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Barik, S. K.; Biswal, M. P.

Probabilistic quadratic programming problems with some fuzzy parameters. (English) Zbl 1233.90230

Adv. Oper. Res. 2012, Article ID 635282, 13 p. (2012).
Summary: We present a solution procedure for a quadratic programming problem with some probabilistic constraints where the model parameters are either triangular fuzzy number or trapezoidal fuzzy number. Randomness and fuzziness are present in some real-life situations, so it makes perfect sense to address decision making problem by using some specified random variables and fuzzy numbers. In the present paper, randomness is characterized by Weibull random variables and fuzziness is characterized by triangular and trapezoidal fuzzy number. A defuzzification method has been introduced for finding the crisp values of the fuzzy numbers using the proportional probability density function associated with the membership functions of these fuzzy numbers. An equivalent deterministic crisp model has been established in order to solve the proposed model. Finally, a numerical example is presented to illustrate the solution procedure.

Cited in 2 Documents

MSC:

90C20 Quadratic programming
90C15 Stochastic programming
90C70 Fuzzy and other nonstochastic uncertainty mathematical programming

Software:

LINGO; LINDO
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References:

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