WEIGHTED ADDITIVE MODEL AND CHANCE CONSTRAINED TECHNIQUE FOR SOLVING NONSYMMETRICAL STOCHASTIC FUZZY MULTIOBJECTIVE LINEAR PROGRAM
Autor: | Adriano Dos Santos, Fried Markus Allung Blegur, Nugraha K.F. Dethan, Grandianus Seda Mada |
---|---|
Rok vydání: | 2022 |
Předmět: | |
Zdroj: | BAREKENG: Jurnal Ilmu Matematika dan Terapan. 16:293-304 |
ISSN: | 2615-3017 1978-7227 |
DOI: | 10.30598/barekengvol16iss1pp291-302 |
Popis: | The problems of linear programming are developing from time to time, and its complexity is constantly growing. Various problems can be viewed as a multi-objective fuzzy linear programming, multi-objective stochastic linear programming or a combination of both. This research is focused on examining Multi-Objective Fuzzy Stochastic Linear Programming (MOFSLP) with each of the objective functions has a different level of importance to decision makers, or better known as the nonsymmetrical model. The objective function of the linear program contains fuzzy parameters, while the constraint function contains the fuzzy parameters and random variables. The purpose of this study is to develop an algorithm to transform the MOFSLP be a Program of linear Single-Objective Deterministic Linear Programming (SODLP) so that it can be solved using simplex method. In the process of transforming MOFSLP to SODLP, several approaches have been used. They are; weighted additive model, analytic hierarchy process and chance constrained technique. An example of numerical computations has been provided at the end of the discussion in order to illustrate how the algorithm works. The resulted Model and algorithm are expected to help companies in the decision making process. |
Databáze: | OpenAIRE |
Externí odkaz: |