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

fYear

2013

fDate

23-25 Aug. 2013

Firstpage

1

Lastpage

6

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;

fLanguage

English

Publisher

iet

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

Type

conf

DOI

10.1049/cp.2013.2282

Filename

6822793