scholarly journals OPTIMALISASI PEMILIHAN PORTOFOLIO SAHAM MENGGUNAKAN FUZZY LINEAR PROGRAMMING BERBASIS KOMPUTER

2021 ◽  
Vol 3 (2) ◽  
Author(s):  
Ngarap Imanuel Manik ◽  
Aga Rasyidi Sukandar
Keyword(s):  
Linear Programming ◽  
Fuzzy Linear Programming

Berinvestasi pada bidang saham semakin diminati akhir-akhir ini. Untuk mendapatkan keuntungan yang maksimal dalam bertransaksi, ada kalanya perlu dibuat sebuah portofolio. Dalam makalah ini dibahas pendekatan <em>Fuzzy Linear Programming</em> untuk mengoptimasi pemilihan portofolio saham pada model Markowitz. Program komputer berbasis bahasa pemrograman PHP juga telah dibuat untuk mempermudah dan meningkatkan akurasi dalam penghitungan alokasi optimal pada pemilihan portofolio tersebut. Hasil dari program komputer yang dibuat dapat menganalisa secara pasif  45 saham terbaik yang terdapat di Bursa Efek Indonesia.

Multi-Objective Fuzzy Linear Programming for Land Allocation under Different Crops in Bhagwanpur Distributary

2019 ◽  
Vol 6 (04) ◽  
Author(s):  
ASHUTOSH UPADHYAYA
Keyword(s):  
Linear Programming ◽  
Crop Production ◽  
Fuzzy Linear Programming ◽  
Programming Method ◽  
Command Area ◽  
Linear Programming Method ◽  
Net Return ◽  
Multi Objective ◽  
Labour Requirement ◽  
Canal Command Area

A study was undertaken in Bhagwanpur distributary of Vaishali Branch Canal in Gandak Canal Command Area, Bihar to optimally allocate land area under different crops (rice and maize in kharif, wheat, lentil, potato in rabi and green gram in summer) in such a manner that maximizes net return, maximizes crop production and minimizes labour requirement employing simplex linear programming method and Multi-Objective Fuzzy Linear Programming (MOFLP) method. Maximum net return, maximum agricultural production, and minimum labour required under defined constraints (including 10% affinity level of farmers to rice and wheat crops) as obtained employing Simplex method were ` 3.7 × 108, 5.06 × 107 Kg and 66,092 man-days, respectively, whereas Multi-Objective Fuzzy Linear Programming (MOFLP) method yielded compromised solution with net return, crop production and labour required as ` 2.4 × 108, 3.3 × 107Kg and 1,79,313 man-days, respectively. As the affinity level of farmers to rice and wheat crops increased from 10% to 40%, maximum net return and maximum production as obtained from simplex linear programming method and MOFLP followed a decreasing trend and minimum labour required followed an increasing trend. MOFLP may be considered as one of the best capable ways of providing a compromised solution, which can fulfill all the objectives at a time.

A Fast Approach to Solve Matrix Games with Payoffs of Trapezoidal Fuzzy Numbers

2016 ◽  
Vol 33 (06) ◽  
pp. 1650047 ◽  
Author(s):  
Sanjiv Kumar ◽  
Ritika Chopra ◽  
Ratnesh R. Saxena
Keyword(s):  
Linear Programming ◽  
Linear Programming Problem ◽  
Fuzzy Numbers ◽  
Optimization Problems ◽  
Fuzzy Linear Programming ◽  
Matrix Game ◽  
Matrix Games ◽  
Trapezoidal Fuzzy Numbers ◽  
Fast Approach ◽  
The Matrix

The aim of this paper is to develop an effective method for solving matrix game with payoffs of trapezoidal fuzzy numbers (TrFNs). The method always assures that players’ gain-floor and loss-ceiling have a common TrFN-type fuzzy value and hereby any matrix game with payoffs of TrFNs has a TrFN-type fuzzy value. The matrix game is first converted to a fuzzy linear programming problem, which is converted to three different optimization problems, which are then solved to get the optimum value of the game. The proposed method has an edge over other method as this focuses only on matrix games with payoff element as symmetric trapezoidal fuzzy number, which might not always be the case. A numerical example is given to illustrate the method.

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