Abstract
This paper presents a new fuzzy chance-constrained programming model to find the solution for multiproject and multi-item investment combination in investment combination problems. The proposed 0-1 integer programming model has three objectives with fuzzy constraints, and NSGA-II is applied to solve the optimization model with a small modification of the constraint-handling rule. A simulation experiment illustrating the application of the proposed model is presented and Pareto-optimal solutions are obtained through a modified NSGA-II algorithm. A comparison among NSGA-II, PSO, and DE shows that modified NSGA-II has some advantages over PSO and DE.
| Original language | English |
|---|---|
| Pages (from-to) | 623-641 |
| Number of pages | 19 |
| Journal | Information Sciences |
| Volume | 179 |
| Issue number | 5 |
| DOIs | |
| State | Published - 15 Feb 2009 |
Keywords
- Fuzzy chance-constrained
- Investment combination
- Multiproject-multiple-item
- NSGA-II
Fingerprint
Dive into the research topics of 'Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver