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Fuzzy Linear Programming with Interactive Uncertain Parameters

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Reliable Computing

Abstract

In this paper, we treat fuzzy linear programming problems with uncertain parameters whose ranges are specified as fuzzy polytopes. The problem is formulated based on fractile optimization model using a necessity measure. It is shown that the problem can be reduced to a semi-infinite linear programming problem and that a solution algorithm based on a relaxation procedure can be applied. A simple numerical example is given to illustrate the solution procedure.

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Authors and Affiliations

  1. Division of Mathematical Science for Social Systems, Department of Systems Innovation, Graduate School of Engineering Science, Osaka University, 1-3, Machikaneyama, Toyonaka, Osaka, 560-8531, Japan, e-mail

    Masahiro Inuiguchi

  2. Department of Electronics and Information Systems, Graduate School of Engineering, Osaka University, 2-1 Yamadaoka, Suita, Osaka, 565-0871, Japan, e-mail

    Tetsuzo Tanino

Authors
  1. Masahiro Inuiguchi
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  2. Tetsuzo Tanino
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Correspondence to Masahiro Inuiguchi.

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Inuiguchi, M., Tanino, T. Fuzzy Linear Programming with Interactive Uncertain Parameters. Reliable Computing 10, 357–367 (2004). https://doi.org/10.1023/B:REOM.0000032118.34323.f2

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  • DOI: https://doi.org/10.1023/B:REOM.0000032118.34323.f2

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