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Section A

Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems

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Pages 733-742 | Received 09 Sep 2007, Accepted 15 Feb 2008, Published online: 15 Jul 2009
 

Abstract

This paper presents a procedure for solving a multiobjective chance-constrained programming problem. Random variables appearing on both sides of the chance constraint are considered as discrete random variables with a known probability distribution. The literature does not contain any deterministic equivalent for solving this type of problem. Therefore, classical multiobjective programming techniques are not directly applicable. In this paper, we use a stochastic simulation technique to handle randomness in chance constraints. A fuzzy goal programming formulation is developed by using a stochastic simulation-based genetic algorithm. The most satisfactory solution is obtained from the highest membership value of each of the membership goals. Two numerical examples demonstrate the feasibility of the proposed approach.

2000 AMS Subject Classifications :

Acknowledgements

The authors thank anonymous referees for their fruitful observations and valuable suggestions.

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