A Fuzzy Programming Approach to Solve Stochastic Multi-objective Quadratic Programming Problems
This article handles the stochastic multi-objective quadratic programming problem (S-MOQP) using a fuzzy programming approach. In S-MOQP problem, both the objective function coefficients matrix and parameters in the constraints both are normally distributed random variables. The S-MOQP problem is converted into the corresponding ordinary multi-objective quadratic programming problem (MOQP). Then, a compromise solution for the MOQP problem is found via a fuzzy programming approach using a linear membership function. The applicability of the proposed algorithm is illustrated by two numerical examples.
KeywordsStochastic multi-objective quadratic programming problem Chance-constrained programming Fuzzy Programming approach Linear membership function Compromise solution
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