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Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems

Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami


Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.

Keywords: Nonlinear Optimization, fuzzy theory, Fuzzy Mathematics Programming

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