W-CUTTING PLANE ALGORITHM FOR SOLVING NON-SYMMETRIC FUZZY SEMI-INFINITE LINEAR PROGRAMMING PROBLEMS

This paper introduces a solution method for fuzzy semi-infinite linear programming problems, in which contains the crisp objective function and the infinite number of fuzzy constraints. The solution method is the kind of cutting plane algorithm in which its sub-problem are solved by using the W-method (Werners). The convergence of the algorithm is proved and some numerical examples are given.