In this paper we consider multiple objective linearprogramming problem with interval objective functions. Two kinds of solutions for this problem are called possibly and necessarily efficient solutions. We propose a ...
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(纸本)0780337514
In this paper we consider multiple objective linearprogramming problem with interval objective functions. Two kinds of solutions for this problem are called possibly and necessarily efficient solutions. We propose a generation method of all possibly and necessarily efficient extreme points which is an extension method of the multiple objective simplex method. The procedure developed in this paper will be illustrated by a numerical example.
Based on the concepts of efficiency and weak efficiency, different solutions are defined to multiobjective linear programming problems with interval objective functions coefficients. This paper introduces a new soluti...
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Based on the concepts of efficiency and weak efficiency, different solutions are defined to multiobjective linear programming problems with interval objective functions coefficients. This paper introduces a new solution concept namely necessarily weak efficient. Moreover, we propose some new results for recognizing different kinds of solutions by using some linear and nonlinearprogramming models. To illustrate the results, a numerical example is given.
In the present paper, a multiobjective linear programming problem under uncertainty, particularly when parameters are given in interval forms, is investigated. In this case, it is assumed that objective coefficients a...
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In the present paper, a multiobjective linear programming problem under uncertainty, particularly when parameters are given in interval forms, is investigated. In this case, it is assumed that objective coefficients and constraints parameters have arrived in interval numbers. Considering a suitable order relation for interval numbers, a solution procedure for dealing with such a problem is developed. A numerical example is provided to illustrate the efficiency of the solution procedure.
This paper treats a multiobjective linear programming problem in which the coefficients contained in the objective function of the problem are fuzzy random variables. First, in order to take into account ambiguities o...
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This paper treats a multiobjective linear programming problem in which the coefficients contained in the objective function of the problem are fuzzy random variables. First, in order to take into account ambiguities of judgment by a human decision maker, fuzzy objectives are introduced. Subsequently, we consider a problem of maximizing the possibility and necessity of the objective function value to satisfy the fuzzy objectives. Since these degrees vary stochastically, a formulation is based on the fractile optimization. model in a stochastic programming method. A process is presented for equivalent transformation to a deterministic multiobjective nonlinear fractional programming method. For the transformed multiobjectiveprogramming problem, an interactive fuzzy satisficing method that derives a satisfactory solution of the decision maker through interactions with the decision maker is proposed. It is shown that the global optimum solution of problems solved iteratively by an interactive process can be derived by means of an extended Dinkelbach-type algorithm. (C) 2005 Wiley Periodicals, Inc.
As an approach to the optimization of systems containing fuzziness and uncertainty, the probabilistic programming method including uncertainty based on probability theory and the fuzzy mathematical programming method ...
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As an approach to the optimization of systems containing fuzziness and uncertainty, the probabilistic programming method including uncertainty based on probability theory and the fuzzy mathematical programming method representing fuzziness in terms of fuzzy theory are typical ones that have been developed in various forms. In the present research, we target multiobjective linear programming problems in which the coefficients included in the program are random variables. We develop a formulation based on the probabilistic maximization model in which the probability that several objective functions are below certain values is maximized under the stochastic constraint condition that the constraints need not be satisfied all the time but only above a certain probability. For the multiobjective probability maximization model, the fuzzy target of the decision maker is introduced. Also, an interactive algorithm based on the reference point method that derives a solution satisfactory to the decision maker by interaction with the decision maker is applied. The new decision making process is a combination of the probabilistic programming method and the fuzzy programming method. (C) 2003 Wiley Periodicals, Inc.
In this paper, we focus on multiobjective linear programming problems with fuzzy parameters and present a new interactive fuzzy satisficing method for obtaining the satisficing solution of the decision maker (DM) on t...
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In this paper, we focus on multiobjective linear programming problems with fuzzy parameters and present a new interactive fuzzy satisficing method for obtaining the satisficing solution of the decision maker (DM) on the basis of the linearprogramming method. The fuzzy parameters in the description of the objective functions and the constraints, which reflect the experts’ ambiguous understanding of the nature of the parameters in the problem-formulation process, are characterized by fuzzy numbers. The concept of α-multiobjective linear programming and α-Pareto optimality is introduced based on the α-level sets of the fuzzy numbers. Through the interaction with the DM, the fuzzy goals of the DM for each of the objective functions in α-multiobjective linear programming are quantified by eliciting the corresponding membership functions. After determining the membership functions, in order to generate a candidate for the satisficing solution which is also α-Pareto optimal, if the DM specifies the degree a of the a-level sets and the reference membership values, the minimax problem is solved by combined use of the bisection method and the linearprogramming method, and the DM is supplied with the corresponding α-Pareto optimal solution together with the tradeoff rates among the values of the membership functions and the degree α. Then by considering the current values of the membership functions and α as well as the tradeoff rates, the DM acts on this solution by updating his/her reference membership values and/or the degree α. In this way, the satisficing solution for the DM can be derived efficiently from among an α-Pareto optimal solution set. On the basis of the proposed method, a time-sharing computer program is written and an illustrative numerical example is demonstrated along with the corresponding computer outputs.
In this paper, we present an interactive fuzzy decisionmaking method for the solution of multiobjective linear programming problems. By considering the imprecise nature of decision maker’s (DM) judgements, we assume ...
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In this paper, we present an interactive fuzzy decisionmaking method for the solution of multiobjective linear programming problems. By considering the imprecise nature of decision maker’s (DM) judgements, we assume that he has fuzzy or imprecise goals for each of the objective functions. Through the use of five types of membership functions including nonlinear functions, the fuzzy or imprecise goals of the DM are quantified. Although the formulated problem becomes a nonlinearprogramming problem, it can be reduced to a set of linear inequalities if some variable is fixed. Based on this idea, we propose a new method by combined use of bisection method and linearprogramming method. On the basis of the proposed method, FORTRAN programs are developed to implement man-machine interactive procedures. An application to an optimal operation problem in packaging system in automated warehouses is demonstrated together with the computer outputs.
In this paper, a large-scale multiobjective block-angular linearprogramming problem involving fuzzy parameters is formulated by considering the experts' vague understanding of the nature of the parameters in the ...
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In this paper, a large-scale multiobjective block-angular linearprogramming problem involving fuzzy parameters is formulated by considering the experts' vague understanding of the nature of the parameters in the problem-formulation process. Using the α-level sets of fuzzy numbers, the corresponding nonfuzzy α-programming problem is introduced and the fuzzy goals of the decision maker are quantified by eliciting the membership functions. Through the introduction of an extended Pareto optimality concept, if the decision maker specifies the degree a and the reference membership values, the corresponding extended Pareto optimal solution can be obtained by solving the minimax problems for which the Dantzig-Wolfe decomposition method is applicable. Then a linearprogramming-based interactive fuzzy satisficing method for deriving a satisficing solution for the decision maker from an extended Pareto optimal solution set is presented.
We present a method useful in solving a special class of large-scale multiobjective integer problems depending on the decomposition algorithm. These problems involve fuzzy parameters on the right-hand side of the inde...
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We present a method useful in solving a special class of large-scale multiobjective integer problems depending on the decomposition algorithm. These problems involve fuzzy parameters on the right-hand side of the independent constraints. The presented solution method is based upon a combination of the decomposition algorithm coupled with the weighting method together with the branch-and-bound method. An illustrative numerical example is given to clarify the theory and the method discussed in this paper. (C) 1999 Elsevier Science B.V. All rights reserved.
In this paper, we focus on multiobjective linear programming problems involving random variable coefficients in objective functions and constraints. Using the concept of chance constrained conditions, such multiobject...
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In this paper, we focus on multiobjective linear programming problems involving random variable coefficients in objective functions and constraints. Using the concept of chance constrained conditions, such multiobjective stochastic linearprogramming problems are transformed into deterministic ones based on the variance minimization model under expectation constraints. After introducing fuzzy goals to reflect the ambiguity of the decision maker's judgements for objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for them as a fusion of the stochastic programming and the fuzzy one. The application of the proposed method to an illustrative numerical example shows its usefulness.
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