Interactive fuzzy programming for two-level linear programming problems with random variable coefficients based on fractile criterion optimization model

Author

Kato, K. ; Jingtao Wang ; Katagiri, H. ; Sakawa, M.

Author_Institution

Hiroshima Univ., Japan

Volume

3

fYear

2004

fDate

25-28 July 2004

Lastpage

65

Abstract

In this paper, we focus on two-level linear programming problems involving random variable coefficients in objective functions and/or constraints. Using chance constrained programming techniques, the stochastic two-level linear programming problems are transformed into deterministic ones based on the fractile criterion optimization model. After introducing fuzzy goals for objective functions, interactive fuzzy programming to derive a satisfactory solution for decision makers is presented.

Keywords

constraint handling; distributed decision making; fuzzy set theory; hierarchical systems; interactive programming; linear programming; probability; stochastic programming; chance constrained programming; decision makers; fractile criterion optimization model; hierarchical systems; interactive fuzzy programming; objective functions; probability; random variable coefficients; stochastic programming problem; two level linear programming problem; Constraint optimization; Decision making; Delta modulation; Distribution functions; Functional programming; Hierarchical systems; Linear programming; Random variables; Stochastic processes; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 2004. MWSCAS '04. The 2004 47th Midwest Symposium on

Conference_Location

Hiroshima, Japan

Print_ISBN

0-7803-8346-X

Type

conf

DOI

10.1109/MWSCAS.2004.1354292

Filename

1354292