DECISION-MAKER'S PREFERENCES FOR MODELING MULTIPLE OBJECTIVE STOCHASTIC LINEAR PROGRAMMING PROBLEMS

被引：0

作者：

Bellahcene, Fatima ^{[1
]}

机构：

[1] Mouloud Mammeri Univ, LAROMAD Lab, Fac Sci, BP 17 RP, Tizi Ouzou 15000, Algeria

来源：

OPERATIONS RESEARCH AND DECISIONS | 2019年 / 29卷 / 03期

关键词：

multiobjective programming; stochastic programming; nonlinear programming; satisfaction function; INTERACTIVE METHOD; EFFICIENCY;

D O I：

10.5277/ord190301

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A method has been suggested which solves a multiobjective stochastic linear programming problem with normal multivariate distributions in accordance with the minimum-risk criterion. The approach to the problem uses the concept of satisfaction functions for the explicit integration of the preferences of the decision-maker for different achievement level of each objective. Thereafter, a nonlinear deterministic equivalent problem is formulated and solved by the bisection method. Numerical examples with two and three objectives are given for illustration. The solutions obtained by this method are compared with the solutions given by other approaches.

引用

页码：5 / 16

页数：12

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