Choosing robust solutions in discrete optimization problems with fuzzy costs

  • Authors:
  • Adam Kasperski;Michał Kulej

  • Affiliations:
  • Institute of Industrial Engineering and Management, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland;Institute of Industrial Engineering and Management, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

  • Venue:
  • Fuzzy Sets and Systems
  • Year:
  • 2009

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Abstract

In this paper a wide class of discrete optimization problems, which can be formulated as a 0-1 linear programming problem is discussed. It is assumed that the objective function costs are not precisely known. This uncertainty is modeled by specifying a finite set of fuzzy scenarios. Under every fuzzy scenario the costs are given as fuzzy intervals. Possibility theory is then applied to chose a solution in such a problem and mixed integer linear programming models are proposed to compute this solution.