Interactive fuzzy stochastic two-level integer programming through fractile criterion optimization

作     者：Sakawa, Masatoshi Katagiri, Hideki Matsui, Takeshi 

作者机构：Hiroshima Univ Fac Engn Higashihiroshima 7398527 Japan 

出 版 物：《OPERATIONAL RESEARCH》 (运筹学)

年 卷 期：2012年第12卷第2期

页      面：209-227页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

基　　金：Grants-in-Aid for Scientific Research [24710167  22710145  22651060] Funding Source: KAKEN 

主　　题：Two-level integer programming Stochastic programming Interactive fuzzy programming Chance constraints Fractile criterion optimization Genetic algorithms Double strings 

摘      要：In this paper, we focus on stochastic two-level integer programming problems with cooperative decision makers. Using the fractile criterion optimization model in chance constrained programming, the formulated stochastic two-level integer programming problems are transformed into deterministic ones. Taking into account vagueness of judgments of the decision makers, we present an interactive fuzzy programming method to derive a satisfactory solution through interactions with the upper-level decision maker in consideration of the cooperative relation to the lower-level decision maker. For solving transformed deterministic problems efficiently, we also introduce genetic algorithms with double strings for nonlinear integer programming problems. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.