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

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 th...

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Bibliographic Details
Published in:2004 47th Midwest Symposium on Circuits and Systems Vol. 3; pp. iii - 65
Main Authors: Kato, K., Jingtao Wang, Katagiri, H., Sakawa, M.
Format: Conference Proceeding
Language:English
Published: New York NY IEEE 2004
Subjects:
Applied sciences
Constraint optimization
Decision making
Delta modulation
Distribution functions
Exact sciences and technology
Functional programming
Hierarchical systems
Information theory
Information, signal and communications theory
Linear programming
Random variables
Stochastic processes
Telecommunications and information theory
Vectors
Linear programming
Objective function
Stochastic method
Deterministic approach
Random variable
Optimization
Stochastic programming
Interactive system
ISBN:9780780383463, 078038346X
Online Access:Get full text
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Summary: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.
ISBN:9780780383463
078038346X
DOI:10.1109/MWSCAS.2004.1354292