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Article information
2023 , Volume 28, ¹ 2, p.72-88
Younsi-Abbaci L., Moulai M.
Optimizing a linear fractional function with interval coefficients over an integer efficient set under chance constraints
In this paper, we present an exact algorithm for optimizing a linear fractional function with interval coefficients over the integer efficient set of a chance constrained multiple objective stochastic integer linear programming (CCMOSILP) problem. At first, a convex combination of the left and right values of the interval coefficients are used in place of the intervals and consequently the problem is reduced to a linear deterministic programming problem. Then we convert the CCMOSILP problem into a deterministic problem by using known distribution function of random variables. The basic idea of the computation phase of the algorithm is to solve the problem using a sequence of progressively more constrained integer linear fractional programs that progressively improves the value of the linear criteria and eliminates undesirable points from further consideration. To demonstrate the proposed algorithm a numerical example is solved.
Keywords: ractional programming, multiobjective stochastic integer, chance constraint programming, interval coefficients, efficient set
doi: 10.25743/ICT.2023.282.007
Author(s):
Younsi-Abbaci Leila
Office: LaMOS Research Unit of the University of Bejaia
Address: 06000, Algiers, Algiers, Bejaia
Phone Office: (213) 657056798
E-mail: abbaci.leila@yahoo.fr
Moulai Mustapha
Office: University of Sciences and Technology Houari Boumediene
Address: 16111, Algiers, Algiers, Bab Ezzouar
E-mail: mmoulai@usthb.dz
Bibliography link:
Younsi-Abbaci L., Moulai M. Optimizing a linear fractional function with interval coefficients over an integer efficient set under chance constraints // Computational technologies. 2023. V. 28. ¹ 2. P. 72-88
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