M. Sakawa et al., A FUZZY SATISFICING METHOD FOR LARGE-SCALE LINEAR-PROGRAMMING PROBLEMS WITH BLOCK ANGULAR STRUCTURE, European journal of operational research, 81(2), 1995, pp. 399-409
Citations number
18
Categorie Soggetti
Management,"Operatione Research & Management Science
In this paper, we focus on large-scale linear programming problems wit
h block angular structure for which the Dantzig-Wolfe decomposition me
thod has been successfully applied. By considering the vague nature of
human judgements, we assume that the decision maker may have a fuzzy
goal for the objective function and fuzzy constraints for the coupling
constraints. Having elicited the corresponding linear membership func
tions through the interaction with the decision maker, if we adopt the
convex fuzzy decision for combining them, it is shown that, under som
e appropriate conditions, the formulated problem can be reduced to a n
umber of independent linear subproblems and the overall satisficing so
lution for the decision maker is directly obtained just only solving t
he subproblems.