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

Author

Listed:
  • Mohammad Mehdi Nasrabadi

    (Shahid Bahonar University of Kerman)

  • Mohammad Ali Yaghoobi

    (Shahid Bahonar University of Kerman)

  • Mashaallah Mashinchi

    (Shahid Bahonar University of Kerman)

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.

Suggested Citation

  • Mohammad Mehdi Nasrabadi & Mohammad Ali Yaghoobi & Mashaallah Mashinchi, 2010. "Solution algorithms for a class of continuous linear programs with fuzzy valued objective functions," Fuzzy Information and Engineering, Springer, vol. 2(1), pages 5-26, March.
    • Handle: RePEc:spr:fuzinf:v:2:y:2010:i:1:d:10.1007_s12543-010-0034-9
    DOI: 10.1007/s12543-010-0034-9
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    References listed on IDEAS

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    3. Rommelfanger, Heinrich, 1996. "Fuzzy linear programming and applications," European Journal of Operational Research, Elsevier, vol. 92(3), pages 512-527, August.
    4. Lisa Fleischer & Jay Sethuraman, 2005. "Efficient Algorithms for Separated Continuous Linear Programs: The Multicommodity Flow Problem with Holding Costs and Extensions," Mathematics of Operations Research, INFORMS, vol. 30(4), pages 916-938, November.
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