Abstract
This paper presents a new class of two-stage random fuzzy programming with recourse (RFPR) problems. Since the RFPR problem usually includes random fuzzy parameters with infinite supports, it is inherently an infinite dimensional optimization problem that can rarely be solved directly by the conventional optimization algorithms. To overcome this difficulty, this paper developed an approximation method for the original RFPR problem, and turn it into a finite-dimensional one. We also establish a convergence relation between the objective values of the original problem and its approximating problem. To solve a general RFPR problem, we design a hybrid algorithm by integrating the approximation method, neural network (NN) and particle swarm optimization (PSO) algorithm. Finally, one numerical example is presented to demonstrate the effectiveness of the designed algorithm.
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Liu, Y., Bai, X., Hao, FF. (2008). A Class of Random Fuzzy Programming and Its Hybrid PSO Algorithm. In: Huang, DS., Wunsch, D.C., Levine, D.S., Jo, KH. (eds) Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence. ICIC 2008. Lecture Notes in Computer Science(), vol 5227. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-85984-0_38
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DOI: https://doi.org/10.1007/978-3-540-85984-0_38
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-85983-3
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