A Redundancy Detection Algorithm for Fuzzy Stochastic Multi-Objective Linear Fractional Programming Problems

Khanjani Shiraz, Rashed and Charles, V and Tavana, Madjid and Di Caprioe, Debora (2016) A Redundancy Detection Algorithm for Fuzzy Stochastic Multi-Objective Linear Fractional Programming Problems. Stochastic Analysis and Applications. ISSN 0736-2994 (Print) 1532-9356 (Online)

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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.

Item Type: Article
Uncontrolled Keywords: Redundancy detection; Fuzzy; Stochastic; Multi-objective; Fractional programming
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Q Science > QA Mathematics
Divisions: School of Business > Management
Depositing User: V Charles
Date Deposited: 08 Dec 2016 11:18
Last Modified: 08 Dec 2016 14:52
URI: http://bear.buckingham.ac.uk/id/eprint/160

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