This paper presents a new method for solving linear programming problems wi
th fuzzy coefficients in constraints. It is shown that such problems can be
reduced to a linear semi-infinite programming problem. The relations betwe
en optimal solutions and extreme points of the linear semi-infinite program
are established. A cutting plane algorithm is introduced with a convergenc
e proof, and a numerical example is included to illustrate the solution pro
cedure. (C) 1999 Elsevier Science Ltd. All rights reserved.