Multi-objective fuzzy probabilistic quadratic programming problem

Prabhat Kumar Rout, Sudarsan Nanda and Srikumar Acharya

International Journal of Operational Research, 2019, vol. 34, issue 3, 387-408

Abstract: The aim of the paper is to present a multi-choice multi-objective fuzzy probabilistic quadratic programming problem and its solution methodology. The mathematical programming problem suggested here is difficult to solve directly. Therefore, three major steps are suggested to solve the proposed mathematical programming problem. In first step, fuzzy chance constraint is transformed to its equivalent chance constraint programming problem using α-cut technique. Chance constraint technique is used to obtain a crisp multi-choice multi-objective quadratic programming problem. In the next step, importance is given to handle multi-choice parameter using least square approximation technique. At the end of second step, a multi-objective quadratic mathematical programming is obtained. Finally, goal programming approach is used to solve the transformed multi-objective quadratic mathematical programming. Using existing methodology and software, the final solution of the proposed model is obtained. The proposed method is implemented with a numerical example.

Keywords: multi-objective; fuzzy probability; goal programming; multi-choice programming; least square approximation; quadratic programming; fuzzy quadratic programming; stochastic quadratic programming; fuzzy random variable. (search for similar items in EconPapers)
Date: 2019
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