Gaining-sharing knowledge based algorithm for solving stochastic programming problems
Funding Number
RSP-2021/305
Funding Sponsor
King Saud University
Author's Department
Mathematics & Actuarial Science Department
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https://doi.org/10.32604/cmc.2022.023126
Document Type
Research Article
Publication Title
Computers, Materials and Continua
Publication Date
1-1-2022
doi
10.32604/cmc.2022.023126
Abstract
This paper presents a novel application of metaheuristic algorithms for solving stochastic programming problems using a recently developed gaining sharing knowledge based optimization (GSK) algorithm. The algorithm is based on human behavior in which people gain and share their knowledge with others. Different types of stochastic fractional programming problems are considered in this study. The augmented Lagrangian method (ALM) is used to handle these constrained optimization problems by converting them into unconstrained optimization problems. Three examples from the literature are considered and transformed into their deterministic form using the chance-constrained technique. The transformed problems are solved using GSK algorithm and the results are compared with eight other state-of-the-art metaheuristic algorithms. The obtained results are also compared with the optimal global solution and the results quoted in the literature. To investigate the performance of the GSK algorithm on a real-world problem, a solid stochastic fixed charge transportation problem is examined, in which the parameters of the problem are considered as random variables. The obtained results show that the GSK algorithm outperforms other algorithms in terms of convergence, robustness, computational time, and quality of obtained solutions.
First Page
2847
Last Page
2868
Recommended Citation
APA Citation
Agrawal, P.
Alnowibet, K.
&
Mohamed, A.
(2022). Gaining-sharing knowledge based algorithm for solving stochastic programming problems. Computers, Materials and Continua, 71(2), 2847–2868.
10.32604/cmc.2022.023126
https://fount.aucegypt.edu/faculty_journal_articles/2416
MLA Citation
Agrawal, Prachi, et al.
"Gaining-sharing knowledge based algorithm for solving stochastic programming problems." Computers, Materials and Continua, vol. 71,no. 2, 2022, pp. 2847–2868.
https://fount.aucegypt.edu/faculty_journal_articles/2416