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A new nonlinear interval programming method for uncertain problems with dependent interval variables

Author

Listed:
  • Jiang, C.
  • Zhang, Z.G.
  • Zhang, Q.F.
  • Han, X.
  • Xie, H.C.
  • Liu, J.

Abstract

This paper proposes a new nonlinear interval programming method that can be used to handle uncertain optimization problems when there are dependencies among the interval variables. The uncertain domain is modeled using a multidimensional parallelepiped interval model. The model depicts single-variable uncertainty using a marginal interval and depicts the degree of dependencies among the interval variables using correlation angles and correlation coefficients. Based on the order relation of interval and the possibility degree of interval, the uncertain optimization problem is converted to a deterministic two-layer nesting optimization problem. The affine coordinate is then introduced to convert the uncertain domain of a multidimensional parallelepiped interval model to a standard interval uncertain domain. A highly efficient iterative algorithm is formulated to generate an efficient solution for the multi-layer nesting optimization problem after the conversion. Three computational examples are given to verify the effectiveness of the proposed method.

Suggested Citation

  • Jiang, C. & Zhang, Z.G. & Zhang, Q.F. & Han, X. & Xie, H.C. & Liu, J., 2014. "A new nonlinear interval programming method for uncertain problems with dependent interval variables," European Journal of Operational Research, Elsevier, vol. 238(1), pages 245-253.
    • Handle: RePEc:eee:ejores:v:238:y:2014:i:1:p:245-253
    DOI: 10.1016/j.ejor.2014.03.029
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    References listed on IDEAS

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    Cited by:

    1. Zhang, Mei-Jing & Wang, Ying-Ming & Li, Ling-Hui & Chen, Sheng-Qun, 2017. "A general evidential reasoning algorithm for multi-attribute decision analysis under interval uncertainty," European Journal of Operational Research, Elsevier, vol. 257(3), pages 1005-1015.
    2. Dong, Yingchao & Zhang, Hongli & Ma, Ping & Wang, Cong & Zhou, Xiaojun, 2023. "A hybrid robust-interval optimization approach for integrated energy systems planning under uncertainties," Energy, Elsevier, vol. 274(C).

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