An interactive fuzzy satisficing method based on fractile criterion optimization for multiobjective stochastic integer programming problems

In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in objective functions and constraints. Using the concept of chance constrained conditions, such multiobjective stochastic integer programming problems are transformed into deterministic one...

Celý popis

Uložené v:
Podrobná bibliografia
Vydané v:Expert systems with applications Ročník 37; číslo 8; s. 6012 - 6017
Hlavní autori: Kato, Kosuke, Sakawa, Masatoshi, Katagiri, Hideki, Perkgoz, Cahit
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier Ltd 01.08.2010
Predmet:
Criteria
Decision making
Efficient solution
Fractile criterion optimization
Fuzzy
Fuzzy logic
Fuzzy programming
Fuzzy set theory
Integer programming
Mathematical models
Multiobjective programming
Stochastic programming
Stochasticity
Integer programming
Fractile criterion optimization
Fuzzy programming
Efficient solution
Multiobjective programming
Stochastic programming
ISSN:0957-4174, 1873-6793
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Abstract In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in objective functions and constraints. Using the concept of chance constrained conditions, such multiobjective stochastic integer programming problems are transformed into deterministic ones based on the fractile criterion optimization model. As a fusion of stochastic programming and fuzzy one, we introduce fuzzy goals representing the ambiguity of the decision maker’s judgments into them and define M- θ -efficiency, a new concept of efficient solution, as a fusion of stochastic approaches and fuzzy ones. Then, we construct an interactive fuzzy satisficing method using genetic algorithms to derive a satisficing solution for the decision maker which is guaranteed to be M- θ -efficient by updating the reference membership levels. Finally, the efficiency of the proposed method is demonstrated through numerical experiments.
AbstractList In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in objective functions and constraints. Using the concept of chance constrained conditions, such multiobjective stochastic integer programming problems are transformed into deterministic ones based on the fractile criterion optimization model. As a fusion of stochastic programming and fuzzy one, we introduce fuzzy goals representing the ambiguity of the decision maker's judgments into them and define M-[theta]-efficiency, a new concept of efficient solution, as a fusion of stochastic approaches and fuzzy ones. Then, we construct an interactive fuzzy satisficing method using genetic algorithms to derive a satisficing solution for the decision maker which is guaranteed to be M-[theta]-efficient by updating the reference membership levels. Finally, the efficiency of the proposed method is demonstrated through numerical experiments.
In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in objective functions and constraints. Using the concept of chance constrained conditions, such multiobjective stochastic integer programming problems are transformed into deterministic ones based on the fractile criterion optimization model. As a fusion of stochastic programming and fuzzy one, we introduce fuzzy goals representing the ambiguity of the decision maker’s judgments into them and define M- θ -efficiency, a new concept of efficient solution, as a fusion of stochastic approaches and fuzzy ones. Then, we construct an interactive fuzzy satisficing method using genetic algorithms to derive a satisficing solution for the decision maker which is guaranteed to be M- θ -efficient by updating the reference membership levels. Finally, the efficiency of the proposed method is demonstrated through numerical experiments.
Author Sakawa, Masatoshi
Kato, Kosuke
Perkgoz, Cahit
Katagiri, Hideki
Author_xml – sequence: 1
  givenname: Kosuke
  surname: Kato
  fullname: Kato, Kosuke
  email: k.katoh.me@it-hiroshima.ac.jp
  organization: Faculty of Applied Information Science, Hiroshima Institute of Technology, Hiroshima 731-5193, Japan
– sequence: 2
  givenname: Masatoshi
  surname: Sakawa
  fullname: Sakawa, Masatoshi
  organization: Graduate School of Engineering, Hiroshima University, Higashi-Hiroshima 739-8527, Japan
– sequence: 3
  givenname: Hideki
  surname: Katagiri
  fullname: Katagiri, Hideki
  organization: Graduate School of Engineering, Hiroshima University, Higashi-Hiroshima 739-8527, Japan
– sequence: 4
  givenname: Cahit
  surname: Perkgoz
  fullname: Perkgoz, Cahit
  organization: ASELSAN Inc., 06172, Yenimahalle / Ankara, Turkey
BookMark eNp9kMFu1DAQhi1UJLaFF-DkG6csYzuJE4lLVUFBqsQFzpZjT7azSuLF9hZ1X4GXxtnlxKGSJY9m_m9-zX_NrpawIGPvBWwFiPbjfovpt91KKA2QWwD5im1Ep1XV6l5dsQ30ja5qoes37DqlPYDQAHrD_twunJaM0bpMT8jH4-n0zJPNlEZytOz4jPkxeD7YhJ6HhY9n6YTcRSoclVY4ZJrpVKB1HiKfj1Ophz1elqYc3KNNmdzZa4eRH2LYRTvPq0Ophwnn9Ja9Hu2U8N2__4b9_PL5x93X6uH7_be724fKqb7LlROiabpxFF0rul66emyFw1YOvYfaeqE6KTuoG9V4j2oAOyjbaj3I3veNcELdsA-XvcX41xFTNjMlh9NkFwzHZHSjyquhLcruonQxpBRxNI7y-cwcLU1GgFnjN3uzxm_W-A1IU-IvqPwPPUSabXx-Gfp0gbCc_0QYTXKEi0NPsWRpfKCX8L-3iqU4
CitedBy_id crossref_primary_10_1016_j_jenvman_2022_114945
crossref_primary_10_1016_j_eswa_2012_02_090
crossref_primary_10_1007_s11356_017_9106_2
crossref_primary_10_3390_w9080629
ContentType Journal Article
Copyright 2010 Elsevier Ltd
Copyright_xml – notice: 2010 Elsevier Ltd
DBID AAYXX
CITATION
7SC
8FD
JQ2
L7M
L~C
L~D
DOI 10.1016/j.eswa.2010.02.002
DatabaseName CrossRef
Computer and Information Systems Abstracts
Technology Research Database
ProQuest Computer Science Collection
Advanced Technologies Database with Aerospace
Computer and Information Systems Abstracts – Academic
Computer and Information Systems Abstracts Professional
DatabaseTitle CrossRef
Computer and Information Systems Abstracts
Technology Research Database
Computer and Information Systems Abstracts – Academic
Advanced Technologies Database with Aerospace
ProQuest Computer Science Collection
Computer and Information Systems Abstracts Professional
DatabaseTitleList Computer and Information Systems Abstracts
DeliveryMethod fulltext_linktorsrc
Discipline Computer Science
EISSN 1873-6793
EndPage 6017
ExternalDocumentID 10_1016_j_eswa_2010_02_002
S0957417410000412
GroupedDBID --K
--M
.DC
.~1
0R~
13V
1B1
1RT
1~.
1~5
29G
4.4
457
4G.
5GY
5VS
7-5
71M
8P~
9JN
9JO
AAAKF
AAAKG
AABNK
AACTN
AAEDT
AAEDW
AAIAV
AAIKJ
AAKOC
AALRI
AAOAW
AAQFI
AAQXK
AARIN
AAXUO
AAYFN
ABBOA
ABFNM
ABKBG
ABMAC
ABMVD
ABUCO
ABXDB
ABYKQ
ACDAQ
ACGFS
ACHRH
ACNNM
ACNTT
ACRLP
ACZNC
ADBBV
ADEZE
ADJOM
ADMUD
ADTZH
AEBSH
AECPX
AEKER
AENEX
AFKWA
AFTJW
AGHFR
AGJBL
AGUBO
AGUMN
AGYEJ
AHHHB
AHJVU
AHZHX
AIALX
AIEXJ
AIKHN
AITUG
AJBFU
AJOXV
ALEQD
ALMA_UNASSIGNED_HOLDINGS
AMFUW
AMRAJ
AOUOD
APLSM
ASPBG
AVWKF
AXJTR
AZFZN
BJAXD
BKOJK
BLXMC
BNSAS
CS3
DU5
EBS
EFJIC
EFLBG
EJD
EO8
EO9
EP2
EP3
F5P
FDB
FEDTE
FGOYB
FIRID
FNPLU
FYGXN
G-2
G-Q
GBLVA
GBOLZ
HAMUX
HLZ
HVGLF
HZ~
IHE
J1W
JJJVA
KOM
LG9
LY1
LY7
M41
MO0
N9A
O-L
O9-
OAUVE
OZT
P-8
P-9
P2P
PC.
PQQKQ
Q38
R2-
RIG
ROL
RPZ
SBC
SDF
SDG
SDP
SDS
SES
SET
SEW
SPC
SPCBC
SSB
SSD
SSL
SST
SSV
SSZ
T5K
TN5
WUQ
XPP
ZMT
~G-
9DU
AATTM
AAXKI
AAYWO
AAYXX
ABJNI
ABUFD
ABWVN
ACLOT
ACRPL
ACVFH
ADCNI
ADNMO
AEIPS
AEUPX
AFJKZ
AFPUW
AGQPQ
AIGII
AIIUN
AKBMS
AKRWK
AKYEP
ANKPU
APXCP
CITATION
EFKBS
~HD
7SC
8FD
JQ2
L7M
L~C
L~D
ID FETCH-LOGICAL-c398t-c11558ff1861892c4f61ce62b9d04ad13822804535dde3b0ab3a677b29d951c13
ISICitedReferencesCount 9
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000278376100056&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 0957-4174
IngestDate Sun Nov 09 10:32:45 EST 2025
Tue Nov 18 22:32:30 EST 2025
Sat Nov 29 04:44:17 EST 2025
Fri Feb 23 02:30:19 EST 2024
IsPeerReviewed true
IsScholarly true
Issue 8
Keywords Integer programming
Fractile criterion optimization
Fuzzy programming
Efficient solution
Multiobjective programming
Stochastic programming
Language English
License https://www.elsevier.com/tdm/userlicense/1.0
LinkModel OpenURL
MergedId FETCHMERGED-LOGICAL-c398t-c11558ff1861892c4f61ce62b9d04ad13822804535dde3b0ab3a677b29d951c13
Notes ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
PQID 753753406
PQPubID 23500
PageCount 6
ParticipantIDs proquest_miscellaneous_753753406
crossref_citationtrail_10_1016_j_eswa_2010_02_002
crossref_primary_10_1016_j_eswa_2010_02_002
elsevier_sciencedirect_doi_10_1016_j_eswa_2010_02_002
PublicationCentury 2000
PublicationDate 2010-08-01
PublicationDateYYYYMMDD 2010-08-01
PublicationDate_xml – month: 08
  year: 2010
  text: 2010-08-01
  day: 01
PublicationDecade 2010
PublicationTitle Expert systems with applications
PublicationYear 2010
Publisher Elsevier Ltd
Publisher_xml – name: Elsevier Ltd
References Katagiri, Sakawa, Ishii (bib10) 2005; 61
Stanciulescu, Fortemps, Installe, Wertz (bib24) 2003; 149
Sakawa, Yano, Yumine (bib22) 1987; SMC-17
ChiangLin, Lin (bib5) 2008; 35
(pp. 3281–3286).
Wang, Qiao (bib28) 1993; 57
Bellman, Zadeh (bib1) 1970; 17
Caballero, Cerda, Munoz, Rey, Stancu-Minasian (bib3) 2001; 110
Luhandjula (bib13) 1987; 21
Kataoka (bib11) 1963; 31
Rommelfanger (bib17) 1996; 92
Teghem, Dufrane, Thauvoye, Kunsch (bib26) 1986; 26
Liu, Iwamura (bib12) 1998; 94
Urli, Nadeau (bib27) 2004; 155
Zimmermann (bib30) 1978; 1
Dantzig (bib6) 1955; 1
Sakawa, Kato, Nishizaki (bib21) 2003; 145
Hulsurkar, Biswal, Sinha (bib8) 1997; 88
(bib23) 1990
Charnes, Cooper (bib4) 1959; 6
Stancu-Minasian (bib25) 1990
Birge, Louveaux (bib2) 1997
Perkgoz, Sakawa, Kato, Katagiri (bib16) 2005; 10
Perkgoz, Kato, Katagiri, Sakawa (bib15) 2004; 60
Sakawa, M., Kato, K., Azad, M. A. K., & Watanabe, R. (2005). A genetic algorithm with double string for nonlinear integer programming problems. In
Sakawa, Kato (bib20) 2002; 11
Wets (bib29) 1996; 75
Huang, Tzeng, Ong (bib7) 2006; 30
Katagiri, Mermri, Sakawa, Kato, Nishizaki (bib9) 2005; E88-D
Luhandjula (bib14) 2006; 174
Sakawa (bib18) 1993
References_xml – volume: 35
  start-page: 373
  year: 2008
  end-page: 378
  ident: bib5
  article-title: Personal financial planning based on fuzzy multiple objective programming
  publication-title: Expert Systems with Applications
– volume: 61
  start-page: 361
  year: 2005
  end-page: 369
  ident: bib10
  article-title: A study on fuzzy random portfolio selection problems using possibility and necessity measures
  publication-title: Scientiae Mathematicae Japonicae
– volume: 26
  start-page: 65
  year: 1986
  end-page: 82
  ident: bib26
  article-title: STRANGE: An interactive method for multiobjective linear programming under uncertainty
  publication-title: European Journal of Operational Research
– volume: 21
  start-page: 135
  year: 1987
  end-page: 145
  ident: bib13
  article-title: Multiple objective programming problems with possibilistic coefficients
  publication-title: Fuzzy Sets and Systems
– volume: 92
  start-page: 512
  year: 1996
  end-page: 527
  ident: bib17
  article-title: Fuzzy linear programming and applications
  publication-title: European Journal of Operational Research
– reference: Sakawa, M., Kato, K., Azad, M. A. K., & Watanabe, R. (2005). A genetic algorithm with double string for nonlinear integer programming problems. In
– year: 1990
  ident: bib23
  publication-title: Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty
– volume: 88
  start-page: 173
  year: 1997
  end-page: 181
  ident: bib8
  article-title: Fuzzy programming approach to multiobjective stochastic linear programming problems
  publication-title: Fuzzy Sets and Systems
– volume: 94
  start-page: 227
  year: 1998
  end-page: 237
  ident: bib12
  article-title: Chance constrained programming with fuzzy parameters
  publication-title: Fuzzy Sets and Systems
– year: 1993
  ident: bib18
  article-title: Fuzzy sets and interactive multiobjective optimization
– volume: 1
  start-page: 197
  year: 1955
  end-page: 206
  ident: bib6
  article-title: Linear programming under uncertainty
  publication-title: Management Science
– volume: 1
  start-page: 45
  year: 1978
  end-page: 55
  ident: bib30
  article-title: Fuzzy programming and linear programming with several objective functions
  publication-title: Fuzzy Sets and Systems
– volume: 31
  start-page: 181
  year: 1963
  end-page: 196
  ident: bib11
  article-title: A stochastic programming model
  publication-title: Econometorica
– volume: 30
  start-page: 739
  year: 2006
  end-page: 745
  ident: bib7
  article-title: Optimal fuzzy multi-criteria expansion of competence sets using multiobjectives evolutionary algorithms
  publication-title: Expert Systems with Applications
– volume: 11
  start-page: 125
  year: 2002
  end-page: 137
  ident: bib20
  article-title: An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems using chance constrained conditions
  publication-title: Journal of Multi-Criteria Decision Analysis
– volume: 110
  start-page: 53
  year: 2001
  end-page: 74
  ident: bib3
  article-title: Efficient solution concepts and their relations in stochastic multiobjective programming
  publication-title: Journal of Optimization Theory and Applications
– volume: 75
  start-page: 115
  year: 1996
  end-page: 135
  ident: bib29
  article-title: Challenges in stochastic programming
  publication-title: Mathematical Programming
– volume: 6
  start-page: 73
  year: 1959
  end-page: 79
  ident: bib4
  article-title: Chance constrained programming
  publication-title: Management Science
– reference: , (pp. 3281–3286).
– start-page: 71
  year: 1990
  end-page: 101
  ident: bib25
  article-title: Overview of different approaches for solving stochastic programming problems with multiple objective functions
  publication-title: Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty
– volume: 145
  start-page: 665
  year: 2003
  end-page: 672
  ident: bib21
  article-title: An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model
  publication-title: European Journal of Operational Research
– volume: 155
  start-page: 361
  year: 2004
  end-page: 372
  ident: bib27
  article-title: PROMISE/scenarios: An interactive method for multiobjective stochastic linear programming under partial uncertainty
  publication-title: European Journal of Operational Research
– volume: 57
  start-page: 295
  year: 1993
  end-page: 311
  ident: bib28
  article-title: Linear programming with fuzzy random variable coefficients
  publication-title: Fuzzy Sets and Systems
– volume: 10
  start-page: 29
  year: 2005
  end-page: 35
  ident: bib16
  article-title: An interactive fuzzy satisficing method for multiobjective stochastic integer programming problems through a probability maximization model
  publication-title: Asia Pacific Management Review: An International Journal
– volume: E88-D
  start-page: 1912
  year: 2005
  end-page: 1919
  ident: bib9
  article-title: A possibilistic and stochastic programming approach to fuzzy random MST problems
  publication-title: IEICE Transaction on Information and Systems
– volume: 149
  start-page: 654
  year: 2003
  end-page: 675
  ident: bib24
  article-title: Multiobjective fuzzy linear programming problems with fuzzy decision variables
  publication-title: European Journal of Operational Research
– volume: SMC-17
  start-page: 654
  year: 1987
  end-page: 661
  ident: bib22
  article-title: An interactive fuzzy satisficing method for multiobjective linear programming problems and its application
  publication-title: IEEE Transactions on Systems, Man, and Cybernetics
– year: 1997
  ident: bib2
  article-title: Introduction to Stochastic Programming
– volume: 60
  start-page: 327
  year: 2004
  end-page: 336
  ident: bib15
  article-title: An interactive fuzzy satisficing method for multiobjective stochastic integer programming problems through variance minimization model
  publication-title: Scientiae Mathematicae Japonicae
– volume: 174
  start-page: 1353
  year: 2006
  end-page: 1367
  ident: bib14
  article-title: Fuzzy stochastic linear programming: Survey and future research directions
  publication-title: European Journal of Operational Research
– volume: 17
  start-page: 141
  year: 1970
  end-page: 164
  ident: bib1
  article-title: Decision making in a fuzzy environment
  publication-title: Management Science
SSID ssj0017007
Score 1.9999338
Snippet In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in objective functions and constraints. Using the...
SourceID proquest
crossref
elsevier
SourceType Aggregation Database
Enrichment Source
Index Database
Publisher
StartPage 6012
SubjectTerms Criteria
Decision making
Efficient solution
Fractile criterion optimization
Fuzzy
Fuzzy logic
Fuzzy programming
Fuzzy set theory
Integer programming
Mathematical models
Multiobjective programming
Stochastic programming
Stochasticity
Title An interactive fuzzy satisficing method based on fractile criterion optimization for multiobjective stochastic integer programming problems
URI https://dx.doi.org/10.1016/j.eswa.2010.02.002
https://www.proquest.com/docview/753753406
Volume 37
WOSCitedRecordID wos000278376100056&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVESC
  databaseName: Elsevier SD Freedom Collection Journals 2021
  customDbUrl:
  eissn: 1873-6793
  dateEnd: 99991231
  omitProxy: false
  ssIdentifier: ssj0017007
  issn: 0957-4174
  databaseCode: AIEXJ
  dateStart: 19950101
  isFulltext: true
  titleUrlDefault: https://www.sciencedirect.com
  providerName: Elsevier
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwtV1La9tAEF6M00MvfZcmfbCH3oSKtJK80tGUlLSFUGgKvond1crPSMGyk9R_of-tv6mzL0kxTWgOBSNsoV0kz6d57M58g9B7KUgoo4j4RUljP-Y09DMG7xUXgsQsE0EZl7rZBD09TSeT7Ntg8NvVwlyuaFWl19fZxX8VNZwDYavS2XuIu50UTsB3EDocQexw_CfBjyvNAaGrnxSl93a3--k1uohB7aJPbdNoT9mvQu0VlPrSlfRAgSjmZuVBgiI5txWaOhFR5x3WfGHUowceo5gxRfFs-Cbk2iV6nZvqdt2lprmx7K84lTeWOdrV1PV2z1vNz3RjJ-9r3WyXLeq-syW7Yqa4CJ6lbmbz3gA2nZuC-ZN5IZfzTt2vl9N6Z_JaZvNNf4Wjl1_XLVVSPw5NNx-ntQ1VjEVn2lPBEGGSnjmHn_SvpsKsWiw-yOaK2RQ_xd1KOsPokgH27GWbxegS5Ba5miNXc-QByTW36QGhSZYO0cH48_HkS7uvRQNTwO-eyJZxmYzD_Tu5zVXacxq0J3T2BD2yIQweG-g9RQNZPUOPXXsQbK3Fc_RrXOEeErFGIu4hERskYo1EXFfYIRG3SMR9JGJAIr6JRNwhEVsk4h4SsUPiC_Tj0_HZxxPf9v7wRZSlG19ApJKkZRmmozDNiIjLUSjkiPCsCGJWKOZMkkI4EiVgnyMeMB6xEaWcZAXEDCKMXqJhVVfyFcKa8jIoGJNlEvOCs6AIBedlGoIuKiQ5RKH7m3NhifFVf5ZVfruAD5HXjrkwtDB3Xp046eXWsTUOaw5gvHMcdqLOQeurrTxWyXrb5DSJ4APO-NG9buQ1eti9YG_QcLPeyrfogbgEya_fWbD-AeRK3NY
linkProvider Elsevier
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=An+interactive+fuzzy+satisficing+method+based+on+fractile+criterion+optimization+for+multiobjective+stochastic+integer+programming+problems&rft.jtitle=Expert+systems+with+applications&rft.au=Kato%2C+Kosuke&rft.au=Sakawa%2C+Masatoshi&rft.au=Katagiri%2C+Hideki&rft.au=Perkgoz%2C+Cahit&rft.date=2010-08-01&rft.issn=0957-4174&rft.volume=37&rft.issue=8&rft.spage=6012&rft.epage=6017&rft_id=info:doi/10.1016%2Fj.eswa.2010.02.002&rft.externalDBID=n%2Fa&rft.externalDocID=10_1016_j_eswa_2010_02_002
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0957-4174&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0957-4174&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0957-4174&client=summon