Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
483372 | European Journal of Operational Research | 2006 | 18 Pages |
Abstract
This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP). After representing uncertain aspirations of the decision maker by converting the original problem into a deterministic multiple objective integer linear program (MOILP), a cutting plane technique may be used to compute all the efficient solutions of the last model leaving the decision maker to choose a solution according to his preferences. A numerical example is also included for illustration.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Moncef Abbas, Fatima Bellahcene,