Fractional Chance Constrained Programming: A FuzzyGoal Programming Approach

There are many cases that a nonlinear fractional programming,generated as a result of studying fractional stochastic programming,must be solved. Sometimes an approximate solution may be sufficientenough to start a new process of calculations. To this end, this authorintroduces a new linear approximation technique for solving afractional chance constrained programming (CCP) problem. Afterintroducing the problem, the equivalent deterministic form of thefractional nonlinear programming problem is developed. To solve theproblem, a fuzzy goal programming model of the equivalentdeterministic form of the fractional chance constrained programmingis provided and then the process of defuzzification and linearization ofthe problem is started. A sample test problem is solved forpresentation purpos

Keywords:

Nonlinear Programming , Fractional programming , Chance Constrained Programming , Linear Approximation , Fuzzy Goal Programming , Optimization