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Decision Problem: Selection of a Variant Portfolio—The Continuous Case

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Multiple Criteria Decision Making by Multiobjective Optimization

Abstract

As in Chap. 5, also in this chapter we are concerned with problems in which variants are variant portfolios, i.e., collections of single variants. However, in contrast to problems considered in Chap. 5, here we admit that a single variant can be used for portfolio construction in any quantity. We refer to this situation, as already mentioned in Chap. 5, the continuous case.

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Notes

  1. 1.

    All the data and sources used for the diet problem considered here represent the state-of-the-art in the dietary domain around the year 2010. The knowledge and recommendations in this domain change fast and therefore the data presented in this textbook can serve only as an illustration for the problem and should not be regarded as a base for any binding diet hints.

  2. 2.

    Normy Żywienia, Ś. Ziemlański, Ed., the home page of The National Food and Nutrition Institute, Poland, as by 2008; revised recommendations in 2012, http://www.izz.waw.pl/wwzz/normy.html.

  3. 3.

    Kunachowicz H., Nadolna I., Przygoda B., Iwanow K., “Tabele składu i wartości odżywczej żywności”. Wydawnictwo Lekarskie PZWL, Warszawa, 2005.

  4. 4.

    E.g., The Prag Food Wholesale Market of Warsaw (in Polish: Praska Giełda Spożywcza) http://www.praskagieldaspozywcza.pl.

  5. 5.

    According to our convention, as long as we do not consider specific data we should refer to (linear programming) model, but the name linear programming problem, referring both to problems and models, is deeply rooted in the literature of the subject.

References

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Kaliszewski, I., Miroforidis, J., Podkopaev, D. (2016). Decision Problem: Selection of a Variant Portfolio—The Continuous Case. In: Multiple Criteria Decision Making by Multiobjective Optimization. International Series in Operations Research & Management Science, vol 242. Springer, Cham. https://doi.org/10.1007/978-3-319-32756-3_6

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