A FUZZY SATISFICING METHOD FOR LARGE-SCALE MULTIOBJECTIVE LINEAR-PROGRAMMING PROBLEMS WITH BLOCK ANGULAR STRUCTURE

In this paper, we focus on large-scale multiobjective linear programmi ng problems with the block angular structure. By considering the impre cise nature of human judgements, we assume that the decision maker may have a fuzzy goal for each of the objective functions. Having elicite d the corresponding linear membership functions through the interactio n with the decision maker, we adopt the fuzzy decision for aggregating them. Then it is shown that the formulated problem can be reduced to one master problem and a number of linear subproblems and the satisfic ing solution for the decision maker can be obtained by directly applyi ng the Dantzig-Wolfe decomposition method.