Gen. Math. Notes, Vol. 20, No. 2, February 2014, pp. 111-124
ISSN 2219-7184; Copyright © ICSRS Publication, 2014
www.i-csrs.org
Available free online at http://www.geman.in
On the Solution of Chance-Constrained
Multiobjective Integer Quadratic
Programming Problem with Some Stability
Notions
Omar M. Saad
1
and Mohamed Tamer B. Farag
2
1
Department of Mathematics, Faculty of Science
Helwan University, Ain Helwan
P.O. Box 11795, Cairo, Egypt
E-mail: omarsd@gmail.com
2
Department of Basic Sciences, Modern Academy
Maadi, Cairo, Egypt
E-mail: mtamerb@yahoo.com
(Received: 5-12-13 / Accepted: 12-1-14)
Abstract
In this study we present an algorithm for solving multiobjective integer
quadratic programming problems having random parameters in the objective
functions and in the constraints. Some basic stability notions are characterized
for the problem of concern and the stability concept of this problem is introduced.
An illustrative numerical example of bicriterion integer quadratic test problem
under randomness is given.
Keywords: Efficiency, Multiple criteria, Chance-constrained programming,
Integer quadratic programming, Stability.