Title :
Method of centres for solving mathematical programs with fuzzy parametric variational inequality constraints
Author :
Heng-You Lan ; Chang-Jiang Liu ; Tian-Xiu Lu
Author_Institution :
Inst. of Nonlinear Sci. & Eng. Comput., Sichuan Univ. of Sci. & Eng., Zigong, China
Abstract :
In this paper, using a new smoothing approach based on a version of the “method of centres with entropic regularization techniques”, we construct an iterative algorithm for finding a solution of a class of mathematical program problems with fuzzy parametric variational inequality constraints. Finally, by applying quasi-Newton line search of MATLAB software, the main results presented in this paper are illustrated via a numerical example.
Keywords :
fuzzy set theory; iterative methods; mathematical programming; mathematics computing; MATLAB software; fuzzy parametric variational inequality; fuzzy parametric variational inequality constraint; iterative algorithm; mathematical program problems; method of centres with entropic regularization technique; parametric membership function; quasiNewton line search; tolerance approach; Method of centres with entropic regularization; fuzzy parametric variational inequality; mathematical program; parametric membership function; tolerance approach;
Conference_Titel :
Operations Research and its Applications in Engineering, Technology and Management 2013 (ISORA 2013), 11th International Symposium on
Conference_Location :
Huangshan
Electronic_ISBN :
978-1-84919-713-7
DOI :
10.1049/cp.2013.2282
