Volume 23 , Issue 1 , PP: 312-322, 2024 | Cite this article as | XML | Html | PDF | Full Length Article
S. A. Edalatpanah 1 * , Hamiden Abd El- Wahed Khalifa 2 , Ashraf Al-Quran 3 , Faisal Al-Sharqi 4 , Zahari Rodzi 5 , Abdalwali Lutfi 6
Doi: https://doi.org/10.54216/IJNS.230126
This article considers a stochastic multi-objective linear programming problem in a neutrosophic framework. The right-hand sides of the constraints are random variables associated with their means and variances, and the single-valued trapezoidal neutrosophic numbers are included in the coefficients of the objective functions to investigate the problem. The problem is successfully converted into the related deterministic programming model based on the formulation of the scoring function and several distributions, such as the Uniform, Exponential, and Gama distributions. Applying fuzzy goal programming, the deterministic problem is solved. An example is then solved to demonstrate the solution methodology.
Optimization , Optimization problems , Multi-objective stochastic linear programming , Neutrosophic numbers , Exponential distribution , Uniform distribution , Gama Distribution , Fuzzy programming , Optimal compromise solution , Optimization Problems , Decision Making , Goal programming , Lingo computer package.
[1] F. Z. Montazeri. "An overview of data envelopment analysis models in fuzzy stochastic environments". Journal of Fuzzy Extension and Applications, vol.1, no. 4, pp. 272-278, 2020. doi: 10.22105/jfea.2020.258330.1030 |
[2] B. C. Giri and S. Dey, "Game theoretic models for a closed-loop supply chain with stochastic demand and backup supplier under dual channel recycling, " Decision Making: Applications in Management and Engineering, vol. 3, no. 1, pp. 108-12, 2020. |
[3] A. Charnes, W.W. Cooper, and G.H. Symonds, "Cost horizon and certainty equivalents: An approach to stochastic programming of heating oil," vol. 4, no. 3, pp235- 263, 1958. |
[4] A. Charnes, W.W. Cooper, "Chance constrained programming," Management Science, vol. 6, no. 1, pp 73- 79, 1959. |
[5] J.K. Sengupta. Stochastic Programming: Methods and Applications, North Holland Publishing Company, 1972. |
[6] J.P. Leclercq,"Stochastic Programming: An interactive multi- criteria approach," European Journal of Operational Research,vol. 10,no. 1,pp 33- 41, 1982. |
[7] J.J. Teghem, D. Dufrance, M. Thauvoye, and P. Kunch, "An interactive method for multiobjectve linear programming under uncertainty," European Journal of Operations Research, vol. 26, no., 1, pp 65- 82,1986. |
[8] M. Stancu- Minasian, M.J. Wets, "A research bibliography in stochastic programming,", Operations Research, vol. 24, no. 6, pp 1078- 1119, 1976. |
[9] G.B. Dantzig, "Linear programming under uncertainty," Management Science, vol.1, no. 3, pp, 197- 206, 1955. |
[10] R. Jagannathan, "Chance-Constrained Programming with Joint Constraints," Operations Research," vol. 22, no. 2 ,pp 358-372, 1974. |
[11] M.P. Biswal, N.P. Biswal, D. Li, "Probabilistic linear programming problems with exponential random variables: A technical note, "European Journal of Operational Research, vol. 111, no 1, pp 589- 597, 1998. |
[12] A.A. Segun, K.L. Monga, "Multiobjective stochastic linear programming: An overview", American Journal of Operations Research, vol. 1, no. 4, pp 203- 213, 2011. |
[13] J. Li, J. Xu, M. Gen, "A class of multiobjective linear programming model with fuzzy random coefficients," Mathematical and Computer Modelling, vol. 44 no. 11, pp 1097- 1113, 2006. |
[14] H.J. Zimmermann, "Fuzzy programming and linear programming with several objective functions," Fuzzy Sets and Systems, vol. 1, no. 1, pp 45- 66, 1978. |
[15] H. Leberling, "On finding compromise solution in multicriteria problems using the min- operator," Fuzzy Sets and Systems, vol. 6, no. 2, pp 105- 118, 1981. |
[16] A. A. Makki, H. F. Sindi, H. Brdesee, W. Alsaggaf, A. Al-Hayani, and A. O. Al-Youbi, "Goal programming and mathematical modelling for developing a capacity planning decision support system-based framework in higher education institutions," Applied Sciences, vol. 12, no. 3, pp. 1702, 2022. doi: 10.3390/app12031702. |
[17] H.A. Khalifa, "On solving fully fuzzy multi-criteria De Novo programming via fuzzy goal programming approach," Journal of Applied Research on Industrial Engineering, vol. 5, no. 3, pp. 239-252, 2018. doi: 10.22105/jarie.2018.148642.1054 |
[18] B. Sahin, D. Yazir, A. A. Hamid, and N. S. F. Abdul Rahman, "Maritime Supply Chain Optimization by Using Fuzzy Goal Programming," Algorithms, vol. 14, no. 8, p. 234, 2021. doi: 10.3390/a14080234. |
[19] P. Biswas and B. B. Pal, "A fuzzy goal programming method to solve Congestion, management problem using genetic algorithm," Decision Making: Applications in Management and Engineering, vol. 2 .no 2, pp.36-53, 2019. |
[20] H. M., Seyed, "Ranking aggregation of preferences with common set of weights using goal programming method," Journal of Applied Research on Industrial Engineering, vol. 6, no. 4, pp. 283-293, 2019. doi: 10.22105/jarie.2020.210568.1113
[21] Al-Quran, A., Al-Sharqi, F., Ullah, K., Romdhini, M. U., Balti, M. & Alomai, M., Bipolar fuzzy hypersoft set and its application in decision making. International Journal of Neutrosophic Science, 20, 65-77. 2023
[22] A. Al Quran, A. G. Ahmad, F. Al-Sharqi, A. Lutfi, Q-Complex Neutrosophic Set, International Journal of Neutrosophic Science, vol. 20(2), pp.08-19, 2023.
[23] A. Al Quran, A. G. Ahmad, F. Al-Sharqi, A. Lutfi, Q-Complex Neutrosophic Set, International Journal of Neutrosophic Science, vol. 20(2), pp.08-19, 2023. |
[24] |
[25] T. Alam, "Modeling and Analyzing a Multi-Objective Financial Planning Model Using Goal Programming," Applied System Innovation, vol. 5, no. 6, pp. 128, 2022. doi: 10.3390/asi5060128. |
[26] E.L. Hanan, "On fuzzy goal programming," Decision Science, vol.12, no. 3, pp 522- 531, 1981.
[27] F. Al-Sharqi, M. U. Romdhini, A. Al-Quran, Group decision-making based on aggregation operator and score function of Q-neutrosophic soft matrix, Journal of Intelligent and Fuzzy Systems, vol. 45, pp.305–321, 2023.
[28] F. Al-Sharqi, Y. Al-Qudah and N. Alotaibi, Decision-making techniques based on similarity measures of possibility neutrosophic soft expert sets. Neutrosophic Sets and Systems, 55(1), 358--382, 2023.
[29] F. Al-Sharqi, A. Al-Quran, M. U. Romdhini, Decision-making techniques based on similarity measures of possibility interval fuzzy soft environment, Iraqi Journal for Computer Science and Mathematics, vol. 4, pp.18–29, 2023. |
[30] A. Othman, Z.M. Zainuddin, "Multiobjective fuzzy stochastic linear programming problems in the 21st century, "Life Science Journal, vol. 10, no. 4, pp 616- 647, 2013. |
[31] C. Vincent, G. Srikant, A. Irfan, "A Fuzzy Goal Programming Approach for Solving Multi-Objective Supply Chain Network Problems with Pareto-Distributed Random Variables, ", International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, vol. 27, no.4, pp 559–593, 2019. |
[32] S.S. Karakutuk, M.A. Ornek, "A goal programming approach to lean production system implementation," Journal of the Operational Research Society, pp 1-14, 2022. |
[33] C.N. Wang, N.L. Nhieu, T.T. Tran, "Stochastic Chebyshev Goal Programming Mixed Integer Linear Model for Sustainable Global Production Planning," Mathematics, vol. 9, no.5, pp 483-504 ,2021. |
[34] R. Vidhya, I. Hepzibah, N. Gani, "Neutrosophic multi-objective linear programming problems," Global Journal of Pure and Applied Mathematics, vol. 13, no.2, pp 265-280, 2017. |
[35] I. Maiti, T. Mandal, S. Pramanik, "A goal programming strategy for bi-level decentralised multi-objective linear programming problem with neutrosophic numbers," International Journal of Applied Management Science, vol. 15, no. 1, pp. 57-72, 2023. https://doi.org/10.1504/IJAMS.2023.128294 |
[36] A. Kumar, A. Gupta, "Methods for solving fuzzy assignment problems and fuzzy travelling salesman problems with different membership functions," Fuzzy Information and Engineering vol. 3, no.1, pp 3-21,2011. |
[37] K.T. Atanason, "Intuitionistic fuzzy sets", Fuzzy Sets and Systems, vol. 20, no.1, pp 87- 96, 1986. |
[38] K.T. Atanason, Intuitionistic fuzzy sets. Fuzzy Sets and Systems: Theory and Applications, Physics, Heidelberg, Germany, 1999. |
[39] W. Jianqiang, Z. Zhong, "Aggregation operators on intuitionistic trapezoidal fuzzy number and its application to multi-criteria decision problems," Journal of Systems Engineering and Electronics, vol. 20, no.2, pp 321- 326, 2009 |
[40] F. Smarandache, A Unifying Field in Logics. Neutrosophy: Neutrosophic Probability, Set and Logic, American Research Press, Rehoboth, NM, USA,1998. |
[41] S., Adebisi, F., Smarandache, " On the Introduction to neutrosophic statistics and neutrosophic algebraic structures (involving the fuzziness, similarity and the symmetry properties on the neutrosophic interval probability) (1)," Journal of Fuzzy Extension and Applications, in press. doi: 10.22105/jfea.2022.366160.1235 |
[42] M.R. Razdan, S., Aghasi, S. M. R., Davoodi, " Ranking Factors Affecting Supply Chain Risk with a Combined Approach of Neutrosophic analytical hierarchy process and TOPSIS, " Journal of Applied Research on Industrial Engineering, In press. doi: 10.22105/jarie.2021.303869.1379 |
[43] H. Wang, F. Smarandache, Y.Q. Zhang, R. Sunderraman, "Single valued neutrosophic sets," Multistructure, vol. 4, no.1, pp 410- 413, 2010. |
[44] A. Thamaraiselvi, R. Santhi, "A new approach for optimization of real- life transportation problem in neutrosophic environment", Mathematical Problems in Engineering, Article ID 5950747, 9 pages, 2016.
|