Open AccessOn Solving a class of stochastic multiobjective integer linear programming problems with Interactive Based Approach
Author(s) -
Suparni Suparni,
Herman Mawengkang,
Opim Salim Sitompul,
Saib Suwilo
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1255/1/012088
Subject(s) - randomness , mathematical optimization , probabilistic logic , stochastic programming , stochastic optimization , class (philosophy) , integer (computer science) , integer programming , mathematics , linear programming , multi objective optimization , optimization problem , computer science , artificial intelligence , statistics , programming language
Decision problems of stochastic or probabilistic optimization arise when certain coefficient of an optimization model are not fixed or known but are instead, to some extent, stochastic(or random or probabilistic) quantities. This paper focused on multiobjective stochastic optimization. We propose a method for solving a multiobjective chance constraints integer programming problem based on interactive approach. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some examples are presented.