Title: A fuzzy robust linear programming problem with hybrid variables
Author: Javad Nematian
Address: Department of Industrial Engineering, Faculty of Mechanical Engineering, University of Tabriz, P.O. Box 51666-14766, Tabriz, Iran
Abstract: This paper proposes a fuzzy robust linear programming (FRLP) problem where the coefficients of objective function and constraints contain both fuzziness and randomness. It is shown that the original FRLP problem is transformed into deterministic linear programming problems by new methods based on the chance-constrained programming. In the presented new methods, we use an extended chance-constrained programming based on possibility and necessity measures for fuzzy stochastic constraints in FRLP problem. Finally, a numerical example is also given to show the applicability of the methods discussed in this paper.
Keywords: fuzzy robust linear programming; FRLP; chance-constrained programming; CCP; possibility; necessity; hybrid variables; fuzzy constraints; stochastic constraints.
Int. J. of Industrial and Systems Engineering, 2015 Vol.19, No.4, pp.515 - 546
Available online: 25 Mar 2015