This paper presents a complete procedure for solving Multiple Objective linearprogramming Problems. The approach generates the whole efficient set and all extreme efficient points. The algorithm is based on a new cha...
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This paper presents a complete procedure for solving Multiple Objective linearprogramming Problems. The approach generates the whole efficient set and all extreme efficient points. The algorithm is based on a new characterization of efficient face incident to a given extreme point and the connectedness property of the set of ideal tableaux associated to a degenerated point to handle degenerated problems. A numerical example is given to illustrate the proposed algorithm.
This paper considers multiobjective linear programming problems with fuzzy random variables coefficients. A new decision making model is proposed to maximize both possibility and probability, which is based on possibi...
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This paper considers multiobjective linear programming problems with fuzzy random variables coefficients. A new decision making model is proposed to maximize both possibility and probability, which is based on possibilistic programming and stochastic programming. An interactive algorithm is constructed to obtain a satisficing solution satisfying at least weak Pareto optimality. (c) 2007 Elsevier B.V. All rights reserved.
In this paper we consider multiobjective linear programming problem with interval objective functions. One solution for this problem is called a necessarily efficient solution. We improve the extended multiobjective s...
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In this paper we consider multiobjective linear programming problem with interval objective functions. One solution for this problem is called a necessarily efficient solution. We improve the extended multiobjective simplex method for generating a set of necessarily efficient solutions of multiobjectivelinear optimal control problems.
This paper considers a multiobjective linear programming problem involving fuzzy random variable coefficients. A new fuzzy random programming model is proposed by extending the ideas of level set-based optimality and ...
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This paper considers a multiobjective linear programming problem involving fuzzy random variable coefficients. A new fuzzy random programming model is proposed by extending the ideas of level set-based optimality and a stochastic programming model. The original problem involving fuzzy random variables is transformed into a deterministic equivalent problem through the proposed model. An interactive algorithm is provided to obtain a satisficing solution for a decision maker from among a set of newly defined Pareto optimal solutions. It is shown that an optimal solution of the problem to be solved iteratively in the interactive algorithm is analytically obtained by a combination of the bisection method and the simplex method. (C) 2011 Published by Elsevier Inc.
Curve fitting is an interesting and important subject in mathematics and engineering. It has been studied extensively and a number of approaches, mostly based on polynomials and piecewise polynomials, have been employ...
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Curve fitting is an interesting and important subject in mathematics and engineering. It has been studied extensively and a number of approaches, mostly based on polynomials and piecewise polynomials, have been employed. In the usual setting, some data points are given and one wants to find a polynomial function with the minimum violations measured by a norm in the given data points. In these approaches, norms are applied to aggregate all violations as a scalar. In this paper, the polynomial curve fitting problem is considered from the viewpoint of decision making. Taking into account some weaknesses of the norm-based approaches, a multiobjectiveprogramming model for curve fitting is given in which the violations are minimized simultaneously as a vector. This approach is more flexible for the curve fitting problem. Indeed, using the concept of efficiency in multiobjectiveprogramming, it enables us to impose some additional helpful secondary preferences. Especially, this approach can obtain a fitted curve with efficient violations and minimum average curvature or minimum average slope. (C) 2010 Elsevier Inc. All rights reserved.
It is not a difficult task to find a weak Pareto or Pareto solution in a multiobjective linear programming (MOLP) problem. The difficulty lies in finding all these solutions and representing their structure. This pape...
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It is not a difficult task to find a weak Pareto or Pareto solution in a multiobjective linear programming (MOLP) problem. The difficulty lies in finding all these solutions and representing their structure. This paper develops an algorithm for solving this problem. We investigate the solutions and their relationships in the objective space. The algorithm determines finite number of weights, each of which corresponds to a weighted sum problems. By solving these problems, we further obtain all weak Pareto and Pareto solutions of the MOLP and their structure in the constraint space. The algorithm avoids the degeneration problem, which is a major hurdle of previous works, and presents an easy and clear solution structure. (c) 2004 Published by Elsevier Inc.
multiobjectivelinear fractional programming is useful to model multiobjective problems where all or some of the objective functions are a ratio or proportion of one linear/affine function to another linear/affine fun...
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multiobjectivelinear fractional programming is useful to model multiobjective problems where all or some of the objective functions are a ratio or proportion of one linear/affine function to another linear/affine function. In practice, many of such problems include integer variables. If the weighted-sum scalarization is used to compute efficient solutions to the multiobjective problem, then the scalar problem to be solved for each weight vector turns out to be a weighted sum-of-ratios. There are several algorithms reported in the literature to optimize weighted sum-of-ratios, but almost all of them cannot deal with integer variables. In this paper we propose a Branch & Cut algorithm to optimize weighted-sums of the objective functions in multiobjective mixed integer fractional programming (MOMIFP). Several theoretical properties that support the algorithm are presented and proved. Computational experiments with randomly generated general problems are presented and discussed, which show that the algorithm is able to deal with practical MOMIFP problems.
This paper deals with multiobjective linear programming problems involving fuzzy random variable coefficients and provides new solution concepts based on M alpha-Pareto optimality and stochastic programming models. Fu...
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ISBN:
(纸本)0780392981
This paper deals with multiobjective linear programming problems involving fuzzy random variable coefficients and provides new solution concepts based on M alpha-Pareto optimality and stochastic programming models. Fuzzy goals are introduced to consider the imprecise of the decision maker's judgment for objective functions. After the formulated problem is transformed into the deterministic one, an interactive algorithm based on the reference point method is constructed to solve the deterministic problem.
This article considers multiobjective linear programming problems (MOLPP) where random fuzzy variables are contained in objective functions and constraints. The purpose of the proposed decision making model is to opti...
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ISBN:
(纸本)9781467317146
This article considers multiobjective linear programming problems (MOLPP) where random fuzzy variables are contained in objective functions and constraints. The purpose of the proposed decision making model is to optimize values at risk under the constraints using a necessity measure. An interacitve algorithm is constructed in order to obtain a satisficing solution for the decision maker from among a set of Pareto optimal solutions.
The current research concerns multiobjective linear programming problems with interval objective functions coefficients. It is known that the most credible solutions to these problems are necessarily efficient ones. T...
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The current research concerns multiobjective linear programming problems with interval objective functions coefficients. It is known that the most credible solutions to these problems are necessarily efficient ones. To solve the problems, this paper attempts to propose a new model with interesting properties by considering the minimax regret criterion. The most important property of the new model is attaining a necessarily efficient solution as an optimal one whenever the set of necessarily efficient solutions is nonempty. In order to obtain an optimal solution of the new model, an algorithm is suggested. To show the performance of the proposed algorithm, numerical examples are given. Finally, some special cases are considered and their characteristic features are highlighted.
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