Methodology for Solving Multi-Objective Quadratic Programming Problems in a Fuzzy Stochastic Environment

Abstract

This chapter presents two methodologies for solving quadratic programming problems with multiple objectives under fuzzy stochastic environments. The right side parameters of the chance constraints of both the models are chosen as fuzzy random variables (FRVs) following different probability distributions. Like the previous chapters, chance constrained programming (CCP) methodology is employed to the fuzzy chance constraints to develop fuzzy programming model. In the first model, cut of fuzzy sets and fuzzy partial order relations are incorporated to the fuzzy programming model to develop an equivalent deterministic model. For the second model, defuzzification method of fuzzy numbers (FNs), which are presented in Chapter 2, are taken into consideration to generate equivalent quadratic programming model in a crisp environment. As the objective functions are quadratic in nature, it is easy to understand that the membership functions obtained through methodological development process are also quadratic in nature. To linearize the quadratic membership functions, linearization techniques are employed in this chapter. Finally, for achieving the maximum degree of each of the membership goals of the objectives, a fuzzy goal programming (FGP) approach is developed for the linearized membership goals and solved by minimizing under-deviational variables and satisfying modified system constraints in fuzzy stochastic decision-making environments. To illustrate the acceptability of the developed methodology presented in this chapter, some numerical examples are included.