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FSCH.SE176111

PARETO OPTIMAL SOLUTION FOR MULTIOBJECTIVE STOCHASTIC LINEAR PROGRAMMING PROBLEMS
WITH PARTIAL UNCERTAINTY

Abdulqader Othman Hamadameen
Department of Mathematics, Faculty of Sceince and Health, Koya University
http://koyauniversity.org

Abstract: A study on Multiobjective Stochastic Linear Programming (MSLP) problems with partial information on probability distribution is conducted. A method is proposed to utilize the concept of dominated solution for the Multiobjective Linear Programming (MLP) problems, and find a Pareto Optimal Solution (POS) without converting the MLP problem into its unique Linear Programming (LP) problem. An algorithm is proposed along with a numerical example which illustrated the practicability of the proposed algorithm. Comparison of results with existing methods shows the efficiency of the proposed method based on the analysis of results performed.

KeywordsMSLP problems, partial information, dominated solution for the MLP problems, and POS.

Date: 4/4/2017
Place: Faculty of Science and Health/ Hall no.1
Ċ
Caroline Yousif Daniel,
Apr 23, 2017, 12:43 AM