Fuzzy programming approach to multi-objective stochastic linear programming problems

✍ Scribed by Suwarna Hulsurkar; M.P. Biswal; S.B. Sinha

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 475 KB
• Volume: 88
• Category: Article
• ISSN: 0165-0114
• DOI: 10.1016/s0165-0114(96)00056-5

✦ Synopsis

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. (~)1997 Elsevier Science B.V.