Taylor Series Approach for Solving Multi-level Large Scale Fractional Programming Problem with Stochastic Parameters in Constraints
O. E. Emam, A. Abdo & N. H. Ibrahim · Journal of Advances in Mathematics and Computer Science · 2014
This paper presents a solution algorithm to solve a multi-level large scale fractional programming problem with individual chance constraints (CH-MLLSFP). We assume that there is randomness in the right-hand side of the constraints only and that the random variables are normally...
Open access
Research Article
10.9734/BJMCS/2015/13568