Cutting-plane Algorithm for Solving Linear Semi-infinite Programming in Fuzzy Case


Authors

Alireza Fakharzadeh - Department of Mathematics, Shiraz University of Technology. Somayeh Khosravi - Department of Mathematics, Shiraz University of Technology. Hamidreza Maleki - Department of Mathematics, Shiraz University of Technology.


Abstract

This paper introduces a cutting-plane algorithm for solving semi-infinite linear programming problems in fuzzy case; the problem contains a crisp objective linear function and the infinite number of fuzzy linear constraints. In the first step; the designed algorithm solves a LP problem, which was created by the ranking function method based on a fuzzy sub-problem of the original one. In each iteration of the proposed algorithm, a cutting is created by adding a fuzzy constraint of the original problem to the fuzzy sub-problem. The convergence of the algorithm is proved and some numerical examples are given.


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ISRP Style

Alireza Fakharzadeh, Somayeh Khosravi, Hamidreza Maleki, Cutting-plane Algorithm for Solving Linear Semi-infinite Programming in Fuzzy Case , Journal of Mathematics and Computer Science, 5 (2012), no. 3, 212 - 218

AMA Style

Fakharzadeh Alireza, Khosravi Somayeh, Maleki Hamidreza, Cutting-plane Algorithm for Solving Linear Semi-infinite Programming in Fuzzy Case . J Math Comput SCI-JM. (2012); 5(3):212 - 218

Chicago/Turabian Style

Fakharzadeh, Alireza, Khosravi, Somayeh, Maleki, Hamidreza. "Cutting-plane Algorithm for Solving Linear Semi-infinite Programming in Fuzzy Case ." Journal of Mathematics and Computer Science, 5, no. 3 (2012): 212 - 218


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