ON THE SOLUTION OF MULTIPLE OBJECTIVE INTEGER LINEAR FRACTIONAL PROGRAMMING PROBLEMS WITH UNCERTAIN DATA

An algorithm for solving a multiobjective integer linear fractional programming problem with random parameters in the objective functions (SMOILFP) is investigated. These random parameters are considered to be statistically independent random variables. The basic idea in the developed solution algorithm in treating the (SMOILFP) is to convert the probabilistic nature of this problem into a deterministic version and thus the problem is reduced to a single objective. A numerical example has been given as a problem test of (SMOILFP) and LINGO software packages has been used in solving the numerical example