Virtual interpolation of discrete multi-objective programming solutions with probabilistic operation

Virtual Interpolation of Discrete Multi-objective Programming Solutions with Probabilistic Operation

This work presents a novel framework to address the long term operation of a class of multi-objective programming problems. The proposed approach considers a stochastic operation and evaluates the long term average operating costs/profits. To illustrate the approach, a two-phase method is proposed which solves a prescribed number of K monoobjective problems to identify a set of K points in the ...

Pareto-optimal solutions in fuzzy multi-objective linear programming

The problem of solving multi-objective linear-programming problems, by assuming that the decision maker has fuzzy goals for each of the objective functions, is addressed. Several methods have been proposed in the literature in order to obtain fuzzyefficient solutions to fuzzy multi-objective programming problems. In this paper we show that, in the case that one of our goals is fully achieved, a...

On approximating weakly/properly efficient solutions in multi-objective programming

This paper deals with approximate solutions of general (that is, without any convexity assumption) multi-objective optimization problems (MOPs). In this text, by reviewing some standard scalarization techniques we are interested in finding the relationships between ε-(weakly, properly) efficient points of an MOP and ε-optimal solutions of the related scalarized problem. For this purpose, the re...

Solving multi objective linear Bilevel multi follower programming problem

On Convex Probabilistic Programming with Discrete Distributions

We consider convex stochastic programming problems with probabilistic constraints involving integer valued random variables The concept of a p e cient point of a probability distribution is used to derive various equivalent problem for mulations Next we introduce the concept of r concave discrete probability distri butions and analyse its relevance for problems under consideration These notions...