Open AccessStochastic Multi-Objective Programming Problem: A Two-Phase Weighted Coefficient Approach
Author(s) -
Hamiden Abd ElWahed Khalifa,
Pradeep Kumar,
Sultan S. Alodhaibi
Publication year - 2021
Publication title -
mathematical modelling and engineering problems/mathematical modelling of engineering problems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.26
H-Index - 11
eISSN - 2369-0747
pISSN - 2369-0739
DOI - 10.18280/mmep.080603
Subject(s) - mathematical optimization , stochastic programming , linear programming , mathematics , random variable , computer science , statistics
This paper deals with multi-objective stochastic linear programming problem. The problem is considered by introducing the coefficients of the decision variables and the right-hand-side parameters in the constraints as normal random variables. A method for converting the problem into its deterministic problem is proposed and hence two- phase approach with equal weights is proposed for finding an efficient solution. The advantages of the approach are: as weights which is positive, not necessarily equal and generate an efficient solution. A numerical example is given to illustrate the suggested methodology.