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一类直觉模糊线性规划的求解及其应用
引用本文:余高锋,李登峰,邱锦明.一类直觉模糊线性规划的求解及其应用[J].控制与决策,2015,30(4):640-644.
作者姓名:余高锋  李登峰  邱锦明
作者单位:三明学院信息工程学院;电子商务技术福建省高校技术工程中心;福州大学经济与管理学院
基金项目:国家自然科学基金重点项目(71231003);国家自然科学基金项目(71171055,70871117,11401341);福建省自然科学基金项目(2012J012802);福建省大学生创新创业训练计划项目(201311311023);福建省教育厅科技项目(JA14295)
摘    要:研究一类直觉模糊线性规划及其应用.首先,定义直觉模糊不等式,给出直觉模糊线性规划模型;然后,提出一种基于总精确函数的直觉模糊线性规划求解方法,并给出其求解步骤;最后,建立证劵投资组合的直觉模糊线性规划模型.数值算例表明了所提出理论是合理有效的.

关 键 词:直觉模糊不等式  直觉模糊线性规划  证劵投资组合
收稿时间:2014/2/13 0:00:00
修稿时间:2014/5/28 0:00:00

Solution to intuitionistic fuzzy linear programming and its application
YU Gao-feng LI Deng-feng QIU JIN-ming.Solution to intuitionistic fuzzy linear programming and its application[J].Control and Decision,2015,30(4):640-644.
Authors:YU Gao-feng LI Deng-feng QIU JIN-ming
Affiliation:YU Gao-feng;LI Deng-feng;QIU JIN-ming;Institute of Information Engineering,Sanming University;The Electronic Commerce Technology University Engineering Center in Fujian Province;School of Management,Fuzhou University;
Abstract:

A class of intuitionistic fuzzy linear programming and its application is constructed. Firstly, the definition of intuitionistic fuzzy inequality equations is proposed, and the model of intuitionistic fuzzy linear programming is established. Then the solving method based on the total exact function and its solution steps are proposed. Finally, a securities portfolio of the intuitionistic fuzzy linear programming model is founded. The numerical examples illurstrate that the theory is reasonable and effective.

Keywords:

intuitionistic fuzzy inequality|intuitionistic fuzzy linear programming|securities investment portfolio

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