmen Garrido 1 Carlos Ivorra 2 Teresa Lamata 3 Vicente Liern 2 1.Dep. Ingenierıa de la Información y las Comunicaciones. Universidad de Murcia. 2.Dep. ...
We propose a genetic algorithm for the fuzzy p-median problem in which the optimal transport cost... more We propose a genetic algorithm for the fuzzy p-median problem in which the optimal transport cost of the associated crisp problem is unknown. Our algorithm works with two populations: in one, the solutions with a better crisp transport cost are favored by the selection criterion, whereas in the second one, solutions with a better fuzzy satisfaction level are preferred. These
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