Fractional Chance Constrained Programming: A Fuzzy Goal 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 sufficient enough to start a new process of calculations. to this end, this author introduces a new linear approximation technique for solving a fractional chance constrained programming (ccp) problem. after introducing the problem, the equivalent deterministic form of the fractional nonlinear programming problem is developed. to solve the problem, a fuzzy goal programming model of the equivalent deterministic form of the fractional chance constrained programming is provided and then the process of defuzzification and linearization of the problem is started. a sample test problem is solved for presentation purposes.