Search

In this paper, we derive necessary and sufficient conditions for differentiable multiobjective fractional Minimax Programming under vector η-generalized convex functions and also weak and strong duality results have been proved. [ABSTRACT FROM AUTHOR]

Probabilistic or Stochastic programming is a framework for modeling optimization problems that involve uncertainty. The basic idea used in solving stochastic optimization problems has so far been to convert a stochastic model into an equivalent deterministic model and is possible when the right hand side resource vector follows some specific distributions such as normal, lognormal and exponential distributions. In this paper, a multi-objective stochastic programming problem has been considered with right hand side resource vector following general form of distributions …, which include many distributions such as Power Function distribution, Pareto distribution, Beta distribution of first kind, Weibull distribution, and Burr type XII distribution. In this approach, the multi-objective stochastic programming problem is converted into an equivalent deterministic model, which is then solved by a multi-objective programming genetic algorithm using Matlab. Few numerical examples are presented to illustrate the proposed approach. [ABSTRACT FROM AUTHOR]

In this paper an inventory system is developed for deteriorating items with multi-variate demand. Here, demand rate is a function of time, stock and selling price. In this study, we have taken production rate is demand dependent. We have also considered the situation, when the retailer has the reserve money but still wants to avail the facility of progressive credit period. Shortages are allowed in inventory which is completely backlogged. An optimization framework has been presented, which derives optimal ordering policies when the present values of total cost has been optimized. [ABSTRACT FROM AUTHOR]

In this paper, a generalized fractional programming problem with linear constraints and the objective function is the sum of the functions of the form Minimize … Subject to the linear constraints Ax ≥ b, and x ≥ 0 where a'x+p , c'x + q and e'x + r are linear functions has been discussed. Solution of the above generalized fractional programming problem can be recovered by reducing it to a fractional programming problem. [ABSTRACT FROM AUTHOR]