TITLE:
An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Integer Programming with Simple Recourse
AUTHORS:
Masatoshi Sakawa, Takeshi Matsui
KEYWORDS:
Multiobjective Programming; Stochastic Programming; Fuzzy Programming; Interactive Methods; Simple Recourse Model
JOURNAL NAME:
Applied Mathematics,
Vol.3 No.10A,
November
1,
2012
ABSTRACT: This paper considers multiobjective integer programming problems involving random variables in constraints. Using the concept of simple recourse, the formulated multiobjective stochastic simple recourse problems are transformed into deterministic ones. For solving transformed deterministic problems efficiently, we also introduce genetic algorithms with double strings for nonlinear integer programming problems. Taking into account vagueness of judgments of the decision maker, an interactive fuzzy satisficing method is presented. In the proposed interactive method, after determineing the fuzzy goals of the decision maker, a satisficing solution for the decision maker is derived efficiently by updating the reference membership levels of the decision maker. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.