Multiple Linear Goal Programming Using Scenario Approach to Obtain Fuzzy Solution

  • Namatame, Takashi (Graduate School of Nanagement Science, Science University of Tokyo) ;
  • Yamaguchi, Toshikazu (Dept. of Industrial Engineering and Asminstration, Science University of Tokyo)
  • Published : 1998.06.01

Abstract

Fuzzy mathematical programming (FMP) can be treated an uncertainty condition using fuzzy concept. Further, it can be extended to the multiple objective (or goal) programming problem, naturally. But we feel that FMP have some shortcomings such as the fuzzy number in FMP is the one dimesional possibility set, so it can not be represented the relationship between them, and, in spite of FMP includes some (uncertainty) fuzzy paramenters, many alogrithms are only obtained a crisp solution.In this study, we propose a method of FMS. Our method use the scenario approach (or fuzzy random variables) to represent the relationship between fuzzy numbers, and can obtain the fuzzy solution.

Keywords