Most of the real-life decision-making problems have more than one conflicting and incommensurable objective functions. In this paper, we present a multiobjective two-stage stochastic linear programming problem considering some parameters of the linear constraints as interval type discrete random variables with known probability distribution. Randomness of the discrete intervals are considered f...

We consider a nonsmooth semi-infinite interval-valued vector programming problem, where the objectives and constraint functions need not to be locally Lipschitz. Using Abadie’s qualification convexificators, we provide Karush–Kuhn–Tucker necessary optimality conditions by converting initial problem into bi-criteria optimization problem. Furthermore, establish sufficient under asymptotic convexi...

the linear multiobjective transportation problem is a special type of vector minimum problem in which constraints are all equality type and the objectives are conicting in nature. this paper presents an application of fuzzy goal programming to the linear multiobjective transportation problem. in this paper, we use a special type of nonlinear (hyperbolic and exponential) membership functions to ...

Exponential penalty function method; Multiobjective fractional programming problem; Convergence Abstract In this paper, we extend the application of exponential penalty function method for solving multiobjective programming problem introduced by Liu and Feng (2010) to solve multiobjective fractional programming problem and analyze the relationship between weak efficient solutions of penalized p...

Necessary optimality conditions for a nonsmooth semi-infinite interval-valued vec- tor programming problem are given in the paper by Jennane et al . ( RAIRO:OR (2020). DOI: 10.1051/ro/2020066 ). Having noticed inconsistencies their paper, Gadhi and Ichatouhane 10.1051/ro/2020107 ) made necessary corrections proposed what they considered more pertinent formulation of main Theorem. Recently, 10.1...