Engineering design problems are usually formulated as non-linear problems with integer, discrete or continuous variables. This paper presents a new interactive procedure to handle these kinds of problems. This procedure is based on the interactive goal programming model and the concept of...

Since Markowitz (1952) formulated the portfolio selection problem, many researchers have developed models aggregating simultaneously several conflicting attributes such as: the return on investment, risk and liquidity. The portfolio manager generally seeks the best combination of stocks/assets...