Gupta, Surendra (2009) A chance constrained approach to fractional programming with random numerator. Journal of Mathematical Modelling and Algorithms, 8 (4). pp. 357-361. ISSN 1570-1166
Full text not available from this repository.Abstract
This paper presents a chance constrained programming approach to the problem of maximizing the ratio of two linear functions of decision variables which are subject to linear inequality constraints. The coefficient parameters of the numerator of the objective function are assumed to be random variables with a known multivariate normal probability distribution. A deterministic equivalent of the stochastic linear fractional programming formulation has been obtained and a subsidiary convex program is given to solve the deterministic problem.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science, Technology and Environment (FSTE) > School of Computing, Information and Mathematical Sciences |
| Depositing User: | Ms Neha Harakh |
| Date Deposited: | 24 Nov 2009 02:11 |
| Last Modified: | 10 Jul 2012 06:46 |
| URI: | http://repository.usp.ac.fj/id/eprint/1466 |
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