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  • Stochastic (or probabilistic) programming (SP) is an optimization technique in which the constraints and/or the objective function of an optimization problem contain random variables. The mathematical models of these problems may follow any particular probability distribution for model coefficients. The objective here is to determine the proper values for model parameters influenced by random events. In this study, two modified differential evolution (DE) algorithms namely, LDE1 and LDE2 are used for solving SP problems. Two models of SP problems are considered; Stochastic Fractional Programming Problems and Multiobjective Stochastic Linear Programming Problems. The numerical results obtained by the LDE algorithms are compared with the results of basic DE, basic particle swarm optimization (PSO) and the available results from where it is observed that the LDE algorithms significantly improve the quality of solution of the considered problem in comparison with the quoted results in the literature. 2011 The Author. Published by Oxford University Press. All rights reserved.
  • Stochastic (or probabilistic) programming (SP) is an optimization technique in which the constraints and/or the objective function of an optimization problem contain random variables. The mathematical models of these problems may follow any particular probability distribution for model coefficients. The objective here is to determine the proper values for model parameters influenced by random events. In this study, two modified differential evolution (DE) algorithms namely, LDE1 and LDE2 are used for solving SP problems. Two models of SP problems are considered; Stochastic Fractional Programming Problems and Multiobjective Stochastic Linear Programming Problems. The numerical results obtained by the LDE algorithms are compared with the results of basic DE, basic particle swarm optimization (PSO) and the available results from where it is observed that the LDE algorithms significantly improve the quality of solution of the considered problem in comparison with the quoted results in the literature. 2011 The Author. Published by Oxford University Press. All rights reserved. (en)
Title
  • Solving stochastic programming problems using modified differential evolution algorithms
  • Solving stochastic programming problems using modified differential evolution algorithms (en)
skos:prefLabel
  • Solving stochastic programming problems using modified differential evolution algorithms
  • Solving stochastic programming problems using modified differential evolution algorithms (en)
skos:notation
  • RIV/61989100:27240/12:86092944!RIV15-MSM-27240___
http://linked.open...avai/riv/aktivita
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  • S
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
  • Abraham Padath, Ajith
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 169169
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27240/12:86092944
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Stochastic programming; Multiobjective optimization; Fractional programming; Differential evolution (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [5C95187B54F3]
http://linked.open...i/riv/nazevZdroje
  • Logic journal of IGPL
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 20
http://linked.open...iv/tvurceVysledku
  • Abraham Padath, Ajith
  • Pant, M.
  • Bouvry, P.
  • Thangaraj, R.
http://linked.open...ain/vavai/riv/wos
  • 000306410500010
issn
  • 1367-0751
number of pages
http://bibframe.org/vocab/doi
  • 10.1093/jigpal/jzr017
http://localhost/t...ganizacniJednotka
  • 27240
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