共查询到20条相似文献,搜索用时 244 毫秒
1.
《国际计算机数学杂志》2012,89(2):171-179
Solution procedure consisting of fuzzy goal programming and stochastic simulation-based genetic algorithm is presented, in this article, to solve multiobjective chance constrained programming problems with continuous random variables in the objective functions and in chance constraints. The fuzzy goal programming formulation of the problem is developed first using the stochastic simulation-based genetic algorithm. Without deriving the deterministic equivalent, chance constraints are used within the genetic process and their feasibilities are checked by the stochastic simulation technique. The problem is then reduced to an ordinary chance constrained programming problem. Again using the stochastic simulation-based genetic algorithm, the highest membership value of each of the membership goal is achieved and thereby the most satisfactory solution is obtained. The proposed procedure is illustrated by a numerical example. 相似文献
2.
Dependent-chance programming: A class of stochastic optimization 总被引:4,自引:0,他引:4
Baoding Liu 《Computers & Mathematics with Applications》1997,34(12):89-104
This paper provides a theoretical framework of dependent-chance programming, as well as dependent-chance multiobjective programming and dependent-chance goal programming which are new types of stochastic optimization. A stochastic simulation based genetic algorithm is also designed for solving dependent-chance programming models. 相似文献
3.
M. Duran Toksar? 《Information Sciences》2008,178(4):1189-1204
This paper presents the use of a Taylor series for fuzzy multiobjective linear fractional programming problems (FMOLFP). The Taylor series is a series expansion that a representation of a function. In the proposed approach, membership functions associated with each objective of fuzzy multiobjective linear fractional programming problem transformed by using a Taylor series are unified. Thus, the problem is reduced to a single objective. Practical applications and numerical examples are used in order to show the efficiency and superiority of the proposed approach. 相似文献
4.
Dependent-chance programming with fuzzy decisions 总被引:10,自引:0,他引:10
Boading Liu 《Fuzzy Systems, IEEE Transactions on》1999,7(3):354-360
Dependent-chance programming (DCP) is a new type of stochastic programming and has been extended to the area of fuzzy programming. This paper provides a spectrum of DCP and dependent-chance multiobjective programming (DCMOP) as well as dependent-chance goal programming (DCGP) models with fuzzy rather than crisp decisions. The terms of uncertain environment, event, chance function, and induced constraints are discussed in the case of fuzzy decisions. A technique of fuzzy simulation is also designed for computing chance functions. Finally, we present a fuzzy simulation-based genetic algorithm for solving these models and illustrate its effectiveness by some numerical examples 相似文献
5.
E.E. Ammar 《Information Sciences》2008,178(2):468-484
In this paper, a multiobjective quadratic programming problem fuzzy random coefficients matrix in the objectives and constraints and the decision vector are fuzzy variables is considered. First, we show that the efficient solutions fuzzy quadratic multiobjective programming problems series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. An application fuzzy portfolio optimization problem as a convex quadratic programming approach is discussed and an acceptable solution to such problem is given. At the end, numerical examples are illustrated in the support of the obtained results. 相似文献
6.
《国际计算机数学杂志》2012,89(9):1069-1076
In this article, we present a stochastic simulation-based genetic algorithm for solving chance constraint programming problems, where the random variables involved in the parameters follow any continuous distribution. Generally, deriving the deterministic equivalent of a chance constraint is very difficult due to complicated multivariate integration and is only possible if the random variables involved in the chance constraint follow some specific distribution such as normal, uniform, exponential and lognormal distribution. In the proposed method, the stochastic model is directly used. The feasibility of the chance constraints are checked using stochastic simulation, and the genetic algorithm is used to obtain the optimal solution. A numerical example is presented to prove the efficiency of the proposed method. 相似文献
7.
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. 相似文献
8.
Li-Zhi LiaoAuthor Vitae 《Automatica》2002,38(6):1003-1015
An efficient numerical solution scheme entitled adaptive differential dynamic programming is developed in this paper for multiobjective optimal control problems with a general separable structure. For a multiobjective control problem with a general separable structure, the “optimal” weighting coefficients for various performance indices are time-varying as the system evolves along any noninferior trajectory. Recognizing this prominent feature in multiobjective control, the proposed adaptive differential dynamic programming methodology combines a search process to identify an optimal time-varying weighting sequence with the solution concept in the conventional differential dynamic programming. Convergence of the proposed adaptive differential dynamic programming methodology is addressed. 相似文献
9.
求解随机相关机会规划的有效算法 总被引:1,自引:0,他引:1
随机相关机会规划作为一类重要的随机规划,存在于许多领域中.为了寻找更为有效的求解随机相关机会规划的算法,采用随机仿真来逼近机会函数,在微粒群算法中利用随机仿真估计适应值,提出一种将随机仿真与微粒群算法相结合的随机相关机会规划算法.通过实例仿真测试该算法的性能,并与遗传算法进行比较,结果表明本算法具有一定的优势. 相似文献
10.
Solving linear programming problems under fuzziness and randomness environment using attainment values 总被引:1,自引:0,他引:1
Nguyen Van Hop 《Information Sciences》2007,177(14):2971-2984
In this paper, the author presents a model to measure attainment values of fuzzy numbers/fuzzy stochastic variables. These new measures are then used to convert the fuzzy linear programming problem or the fuzzy stochastic linear programming problem into the corresponding deterministic linear programming problem. Numerical comparisons are provided to illustrate the effectiveness of the proposed method. 相似文献
11.
两层多目标规划的罚函数法 总被引:4,自引:0,他引:4
研究了一类非线性两层多目标规划问题.在下层多目标规划问题的目标函数是严格凸函
数、决策变量约束集是凸集的假设下,通过将两层多目标规划问题转化成一系列单层多目标规划
问题,建立了两层多目标规划的罚函数理论,并进行了收敛性分析.从而丰富了两层多目标规划的
理论,为解决实际中的两层多目标决策问题提供了有力的工具. 相似文献
12.
Kosuke Kato Masatoshi Sakawa 《Soft Computing - A Fusion of Foundations, Methodologies and Applications》2011,15(1):131-138
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 linear programming 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. 相似文献
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14.
如何将托盘科学地在系统内调度是目前托盘共用系统管理者们亟待解决的问题。面对各类参数的随机性和多种多样的托盘,管理者很难仅凭经验做出科学的决策。利用随机机会约束规划的方法,构建了考虑混合型号托盘的托盘共用系统调度随机规划模型,使用确定性等价转化的方法将机会约束转化为了其确定等价形式,通过算例进行了数值求解和分析,验证了模型的有效性,提出了决策策略建议。 相似文献
15.
《国际计算机数学杂志》2012,89(11):1323-1338
A method for solving single- and multi-objective probabilistic linear programming problems with a joint constraint is presented. It is assumed that the parameters in the probabilistic linear programming problems are random variables, and the probabilistic problem is converted to an equivalent deterministic mathematical programming problem. In this paper the parameters are generally considered as normal and log-normal random variables. A non-linear programming method is used to solve the single-objective deterministic problem, and a fuzzy programming method is used to solve the multi-objective deterministic problem. Finally, a numerical example is presented to illustrate the methodology. 相似文献
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18.
Maria João Alves João Clímaco Carlos Henggeler Antunes Humberto Jorge António G. Martins 《Computers & Operations Research》2008
This paper presents a multiobjective linear integer programming model for supporting the choice of remote load control strategies in electric distribution network management. The model takes into account the main concerns in load management, considering three objective functions: minimization of the peak demand as perceived by the distribution network dispatch center, maximization of the utility profit associated with the energy services delivered by the controlled loads and minimization of the discomfort caused to consumers. The problem was analyzed using an interactive reference point method for multiobjective integer (and mixed-integer) linear programming. This approach exploits the use of the branch-and-bound algorithm for solving the reference point scalarizing programs through which efficient solutions are computed. Post-optimality techniques enable a stability analysis of the efficient solutions by means of computing and displaying graphically sets of reference points that correspond to the same solution. 相似文献
19.
提出了一种新的求解多指标动态规划问题的算法,它是由多目标静态规划的交互式满意
置换率法[1]推广得到的.通过增加附加状态变量进行数学模型转换,将单指标动态规划问题
转化为静态规划问题,再进行迭代.这样既减少了计算量,又使各指标间的置换关系易于求
得.所提方法在人机交互过程中对决策者的要求不高,对于一类常见的多指标动态规划问题,
可以迅速获得满意的解. 相似文献
20.
Existence of χ‐efficient solution of multiobjective fractional programming problem with bounded parameters 下载免费PDF全文
Mrinal Jana Geetanjali Panda 《International Transactions in Operational Research》2018,25(6):1947-1971
In this paper, a methodology is developed to solve a multiobjective fractional programming problem in which the coefficients of the objective functions and constraints are intervals. This model is transformed into an interval‐free equivalent optimization problem. A new partial ordering is introduced and the relation between the original problem and the transformed problem is established using this partial ordering. The proposed methodology is illustrated through a numerical example. 相似文献