Title :
Probability maximization model of 0–1 knapsack problem with random fuzzy variables
Author :
Hasuike, T. ; Katagiri, H. ; Ishii, H.
Author_Institution :
Grad. Sch. of Inf. Sci. & Technol., Osaka Univ., Suita
Abstract :
This paper considers a new model of 0-1 knapsack problem including probabilistic coefficients with ambiguous expected returns assumed as random fuzzy variables. Since the random fuzzy 0-1 knapsack problem is not well-defined integer programming problem due to involve random fuzzy variables, it is hard to construct the efficient solution method to solve this problem directly. In this paper, using chance constraints, possibility measure and fuzzy goal based on both stochastic and fuzzy programming approaches, the main problem is transformed into a deterministic equivalent quadratic integer programming. Then, the efficient solution method to find a strict optimal solution based on dynamic programming is constructed.
Keywords :
fuzzy set theory; integer programming; knapsack problems; random processes; 0-1 knapsack problem; dynamic programming; fuzzy goal; fuzzy programming; integer programming problem; probability maximization model; quadratic integer programming; random fuzzy variables; Artificial neural networks; Dynamic programming; Fuzzy systems; Investments; Linear programming; Programming; Random variables;
Conference_Titel :
Fuzzy Systems, 2008. FUZZ-IEEE 2008. (IEEE World Congress on Computational Intelligence). IEEE International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4244-1818-3
DOI :
10.1109/FUZZY.2008.4630422