Multi‐objective linear programming with interval coefficients

Purpose The purpose of this paper is to extend a methodology for solving multi‐objective linear programming (MOLP) problems, when the objective functions and constraints coefficients are stated as interval numbers. Design/methodology/approach The approach proposed in this paper for the considered problem is based on the maximization of the sum of membership degrees which are defined for each objective of multi objective problem. These membership degrees are constructed based on the deviation from optimal solutions of individual objectives. Then, the final model based on membership degrees is itself an interval linear programming which can be solved by current methods. Findings The efficiency of the solutions obtained by the proposed method is proved. It is shown that the obtained solution by the proposed method for an interval multi objective problem is Pareto optimal. Research limitations/implications The proposed method can be used in modeling and analyzing of uncertain systems which are modeled in the context of multi objective problems and in which required information is ill defined. Originality/value The paper proposed a novel and well‐defined algorithm to solve the considered problem

Pemeringkatan saham patuh syariah menggunakan pembuatan keputusan berbilang-kriterium: TOPSIS dan GRA

Peningkatan bilangan saham patuh Syariah yang didagangkan di Bursa Malaysia menjadikan proses pemilihan pelaburan semakin penting dan mencabar. Oleh itu, pelabur memerlukan suatu mekanisme bersifat kuantitatif dan bukan hanya berdasarkan penilaian kualitatif atau intuitif semata-mata. Dalam kajian ini, prestasi saham 10 syarikat patuh Syariah yang disenaraikan oleh Suruhanjaya Sekuriti Malaysia (SCM) dianalisis menggunakan nisbah kewangan utama syarikat iaitu pelaburan, keberuntungan, kecairan, keumpilan dan kecekapan. Fokus kajian adalah untuk memeringkatkan prestasi saham dari 2017 sehingga 2021 menggunakan dua kaedah iaitu Teknik Keutamaan Tertib Mengikut Persamaan dengan Penyelesaian Ideal (TOPSIS) dan Analisis Hubungan Kelabu (GRA). Keputusan kajian menunjukkan konsistensi pemeringkatan saham antara kedua-dua kaedah, terutama dalam memilih dua kedudukan teratas iaitu NESTLE dan PETGAS serta tiga saham kedudukan terbawah iaitu MISC, PMETAL dan AXIATA. Keputusan ini menunjukkan bahawa GRA merupakan kaedah alternatif yang setanding dengan TOPSIS dan mampu membantu para pelabur untuk mengenal pasti saham patuh Syariah terbaik