Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems

Authors:
R. K. Jana;Dinesh K. Sharma
Affiliations:
Department of Systems Engineering and Operations Research, George Mason University, Fairfax, VA, USA;Department of Business, Management and Accounting, University of Maryland Eastern Shore, MD, USA
Venue:
International Journal of Computer Mathematics
Year:
2010

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Abstract

This paper presents a procedure for solving a multiobjective chance-constrained programming problem. Random variables appearing on both sides of the chance constraint are considered as discrete random variables with a known probability distribution. The literature does not contain any deterministic equivalent for solving this type of problem. Therefore, classical multiobjective programming techniques are not directly applicable. In this paper, we use a stochastic simulation technique to handle randomness in chance constraints. A fuzzy goal programming formulation is developed by using a stochastic simulation-based genetic algorithm. The most satisfactory solution is obtained from the highest membership value of each of the membership goals. Two numerical examples demonstrate the feasibility of the proposed approach.