Fuzzy linear programming with interactive uncertain parameters. (English) Zbl 1048.65062

Summary: 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.


65K05 Numerical mathematical programming methods
90C70 Fuzzy and other nonstochastic uncertainty mathematical programming
90C05 Linear programming
90C34 Semi-infinite programming
Full Text: DOI