The purpose of this paper is to develop a useful technique for solving linear programmes involving more than one objective function. Motivation for solving multicriterion linear programmes is given ...

A new principle for choosing portfolios based on historical returns data is introduced; the optimal portfolio based on this principle is the solution to a simple linear programming problem. This ...

Diet models based on goal programming (GP) are valuable tools in designing diets that comply with nutritional, palatability and cost constraints.