Volume 31, Issue 1 (IJIEPR 2020)                   IJIEPR 2020, 31(1): 1-12 | Back to browse issues page

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Khalifa H, Ammar E E. Study on probabilistic multi- objective linear fractional programming problems under fuzziness. IJIEPR 2020; 31 (1) :1-12
URL: http://ijiepr.iust.ac.ir/article-1-935-en.html
Study on probabilistic multi- objective linear fractional programming problems under fuzziness
Hamiden Khalifa 1, E. E. Ammar2
1- Operations Research Department- Faculty of Graduate Studies of Statistical Research- Cairo University , hamiden_2008@yahoo.com
2- 2. Mathematics Department, Faculty of Science, Tanta University, Tanta, Egypt.
Abstract:   (3979 Views)
   This paper deals with a multi- objective linear fractional programming problem involving probabilistic parameters in the right- hand side of the constraints. These probabilistic parameters are randomly distributed with known means and variances through the use of Uniform and Exponential Distributions. After converting the probabilistic problem into an equivalent deterministic problem, a fuzzy programming approach is applied by defining a membership function. A linear membership function is being used for obtaining an optimal compromise solution. The stability set of the first kind without differentiability corresponding to the obtained optimal compromise solution is determined. A solution procedure for obtaining an optimal compromise solution and the stability set of the first kind is presented. Finally, a numerical example is given to clarify the practically and the efficiency of the study.
 
Keywords: Multi-objective linear fractional programming, Uniform distribution, Exponential distribution, Linear membership function, Fuzzy programming, optimal compromise solution, parametric study
Full-Text [PDF 317 kb]   (1451 Downloads)    
Type of Study: Research | Subject: Operations Research
Received: 2019/07/26 | Accepted: 2020/01/15 | Published: 2020/03/15
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