Treffer: Interactive fuzzy random two-level linear programming through fractile criterion optimization

Title:
Interactive fuzzy random two-level linear programming through fractile criterion optimization
Authors:
SAKAWA, Masatoshi, KATAGIRI, Hideki, MATSUI, Takeshi
Source:
Mathematical and computer modelling. 54(11-12):3153-3163
Publisher Information:
Kidlington: Elsevier, 2011.
Publication Year:
2011
Physical Description:
print, 56 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Méthodes de calcul scientifique (y compris calcul symbolique, calcul algébrique), Methods of scientific computing (including symbolic computation, algebraic computation), Analyse assistée, Computer aided analysis, Análisis asistido, Analyse numérique, Numerical analysis, Análisis numérico, Critère optimalité, Optimality criterion, Criterio optimalidad, Loi normale, Gaussian distribution, Curva Gauss, Mathématiques appliquées, Applied mathematics, Matemáticas aplicadas, Modèle mathématique, Mathematical model, Modelo matemático, Modèle stochastique, Stochastic model, Modelo estocástico, Méthode optimisation, Optimization method, Método optimización, Méthode simplexe, Simplex method, Método simplejo, Méthode séquentielle, Sequential method, Método secuencial, Prise de décision, Decision making, Toma decision, Programmation linéaire, Linear programming, Programación lineal, Programmation mathématique, Mathematical programming, Programación matemática, Programmation quadratique, Quadratic programming, Programación cuadrática, Programmation stochastique, Stochastic programming, Programación estocástica, Variable aléatoire, Random variable, Variable aléatoria, 65K05, 65Kxx, Ensembe niveau, Level set, Fractile criterion optimization, Fuzzy mathematical programming, Fuzzy random variable, Interactive decision making, Two-level linear programming problem
Document Type:
Fachzeitschrift Article
File Description:
text
Language:
English
Author Affiliations:
Faculty of Engineering, Hiroshima University, Higashi-Hiroshima, 739-8527, Japan
ISSN:
0895-7177
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=24559749
Rights:
Copyright 2014 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.24559749
Database:
PASCAL Archive

Weitere Informationen

In this paper, assuming cooperative behavior of the decision makers, solution methods for decision making problems in hierarchical organizations under fuzzy random environments are considered. To deal with the formulated two-level linear programming problems involving fuzzy random variables, α-level sets of fuzzy random variables are introduced and an α-stochastic two-level linear programming problem is defined for guaranteeing the degree of realization of the problem. Taking into account the vagueness of judgments of decision makers, fuzzy goals are introduced and the α-stochastic two-level linear programming problem is transformed into the problem to maximize the satisfaction degree for each fuzzy goal. Through the use of the fractile criterion optimization model, the transformed stochastic two-level programming problem can be reduced to a deterministic one. Interactive fuzzy programming to obtain a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented. It is shown that all of the problems to be solved in the proposed interactive fuzzy programming can be easily solved by the simplex method, the sequential quadratic programming or the combined use of the bisection method and the sequential quadratic programming. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.