Solving Linear Programming Problem with Fuzzy Right Hand Sides: A Penalty Method

Linear programming problems with trapezoidal fuzzy variables (FVLP) have recently attracted some interest. Some methods have been developed for solving these problems. Fuzzy primal and dual simplex algorithms have been recently proposed to solve these problems. These methods have been developed with the assumption that an initial Basic Feasible Solution (BFS) is at hand. In many cases, nding such a BFS is not straightforward and some works may be needed to get the simplex algorithm started. In this paper, we propose a penalty method to solve FVLP problems in which the BFS is not readily available.