Portfolio Value Management
Portfolio value management deals with the problem of how to determine a portfolio such that the associated portfolio value moves in some desired direction. Two models of portfolio management are presented. The first (second) model considers the case where the portfolio value moves exactly (at least) according to given growth rates. A solution of both models is found by using a fixed-point argument.
A revised simplex method for linear multiple objective programs
For linear multiple-objective problems, a necessary and sufficient condition for a point to be efficient is employed in the development of a revised simplex algorithm for the enumeration of the set of efficient extreme points. Five options within this algorithm were tested on a variety of problems. Results of these tests provide indications for effective use of the algorithm.
Strictly Concave Parametric Programming, Part I: Basic Theory
This paper, which is presented in two parts, develops a computational approach to strictly concave parametric programs of the form: Maximize α f1x + 1-αf2x subject to concave inequality constraints for each fixed value of α in the unit interval, where f1 and f2 are strictly concave and certain additional regularity conditions are satisfied. This class of problems subsumes a corresponding class of vector maximum problems and also, by means of a simple device, provides a deformation method for ordinary concave programming. The approach is based on exploiting the continuity properties of the parametric program so as to efficiently maintain a solution to the associated Kuhn-Tucker conditions as a traverses the unit interval. The same approach can be adapted to much more general parametric programs than the one above. 
 
In Part I, a Basic Parametric Procedure is derived and shown to be finite in a certain sense. It forms the basis of various parametric programming algorithms, depending on what special assumptions are made on the functions. In Part II, additional theory is developed that facilitates computational implementation, and one possible general-purpose algorithm for a digital computer is given. An illustrative graphical example is presented and several extensions are indicated.