Bi-Level Multi-Objective Stochastic Linear Fractional Programming with General form of Distribution
| Autor: | Haneefa Kausar, Ahmad Yusuf Adhami |
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| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
021103 operations research Control and Optimization Karush–Kuhn–Tucker conditions Distribution (number theory) 0211 other engineering and technologies 02 engineering and technology Stochastic programming Linear-fractional programming symbols.namesake Fractional programming Artificial Intelligence Signal Processing Taylor series symbols Applied mathematics 021108 energy Computer Vision and Pattern Recognition Pareto distribution Statistics Probability and Uncertainty Information Systems Mathematics Weibull distribution |
| Zdroj: | Statistics, Optimization & Information Computing. 7 |
| ISSN: | 2310-5070 2311-004X |
| DOI: | 10.19139/soic.v7i2.373 |
| Popis: | This paper deals with the stochastic approach of bi-level multi-objective linear fractional programming problem.In this type of bi-level programming problem stochastic nature the right hand side resource vector is considered to follow a general form of distribution F (bi) = 1 − Bi^exp(Aih(bi))[13], which in itself includes many well known distributions such as Pareto distribution, Weibull distribution etc. After converting the problem into an equivalent deterministic form, each level of the problem is transformed into a single objective by using K-T conditions. Finally the problem is solved by Taylors series approach. A numerical example is also presented to illustrate how the proposed approach is utilized. |
| Databáze: | OpenAIRE |
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