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A Fuzzy Programming Approach to Solve Stochastic Multi-objective Quadratic Programming Problems

  • Hamiden A. Khalifa
  • Elshimaa A. ElgendiEmail author
  • Abdul Hadi N. Ebraheim
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 858)

Abstract

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.

Keywords

Stochastic multi-objective quadratic programming problem Chance-constrained programming Fuzzy Programming approach Linear membership function Compromise solution 

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Hamiden A. Khalifa
    • 1
  • Elshimaa A. Elgendi
    • 2
    Email author
  • Abdul Hadi N. Ebraheim
    • 3
  1. 1.Department of OR, ISSRCairo UniversityGizaEgypt
  2. 2.Department of ORDS, FCICairo UniversityGizaEgypt
  3. 3.Department of Mathematical Statistics, ISSRCairo UniversityGizaEgypt

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