Multiobjective programming in optimization of interval objective functions — A generalized approach
✍ Scribed by Stefan Chanas; Dorota Kuchta
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 366 KB
- Volume
- 94
- Category
- Article
- ISSN
- 0377-2217
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This paper deals with multiobjective nonlinear programming problems with random variables in the objective functions. These random variables are characterized by possibility density functions. The existing results concerning the qualitative analysis of basic notions in parametric nonlinear programmi
In this article, we present a global optimization approach for generating efficient points for multiobjective concave fractional programming problems. The main work of the approach involves solving an instance of a concave multiplicative fractional program (W). Problem (W) is a global optimization p
In this paper, a stochastic fuzzy linear multiobjective programming problem is introduced and transformed to a stochastic fuzzy linear programming problem by utilizing a suggested approach of weighted objective function. In each objective, the given weight as well as the coefficients are considered