Affordable Access

Interactive fuzzy stochastic multi-level 0–1 programming using tabu search and probability maximization

Authors
Publisher
Elsevier Ltd
Volume
41
Issue
6
Identifiers
DOI: 10.1016/j.eswa.2013.10.027
Keywords
  • Multi-Level Programming
  • Random Variables
  • Interactive Fuzzy Programming
  • Probability Maximization
  • Tabu Search
  • 0–1 Programming
Disciplines
  • Computer Science
  • Mathematics

Abstract

Abstract In this paper, we consider interactive fuzzy programming for multi-level 0–1 programming problems involving random variable coefficients both in objective functions and constraints. Following the probability maximization model together with the concept of chance constraints, the formulated stochastic multi-level 0–1 programming problems are transformed into deterministic ones. Taking into account vagueness of judgments of the decision makers, we present interactive fuzzy programming. In the proposed interactive method, after determining the fuzzy goals of the decision makers at all levels, a satisfactory solution is derived efficiently by updating satisfactory levels of the decision makers with considerations of overall satisfactory balance among all levels. For solving the transformed deterministic problems efficiently, we also introduce novel tabu search for general 0–1 programming problems. A numerical example for a three-level 0–1 programming problem is provided to illustrate the proposed method.

There are no comments yet on this publication. Be the first to share your thoughts.