Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran

<table class="table-group" id="tab4"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left">Function</td><td align="center">Utopia</td><td align="center">Nadir</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left"><span style="width: 27.012501px;"><svg height="15.25" id="M208" style="vertical-align:-3.276pt" version="1.1" viewbox="0 0 27.012501 15.25" width="27.012501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,11.112)"><path d="M535 230h-483v50h483v-50z" id="x2212"></path></g><g transform="matrix(.017,-0,0,-.017,10.041,11.112)"><path d="M599 650l-18 -160l-30 -2q-2 70 -11 94q-5 16 -26 24t-75 8h-94q-27 0 -33.5 -6.5t-12.5 -32.5l-43 -226h108q52 0 72.5 5t31 18t28.5 52h28l-40 -200h-28q-1 42 -6 56.5t-24.5 21t-70.5 6.5h-108l-32 -177q-13 -65 1 -80.5t88 -22.5l-8 -28h-279l6 28q61 5 77.5 20.5
t29.5 81.5l72 387l7.5 40.5t1 26.5t-4 18t-15.5 10t-24 6t-37 4l8 28h461z" id="x1D439"></path></g>
<g transform="matrix(.012,-0,0,-.012,20.613,15.187)"><path d="M384 0h-275v27q67 5 81.5 18.5t14.5 68.5v385q0 38 -7.5 47.5t-40.5 10.5l-48 2v24q85 15 178 52v-521q0 -55 14.5 -68.5t82.5 -18.5v-27z" id="x31"></path></g>
</svg></span></td><td align="center">−0.0000182639</td><td align="center">−0.006777075</td></tr><tr><td align="left"><span style="width: 17.0375px;"><svg height="15.25" id="M209" style="vertical-align:-3.276pt" version="1.1" viewbox="0 0 17.0375 15.25" width="17.0375" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,11.112)"><path d="M599 650l-18 -160l-30 -2q-2 70 -11 94q-5 16 -26 24t-75 8h-94q-27 0 -33.5 -6.5t-12.5 -32.5l-43 -226h108q52 0 72.5 5t31 18t28.5 52h28l-40 -200h-28q-1 42 -6 56.5t-24.5 21t-70.5 6.5h-108l-32 -177q-13 -65 1 -80.5t88 -22.5l-8 -28h-279l6 28q61 5 77.5 20.5
t29.5 81.5l72 387l7.5 40.5t1 26.5t-4 18t-15.5 10t-24 6t-37 4l8 28h461z" id="x1D439"></path></g>
<g transform="matrix(.012,-0,0,-.012,10.637,15.187)"><path d="M412 140l28 -9q0 -2 -35 -131h-373v23q112 112 161 170q59 70 92 127t33 115q0 63 -31 98t-86 35q-75 0 -137 -93l-22 20l57 81q55 59 135 59q69 0 118.5 -46.5t49.5 -122.5q0 -62 -29.5 -114t-102.5 -130l-141 -149h186q42 0 58.5 10.5t38.5 56.5z" id="x32"></path></g>
</svg></span></td><td align="center">0.00034902100</td><td align="center">0.0000849730</td></tr><tr><td align="left"><span style="width: 27.012501px;"><svg height="15.4" id="M210" style="vertical-align:-3.39066pt" version="1.1" viewbox="0 0 27.012501 15.4" width="27.012501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,11.112)"><path d="M535 230h-483v50h483v-50z" id="x2212"></path></g><g transform="matrix(.017,-0,0,-.017,10.041,11.112)"><path d="M599 650l-18 -160l-30 -2q-2 70 -11 94q-5 16 -26 24t-75 8h-94q-27 0 -33.5 -6.5t-12.5 -32.5l-43 -226h108q52 0 72.5 5t31 18t28.5 52h28l-40 -200h-28q-1 42 -6 56.5t-24.5 21t-70.5 6.5h-108l-32 -177q-13 -65 1 -80.5t88 -22.5l-8 -28h-279l6 28q61 5 77.5 20.5
t29.5 81.5l72 387l7.5 40.5t1 26.5t-4 18t-15.5 10t-24 6t-37 4l8 28h461z" id="x1D439"></path></g>
<g transform="matrix(.012,-0,0,-.012,20.613,15.187)"><path d="M285 378v-2q65 -13 102 -54.5t37 -97.5q0 -57 -30.5 -104.5t-74 -75t-85.5 -42t-72 -14.5q-31 0 -59.5 11t-40.5 23q-19 18 -16 36q1 16 23 33q13 10 24 0q58 -51 124 -51q55 0 88 40t33 112q0 64 -39 96.5t-88 32.5q-29 0 -64 -11l-6 29q77 25 118 57.5t41 84.5
q0 45 -26.5 69.5t-68.5 24.5q-67 0 -120 -79l-20 20l43 63q51 56 127 56h1q66 0 107 -37t41 -95q0 -42 -31 -71q-22 -23 -68 -54z" id="x33"></path></g>
</svg></span></td><td align="center">0.29488520000</td><td align="center">−0.212363600</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Utopia and nadir values related to each one of the objectives.

Chinese Journal of Mathematics

tab4

Table 4

Table 4: Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran 