122
Views
5
CrossRef citations to date
0
Altmetric
Section A

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

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

References

  • Charnes , A. and Cooper , W. W. 1959 . Chance constrained programming . Manage. Sci. , 3 : 73 – 79 .
  • Charnes , A. and Cooper , W. W. 1961 . Management Models and Industrial Applications of Linear Programming , New York : Wiley and Sons .
  • Dentcheva , D. , Prekopa , A. and Ruszczynski , A. 2000 . Concavity and efficient points of discrete distributions in probabilistic programming . Math. Program. , 89 ( 1 ) : 55 – 77 .
  • Dentcheva , D. , Prekopa , A. and Ruszczynski , A. 2001 . On convex probabilistic programming with discrete distributions . Nonlinear Anal. , 47 ( 3 ) : 1997 – 2009 .
  • Gen , M. , Ida , K. , Lee , J. and Kim , J. 1997 . Fuzzy nonlinear goal programming using genetic algorithm . Comput. Ind. Eng , 33 ( 1–2 ) : 39 – 42 .
  • Goicoechea , A. , Hansen , D. R. and Duckstein , L. 1982 . Multi-objective Decision Analysis with Engineering and Business Applications , New York : Wiley and Sons .
  • Hulsurkar , S. , Biswal , M. P. and Sinha , S. B. 1997 . Fuzzy programming approach to multi-objective stochastic linear programming problems . Fuzzy Sets Syst. , 88 : 173 – 181 .
  • Iwamura , K. and Liu , B. 1996 . A genetic algorithm for chance constrained programming . J. Inform. Optim. Sci. , 17 ( 2 ) : 409 – 422 .
  • Jana , R. K. and Biswal , M. P. 2004 . Stochastic simulation based genetic algorithm for chance constraint programming problems with continuous random variables . Int. J. Comput. Math. , 81 ( 9 ) : 1069 – 1076 .
  • Jana , R. K. and Biswal , M. P. 2004 . Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables . Int. J. Comput. Math. , 81 ( 12 ) : 1455 – 1463 .
  • Jana , R. K. and Biswal , M. P. 2006 . Genetic based fuzzy goal programming for multiobjective chance constrained programming problems with continuous random variables . Int. J. Comput. Math. , 83 ( 2 ) : 171 – 179 .
  • Kall , P. and Wallace , S. W. 1994 . Stochastic Programming , Wiley and Sons .
  • Kataoka , S. 1963 . A stochastic programming model . Econometrica , 31 : 181 – 196 .
  • Kim , C. , Schaible , G. and Segarra , E. 1990 . The deterministic equivalents of chance-constrained programming . J. Agri. Econom. Res. , 42 ( 2 ) : 30 – 38 .
  • Liu , B. 2002 . Theory and Practice of Uncertain Programming , Heidelberg : Physica-Verlag .
  • Miller , L. B. and Wagner , H. 1965 . Chance-constrained programming with joint constraints . Oper. Res , 13 : 930 – 945 .
  • Panne , V. D. and Popp , W. 1963 . Minimum cost cattle feed under probabilistic protein constraints . Manage. Sci. , 9 : 405 – 430 .
  • Paudyal , G. and Das Gupta , A. 1990 . A nonlinear chance constrained model for irrigation planning . Agri. Water Manage. , 18 : 87 – 100 .
  • Poojari , C. A. and Varghese , B. 2008 . Genetic algorithm based technique for solving chance constrained problems . Eur. J. Oper. Res , 185 ( 3 ) : 1128 – 1154 .
  • Prékopa , A. 1973 . Contribution to the theory of stochastic programming . Math. Program. , 4 : 202 – 221 .
  • Rubinstein , R. Y. 1981 . Simulation and Monte Carlo Method , New York : Wiley and Sons .
  • Ruiqing , Z. , Iwamura , K. and Liu , B. 1998 . Chance constrained integer programming and stochastic simulation based genetic algorithm . J. Syst. Sci. Syst. Eng. , 7 ( 1 ) : 96 – 102 .
  • Sengupta , J. 1972 . Stochastic Programming: Methods and Applications , Amsterdam : North Holland .
  • Tiwari , R. N. , Dharmar , S. and Rao , J. R. 1987 . Fuzzy goal programming – An additive model . Fuzzy Sets Syst. , 24 : 27 – 34 .
  • Vajda , S. 1972 . Probabilistic Programming , London : Academic Press .
  • Maarten , H. van der Vlerk . 2003 . Stochastic Programming Bibliography World Wide Web, Available at: http://mally.eco.rug.nl/spbib.html
  • Zhao , Y. , Deng , H. , Li , J. and Xia , D. 2004 . Optimal planning of harmonic filters on distribution systems by chance constrained programming . Elec. Power Syst. Res. , 68 : 149 – 156 .
  • Zheng , D. W. , Gen , M and Ida , K. 1996 . Evolution Program for nonlinear goal programming . Computers and Industrial Engineering , 31 ( 3–4 ) : 907 – 911 .
  • Zimmermann , H-J. 1978 . Fuzzy programming and linear programming with several objective functions . Fuzzy Sets Syst. , 1 : 45 – 55 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.