A New Approach for Uncertain Multiobjective Programming Problem Based on P-E Principle


Abstract

On the basis of the uncertainty theory, this paper is devoted to the uncertain multiobjective programming problem. Firstly, several principles are provided to define the relationship between uncertain variables. Then a new approach is proposed for obtaining Pareto efficient solutions in uncertain multiobjective programming problem based on YE principle, which involves transforming the uncertain multiobjective problem into a problem with only one uncertain objective function, and its validity has been proved. Due to the complexity of this problem, it is very suitable for the use of genetic algorithm. Finally, a numerical example is presented to illustrate the novel approach proposed, and the genetic algorithm is adopted to solve it.