Title :
Possibilistic linear programming with globally interactive fuzzy numbers
Author :
Inuiguchi, Masahiro ; Tanino, Tetsuzo
Author_Institution :
Dept. of Electron. & Inf. Syst., Osaka Univ., Japan
fDate :
6/23/1905 12:00:00 AM
Abstract :
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
Keywords :
fuzzy set theory; linear programming; possibility theory; bisection method; fractile optimization; fuzzy set; globally interactive fuzzy numbers; h-level sets; modality optimization; necessity measure; polytopes; possibilistic linear programming; relaxation procedure; semi-infinite programming problem; symmetric models; uncertain parameters; Fuzzy sets; Information systems; Iterative algorithms; Linear programming; Portfolios; Tiles;
Conference_Titel :
Fuzzy Systems, 2001. The 10th IEEE International Conference on
Conference_Location :
Melbourne, Vic.
Print_ISBN :
0-7803-7293-X
DOI :
10.1109/FUZZ.2001.1008876