摘要
针对线性约束条件下带有一个二次目标函数和多个线性目标函数的随机多目标决策问题，借助参考方向法和权重法对该决策问题的期望值模型进行标量化，获得了关于期望值模型的（恰当／弱）有效解的充要条件，引入Ａｃｈｉｅｖｅｍｅｎｔ函数建立了一类随机多目标二次线性规划模型的交互式计算方法．
In this paper, a stochastic multi-objective programming model with one qua-dratic and several linear objectives is introduced, which is to be optimized subject to linear constraints. By means of the expectation of random variables, the reference direction approach and the weighted sums approach are used to make the expectation model scalar. At the same time, the sufficient and necessary conditions about (properly, weakly) efficient solutions are obtained and an interactive algorithm is proposed for a class of stochastic multiple objective quadratic linear programming.
出处
《系统科学与数学》
CSCD
北大核心
2002年第1期96-106,共11页
Journal of Systems Science and Mathematical Sciences
基金
国家自然科学基金(70171021)资助课题
关键词
多目标决策
交互式算法
有效解
多目标二次线性规划
Multi-objective decision-making, interactive algorithm, (weakly)efficient so-lution, (stochastic) multi-objective quadratic-linear programming.
