Title
A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems
Date Issued
02 January 2017
Access level
open access
Resource Type
journal article
Author(s)
Khanjani Shiraz R.
Tavana M.
Di Caprio D.
University of Buckingham
Publisher(s)
Taylor and Francis Inc.
Abstract
The computational complexity of linear and nonlinear programming problems depends on the number of objective functions and constraints involved and solving a large problem often becomes a difficult task. Redundancy detection and elimination provides a suitable tool for reducing this complexity and simplifying a linear or nonlinear programming problem while maintaining the essential properties of the original system. Although a large number of redundancy detection methods have been proposed to simplify linear and nonlinear stochastic programming problems, very little research has been developed for fuzzy stochastic (FS) fractional programming problems. We propose an algorithm that allows to simultaneously detect both redundant objective function(s) and redundant constraint(s) in FS multi-objective linear fractional programming problems. More precisely, our algorithm reduces the number of linear fuzzy fractional objective functions by transforming them in probabilistic–possibilistic constraints characterized by predetermined confidence levels. We present two numerical examples to demonstrate the applicability of the proposed algorithm and exhibit its efficacy.
Start page
40
End page
62
Volume
35
Issue
1
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-85000961937
Source
Stochastic Analysis and Applications
Resource of which it is part
Stochastic Analysis and Applications
ISSN of the container
07362994
Sources of information: Directorio de Producción Científica Scopus