Solution algorithms for a class of continuous linear programs with fuzzy valued objective functions

Mohammad Mehdi Nasrabadi (), Mohammad Ali Yaghoobi and Mashaallah Mashinchi
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Mohammad Mehdi Nasrabadi: Shahid Bahonar University of Kerman
Mohammad Ali Yaghoobi: Shahid Bahonar University of Kerman
Mashaallah Mashinchi: Shahid Bahonar University of Kerman

Fuzzy Information and Engineering, 2010, vol. 2, issue 1, 5-26

Abstract: Abstract This paper discusses a class of continuous linear programs with fuzzy valued objective functions. A member of this class is called a fuzzy separated continuous linear program (FSCLP). Such problems have applications in a number of domains, including, production and inventory systems, communication networks, and pipeline systems for transportation. The discretization approach is used to construct two ordinary fuzzy linear programming problems, which give a lower and an upper bound on the optimal value of FSCLP. It is then shown how to construct an improved feasible solution for FSCLP starting from a nonoptimal one. This leads to the development of a class of algorithms based on a sequence of discrete approximations to FSCLP. Numerical examples in the context of continuous-time networks are presented to show the applicability of the proposed method.

Keywords: Continuous linear programming; Fuzzy linear programming; Duality; Discretization (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s12543-010-0034-9

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