Solving parametric fuzzy systems of linear equations by a nonlinear programming method |
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| Authors: | S. Muzzioli H. Reynaerts |
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| Affiliation: | (1) Department of Economics, University of Modena and Reggio Emilia, V.le Berengario 51, 41100 Modena, Italy;(2) Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281, building S9, 9000 Gent, Belgium |
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| Abstract: | Linear systems of equations, with uncertainty on the parameters, play a major role in various problems in economics and finance. In this paper parametric fuzzy linear systems of the general form A 1 x + b 1 = A 2 x + b 2, with A 1, A 2, b 1 and b 2 matrices with fuzzy elements, are solved by means of a nonlinear programming method. The relation between this methodology and the algorithm proposed in Muzzioli and Reynaerts [(2006) Fuzzy Sets and Systems, in press] is highlighted. The methodology is finally applied to an economic and a financial problem. |
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| Keywords: | Fuzzy linear systems Fuzzy vector Nonlinear programming |
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