Pareto optimal solution for multiobjective stochastic linear programming problems with partial uncertainty Online publication date: Tue, 06-Feb-2018
by Abdulqader Othman Hamadameen; Nasruddin Hassan
International Journal of Mathematics in Operational Research (IJMOR), Vol. 12, No. 2, 2018
Abstract: A study on multiobjective stochastic linear programming (MSLP) problems with partial information on probability distribution is conducted. A method is proposed to utilise the concept of dominated solution for the multiobjective linear programming (MLP) problems, and find a pareto optimal solution (POS) without converting the MLP problem into its unique linear programming (LP) problem. An algorithm is proposed along with a numerical example which illustrated the practicability of the proposed algorithm. Comparison of results with existing methods shows the efficiency of the proposed method based on the analysis of results performed.
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Mathematics in Operational Research (IJMOR):
Login with your Inderscience username and password:
Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.
If you still need assistance, please email subs@inderscience.com