In this paper, we integrate goal programming (GP), Taylor Series, Kuhn-Tucker conditions and Penalty Function approaches to solve linear fractional bi-level programming (LFBLP)problems. As we know, the Taylor Series is having the property of transforming fractional functions to a polynomial. In the present article by Taylor Series we obtain polynomial objective functions which are equivalent to...

a characteristic of data envelopment analysis (dea) is to allow individual decision making units (dmus) to select the factor weights which are the most advantageous for them in calculating their efficiency scores. this flexibility in selecting the weights, on the other hand, deters the comparison among dmus on a common base. for dealing with this difficulty and assessing all the dmus on the sam...

This paper presents a fuzzy goal programming (GP) procedure for solving a multiobjective linear plus linear fractional programming problem. In the proposed approach GP model for achievement of the highest membership value of each of fuzzy goal defined for the linear plus linear fractional objectives is formulated. In the solution process, the method of variable change on the underand overdeviat...

in this paper, we study the problem of minimizing the ratio of two quadratic functions subject to a quadratic constraint. first we introduce a parametric equivalent of the problem. then a bisection and a generalized newton-based method algorithms are presented to solve it. in order to solve the quadratically constrained quadratic minimization problem within both algorithms, a semidefinite optim...

In this paper a new concept of duality is given for the linear fractional programming (LFP) problem in which the objective function is a linear fractional function and where the constraint functions are in the form of linear inequalities. Our result is based on transforming the linear fractional programming problem to an equivalent linear programming with the same dimension. A simple example is...

Abstract It is the purpose of this article to introduce a linear approximation technique for solving a fractional chance constrained programming (CC) problem. For this purpose, a fuzzy goal programming model of the equivalent deterministic form of the fractional chance constrained programming is provided and then the process of defuzzification and linearization of the problem is started. A sam...

In this paper, we show a procedure for solving multilevel fractional programming problems in a large hierarchical decentralized organization using fuzzy goal programming approach. In the proposed method, the tolerance membership functions for the fuzzily described numerator and denominator part of the objective functions of all levels as well as the control vectors of the higher level decision ...

a real-time optimization (rto) strategy incorporating the fuzzy sets theory is developed, where the problem constraints obtained from process considerations are treated in fuzzy environment. furthermore, the objective function is penalized by a fuzzified form of the key process constraints. to enable using conventional optimization techniques, the resulting fuzzy optimization problem is then re...