A parametric study for the linear fractional programming problem under uncertainty. Issue 1 (2nd January 2017)

• Record Type: Journal Article
• Authors: Abass, Samir A.; Abdallah, Asmaa S.
• Is Part Of: International journal of management science and engineering management. Volume 12:Issue 1(2017)
• Page Start: 64
• Page End: 67
• Publication Date: 2017-01-02
• Subjects: uncertain optimization -- linear fractional programming -- interval number -- parametric study; C00 -- C6 -- C610 -- C690; Management science -- Periodicals; Engineering -- Management -- Periodicals; Engineering -- Management; Management science; Periodicals; 658.005
• DOI: 10.1080/17509653.2015.1059300
• Languages: English
• ISSNs: 1750-9661

Abstract

Abstract: In this paper, a linear fractional programming problem with interval coefficients in both objective function and constraints is solved. The uncertain objective function is transformed into two deterministic objective functions. The two objective functions are converted into a single objective problem through the linear combination method. Through a modified possibility degree, the uncertain inequality and equality constraints are transformed into deterministic inequality constraints. The existing results are concerning the qualitative and quantitative analysis of basic notions in parametric linear fractional programming problem. These notions are the set of feasible parameters, the solvability set and the stability set of the first kind. A numerical example is investigated to demonstrate the effectiveness of the present approach.