A class of multiobjective linear programming models with random rough coefficients

  • Authors:
  • Jiuping Xu;Liming Yao

  • Affiliations:
  • Uncertainty Decision-Making Laboratory, School of Business and Administration, Sichuan University, Chengdu 610064, PR China;Uncertainty Decision-Making Laboratory, School of Business and Administration, Sichuan University, Chengdu 610064, PR China

  • Venue:
  • Mathematical and Computer Modelling: An International Journal
  • Year:
  • 2009

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Abstract

In the present paper, we concentrate on dealing with a class of multiobjective programming problems with random rough coefficients. We first discuss how to turn a constrained model with random rough variables into crisp equivalent models. Then an interactive algorithm which is similar to the interactive fuzzy satisfying method is introduced to obtain the decision maker's satisfying solution. In addition, the technique of random rough simulation is applied to deal with general random rough objective functions and random rough constraints which are usually hard to convert into their crisp equivalents. Furthermore, combined with the techniques of random rough simulation, a genetic algorithm using the compromise approach is designed for solving a random rough multiobjective programming problem. Finally, illustrative examples are given in order to show the application of the proposed models and algorithms.