Proposed Approach for Solving Stochastic Vector Optimization Problem with Random parameters in the Constraints

Authors

Adel M. Widyan, Mathematics Department, College of Science, Qassim University, KSAFollow
Ahmed A. Elsawy, Mathematics Department, College of Science, Qassim University, KSAFollow
Atheer I. Aljutaily, Mathematics Department, College of Science, Qassim University, KSAFollow

Abstract

This paper introduces an efficient approach for stochastic vector optimization problem (SVOP) with random parameters in the right-hand side of the constraints. The proposed technique uses the scalarization concept to transform SVOP to a stochastic single objective optimization problem (SSOP) based on the nonnegative weighted sum approach. The statistical inference methods should be applied to convert SSOP into its equivalent deterministic single objective optimization problem (DSOP). The resulting problem can be solved as linear or nonlinear programming problem to obtain the efficient solutions. Finally, an illustrated example is given to verify the validity of the proposed approach.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/110122

Recommended Citation

M. Widyan, Adel; A. Elsawy, Ahmed; and I. Aljutaily, Atheer (2022) "Proposed Approach for Solving Stochastic Vector Optimization Problem with Random parameters in the Constraints," Journal of Statistics Applications & Probability: Vol. 11: Iss. 1, Article 22.
DOI: http://dx.doi.org/10.18576/jsap/110122
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol11/iss1/22