| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 394884 | Information Sciences | 2009 | 19 Pages |
Abstract
This paper presents a new fuzzy chance-constrained programming model to find the solution for multiproject and multi-item investment combination in investment combination problems. The proposed 0–1 integer programming model has three objectives with fuzzy constraints, and NSGA-II is applied to solve the optimization model with a small modification of the constraint-handling rule. A simulation experiment illustrating the application of the proposed model is presented and Pareto-optimal solutions are obtained through a modified NSGA-II algorithm. A comparison among NSGA-II, PSO, and DE shows that modified NSGA-II has some advantages over PSO and DE.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Bin Xu, Weiguo Fang, Ruifeng Shi, Jing Yu, Lu Liu,