Abstract
In this paper, we present a multi-objective fractional probabilistic programming problem where the parameters in the objective functions and right-hand side constraints are multi-choice in nature. Multi-choice multi-objective objective fractional probabilistic programming problem is formulated. The multi-choice parameters in the right-hand side of constraints are random variables following Cauchy distribution. Multi-choice multi-objective fractional probabilistic programming problem is transformed to deterministic equivalent multi-choice multi-objective fractional programming problem using chance-constrained programming problem. Lagrange interpolating polynomial approach is proposed to deal with multi-choice parameters. The multi-choice multi-objective fractional programming problem is transformed to non-linear mixed integer multi-objective programming problem. An \(\epsilon -\) constrained method is applied to find the compromise solutions of non-linear mixed integer multi-objective programming problem using different values of \(\epsilon \). LINGO software is applied to find the optimal solution of single objective non-linear mixed integer programming problem. Finally, a numerical example is given to illustrate the proposed programming problem.
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Belay, B., Acharya, S. (2021). Multi-choice Multi-objective Fractional Probabilistic Programming Problem. In: Giri, D., Ho, A.T.S., Ponnusamy, S., Lo, NW. (eds) Proceedings of the Fifth International Conference on Mathematics and Computing. Advances in Intelligent Systems and Computing, vol 1170. Springer, Singapore. https://doi.org/10.1007/978-981-15-5411-7_12
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DOI: https://doi.org/10.1007/978-981-15-5411-7_12
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