Title
Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem
Date Issued
01 January 2010
Access level
metadata only access
Resource Type
journal article
Author(s)
Publisher(s)
Inderscience Publishers
Abstract
The field of chance constrained fractional programming (CCFP) has grown into a huge area over the last few years because of its applications in real life problems. Therefore, finding a solution technique to it is of paramount importance. The solution technique so far has been deriving deterministic equivalence of CCFP with random coefficients in the objective function and/or constraints and is possible only if random variable follows some specified distribution with known parameters. This paper presents a stochastic simulation-based genetic algorithm (GA) for solving CCFP problems, where random variables used can follow any continuous distribution. The solution procedure is tested on a few numerical examples. The results demonstrate that the suggested approach could provide researchers a promising way for solving various types of chance constrained programming (CCP) problems. Copyright © 2010 Inderscience Enterprises Ltd.
Start page
23
End page
38
Volume
9
Issue
1
Language
English
OCDE Knowledge area
Genética humana
Genética, Herencia
Subjects
Scopus EID
2-s2.0-77955199280
Source
International Journal of Operational Research
ISSN of the container
17457645
Sources of information:
Directorio de Producción Científica
Scopus