WASET
	%0 Journal Article
	%A S. Sadi-Nezhad and  K. Khalili Damghani and  N. Pilevari
	%D 2010
	%J International Journal of Computer and Information Engineering
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 40, 2010
	%T Application of 0-1 Fuzzy Programming in Optimum Project Selection
	%U https://publications.waset.org/pdf/13405
	%V 40
	%X In this article, a mathematical programming model
for choosing an optimum portfolio of investments is developed.
The investments are considered as investment projects. The
uncertainties of the real world are associated through fuzzy
concepts for coefficients of the proposed model (i. e. initial
investment costs, profits, resource requirement, and total available
budget). Model has been coded by using LINGO 11.0 solver. The
results of a full analysis of optimistic and pessimistic derivative
models are promising for selecting an optimum portfolio of
projects in presence of uncertainty.
	%P 703 - 707