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Possibilistic linear programming with globally interactive fuzzy numbers

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2 Author(s)
Inuiguchi, M. ; Dept. of Electron. & Inf. Syst., Osaka Univ., Japan ; Tanino, T.

We treat possibilistic linear programming problems whose uncertain parameters are globally interactive. We assume that the possible range of globally interactive uncertain parameters can be expressed by a fuzzy set whose h-level sets are polytopes. We consider three models, i.e., fractile optimization, modality optimization and symmetric models using a necessity measure. To those models, we discuss solution algorithms. We show that the fractile optimization model is reduced to a semi-infinite linear programming problem and solved by a relaxation procedure developed for semi-infinite linear programming problems. Moreover, we show that the other models are reduced to semi-infinite programming problems and solved by a relaxation procedure together with a bisection method. As a result, the three models are solved by iterative use of linear programming techniques

Published in:

Fuzzy Systems, 2001. The 10th IEEE International Conference on  (Volume:3 )

Date of Conference:

2001

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