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Multi-objective fuzzy probabilistic quadratic programming problem

Author

Listed:
  • Prabhat Kumar Rout
  • Sudarsan Nanda
  • Srikumar Acharya

Abstract

The aim of the paper is to present a multi-choice multi-objective fuzzy probabilistic quadratic programming problem and its solution methodology. The mathematical programming problem suggested here is difficult to solve directly. Therefore, three major steps are suggested to solve the proposed mathematical programming problem. In first step, fuzzy chance constraint is transformed to its equivalent chance constraint programming problem using α-cut technique. Chance constraint technique is used to obtain a crisp multi-choice multi-objective quadratic programming problem. In the next step, importance is given to handle multi-choice parameter using least square approximation technique. At the end of second step, a multi-objective quadratic mathematical programming is obtained. Finally, goal programming approach is used to solve the transformed multi-objective quadratic mathematical programming. Using existing methodology and software, the final solution of the proposed model is obtained. The proposed method is implemented with a numerical example.

Suggested Citation

  • Prabhat Kumar Rout & Sudarsan Nanda & Srikumar Acharya, 2019. "Multi-objective fuzzy probabilistic quadratic programming problem," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 34(3), pages 387-408.
    • Handle: RePEc:ids:ijores:v:34:y:2019:i:3:p:387-408
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