Fuzzy programming approach to multi-objective stochastic linear programming problems

This paper presents an application of fuzzy programming approach to the multi-objective stochastic linear programming problem. After converting the proposed stochastic programming problem into a deterministic problem (which may be linear or non-linear), fuzzy programming approach is applied to find...

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Bibliographic Details
Published in:	Fuzzy sets and systems Vol. 88; no. 2; pp. 173 - 181
Main Authors:	Hulsurkar, Suwarna, Biswal, M.P., Sinha, S.B.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.06.1997
Subjects:	Chance constrained programming Fuzzy programming Linear and non-linear membership functions Two-stage programming Two-stage programming Fuzzy programming Chance constrained programming Linear and non-linear membership functions
ISSN:	0165-0114, 1872-6801
Online Access:	Get full text
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Summary:	This paper presents an application of fuzzy programming approach to the multi-objective stochastic linear programming problem. After converting the proposed stochastic programming problem into a deterministic problem (which may be linear or non-linear), fuzzy programming approach is applied to find the compromise solution. Assuming the coefficients of the decision variables in the objective functions and in the constraints, and the right-hand-side parameters in the constraints as normal random variables, a methodology is presented to convert the probabilistic problem into a deterministic problem. Then fuzzy programming is applied using linear as well as non-linear membership functions. The method leads to an efficient solution as well as an optimal compromise solution. Numerical example is also presented to illustrate the methodology.
ISSN:	0165-0114 1872-6801
DOI:	10.1016/S0165-0114(96)00056-5