WEIGHTED ADDITIVE MODEL AND CHANCE CONSTRAINED TECHNIQUE FOR SOLVING NONSYMMETRICAL STOCHASTIC FUZZY MULTIOBJECTIVE LINEAR PROGRAM

  • Grandianus Seda Mada Mathematics Study Program, Faculty of Agriculture, University of Timor
  • Nugraha K.F. Dethan Mathematics Study Program, Faculty of Agriculture, University of Timor
  • Fried Markus Allung Blegur Mathematics Study Program, Faculty of Agriculture, University of Timor
  • Adriano Dos Santos Mathematics Study Program, Faculty of Agriculture, University of Timor
DOI: https://doi.org/10.30598/barekengvol16iss1pp291-302
Keywords: Weighted Additive, MOFLSP-SODLP, Analytic Hierarchy Process, Chance Constrained

Abstract

The problems of linear programming are developing from time to time, and its complexity is constantly growing. Various problems can be viewed as a multi-objective fuzzy linear programming, multi-objective stochastic linear programming or a combination of both. This research is focused on examining Multi-Objective Fuzzy Stochastic Linear Programming (MOFSLP) with each of the objective functions has a different level of importance to decision makers, or better known as the nonsymmetrical model. The objective function of the linear program contains fuzzy parameters, while the constraint function contains the fuzzy parameters and random variables. The purpose of this study is to develop an algorithm to transform the MOFSLP be a Program of linear Single-Objective Deterministic Linear Programming (SODLP) so that it can be solved using simplex method. In the process of transforming MOFSLP to SODLP, several approaches have been used. They are; weighted additive model, analytic hierarchy process and chance constrained technique. An example of numerical computations has been provided at the end of the discussion in order to illustrate how the algorithm works. The resulted Model and algorithm are expected to help companies in the decision making process.

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Published
2022-03-21
How to Cite
[1]
G. Mada, N. Dethan, F. Blegur, and A. Santos, “WEIGHTED ADDITIVE MODEL AND CHANCE CONSTRAINED TECHNIQUE FOR SOLVING NONSYMMETRICAL STOCHASTIC FUZZY MULTIOBJECTIVE LINEAR PROGRAM”, BAREKENG: J. Math. & App., vol. 16, no. 1, pp. 293-304, Mar. 2022.
Issue
Vol 16 No 1 (2022): BAREKENG: Jurnal Ilmu Matematika dan Terapan
Section
Articles

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