Fuzzy Linear Programming with Interactive Uncertain Parameters |
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| Authors: | Inuiguchi Masahiro Tanino Tetsuzo |
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| Affiliation: | (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;(2) Department of Electronics and Information Systems, Graduate School of Engineering, Osaka University, 2-1 Yamadaoka, Suita, Osaka, 565-0871, Japan, e-mail |
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| 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.
This revised version was published online in June 2006 with corrections to the Cover Date. |
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