模糊铁合金配料机会约束模型.pdf

238 2011 ，47 （36） Computer Engineering and Applications 计算机工程与应用 模糊铁合金配料机会约束模型 1，2 3 3 袁国强 ，王小鹏 ，姚秋波 1，2 3 3 YUAN Guoqiang ，WANG Xiaopeng ，YAO Qiubo 1.河北金融学院 基础部，河北 保定 071051 2.河北省科技金融重点实验室，河北 保定 071051 3.河北金融学院 管理系，河北 保定 071051 1.Fundamental Department ，Hebei Finance University ，Baoding ，Hebei 071051 ，China 2.Science and Technology Financial Key Laboratory of Hebei Province ，Baoding ，Hebei 071051 ，China 3.Department of Management ，Hebei Finance University ，Baoding ，Hebei 071051 ，China YUAN Guoqiang ，WANG Xiaopeng ，YAO Qiubo.Fuzzy ferroalloy burdening chance-constrained model.Computer Engi- neering and Applications ，2011 ，47 （36 ）：238-241. Abstract ：A great deal of conventional research has been done on ferroalloy burdening problem ，most of which concerns de- terministic systems.This paper considers a new class of fuzzy ferroalloy burdening chance-constrained model with credibility constraint in uncertainty systems.Since the proposed fuzzy ferroalloy burdening problem often includes fuzzy variable parame- ters with infinite supports ，it is infinite-dimensional optimization problem that can rarely be solved directly.In order to solve this fuzzy programming problem ，it transforms fuzzy ferroalloy burdening chance-constrained problem into a finite-dimensional optimization problem by approximation approach.It designs a hybrid intelligent algorithm ，which combines approximation approach ，neural network and genetic algorithm to solve the proposed ferroalloy burdening chance-constrained problem with credibility constraint.A numerical example is given to show the practicality of the designed model and algorithm. Key words ：ferroalloy burdening problem ；credibility constraint ；chance-constrained ；approximation approach ；neural network ；ge- netic algorithm 摘 要：在铁合金配料问题的大量传统研究工作中，多数研究工作均与确定性系统相关。在不确定系统中考虑一类新的带有