Int. J. Mathematics in Operational Research, Vol. 11, No. 1, 2017
Genetic algorithm approach for solving multi-objective fuzzy stochastic programming problem Sanjay Dutta, Srikumar Acharya* and Rajashree Mishra Department of Mathematics, School of Applied Sciences, KIIT University, Bhubaneswar, India Email:
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[email protected] *Corresponding author Abstract: This paper is concerned with the solution procedure of a multi-objective fuzzy stochastic optimisation problem by simulation-based genetic algorithm. In this article, a multi-objective fuzzy chance constrained programming problem is considered with continuous fuzzy random variables. The uncertain parameters are considered as fuzzy normal and fuzzy log-normal random variables. The feasibilities of the fuzzy chance constraints are checked by the fuzzy stochastic programming with the genetic process without deriving the deterministic equivalents. The proposed procedure is illustrated by a numerical example. Keywords: fuzzy stochastic programming; multi-objective programming; fuzzy chance constrained programming; fuzzy random variables; FRVs; genetic algorithm. Reference to this paper should be made as follows: Dutta, S., Acharya, S. and Mishra, R. (2017) ‘Genetic algorithm approach for solving multi-objective fuzzy stochastic programming problem’, Int. J. Mathematics in Operational Research, Vol. 11, No. 1, pp.1–28. Biographical notes: Sanjay Dutta is currently doing his PhD degree in the Department of Mathematics, School of Applied Sciences, KIIT University, Bhubaneswar, Odisha, India. He received his MSc degree and MBA (HR) from North Eastern Hills University and Sam Higginbottom Institute of Agriculture, Technology and Sciences in the years 2008 and 2014, respectively. His areas of research are fuzzy programming, linear programming, mixed integer programming, goal programming, multi-choice programming, nonlinear programming, stochastic programming, transportation problem, genetic algorithm and neural network. Srikumar Acharya is an Assistant Professor in the Department of Mathematics, School of Applied Sciences, KIIT University, Bhubaneswar, Odisha, India. He has received his PhD in Operations Research from the Indian Institute of Technology Kharagpur, India in 2011. His PhD thesis was on ‘multi-chioce programming problems and its applications’. Before joining as a JRF in IIT Kharagpur for PhD program, he received his MPhil and MSc degrees in Copyright © 2017 Inderscience Enterprises Ltd.
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