A Decomposition Algorithm for Solving Chance Constrain Bi Level Multi Objective Large Scale Quadratic Programming Problem

This paper solves a bi-level multi objective large scale quadratic programming problem with stochastic parameters in the constraints. The researchers solve this problem using an algorithm that begins with transforming the probabilistic nature to equivalent deterministic of this problem, then Taylor...

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Bibliographic Details
Published in:International journal of pure and applied sciences and technology 2015-06, Vol.28 (2), p.77-77
Main Authors: Emam, O E, Salama, S E, Youssef, A M
Format: Article
Language:English
Subjects:
Algorithms
Equivalence
Mathematical models
Probabilistic methods
Probability theory
Quadratic programming
Stochasticity
Taylor series
Online Access:Get full text
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Summary:This paper solves a bi-level multi objective large scale quadratic programming problem with stochastic parameters in the constraints. The researchers solve this problem using an algorithm that begins with transforming the probabilistic nature to equivalent deterministic of this problem, then Taylor series is used to overcome the complexity of the quadratic problem. Finally, an illustrative numerical example is given to clarify the developed theory.
ISSN:2229-6107
2229-6107