Building fuzzy random objective function for interval fuzzy goal programming

Estimating the coefficients of objective functions in multi-objective model is sometimes difficult in real situations. Mathematical analysis of statistical data is used to determine the coefficients. In various cases, the statistical data may not contain only randomness, but also fuzziness, which should be treated properly. Thus, this paper employs fuzzy random regression model to approximate the coefficients values for objective functions of multi-objective model. The presented model consists of two stages; first, developing the objective functions by fuzzy random regression model and second, introducing an interval fuzzy goal programming model to solve the multi-objective problem. An experimental example is provided to illustrate the model.