Abstract
Linear optimization problems with fuzzy parameters were studied deeply and widely. Many of the approaches to fuzzy problems generate robust solutions. However, they were based on satisficing approaches so that the solutions do not maintain the optimality or suboptimality against the fluctuations in the coefficients. In this chapter, we describe a robust solution maintaining the suboptimality against the fluctuations in the coefficients. We formulate the problem as an extension of the minimax regret/maximin achievement rate problem and investigate a solution procedure based on a bisection method and a relaxation method. It is shown that the proposed solution procedure is created well so that both bisection and relaxation methods converge simultaneously.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Bazaraa, M.S., Sherali, H.D., Shetty, C.M.: Nonlinear Programming: Theory and Algorithms, 3rd edn. Wiley, Hoboken (2006)
Ben-Tal, A., Ghaoui, L.E., Nemirovski, A.: Robust Optimization. Princeton University Press, Princeton (2009)
Dantzig, G.B.: Linear Programming and Extensions. Princeton University Press, Princeton (1998)
Dubois, D., Prade, H.: Fuzzy Sets and Systems: Theory and Applications. Academic, New York (1980)
French, S.: Decision Theory: An Introduction to the Mathematics of Rationality. Ellis Horwood Limited, Chichester (1986)
Horst, R., Tuy, H.: Global Optimization: Deterministic Approaches, 3rd revised and enlarged edition. Springer, Berlin (1995)
Inuiguchi, M.: Multiple objective linear programming with fuzzy coefficient. In: Figueira, J., Greco, S., Ehrgot, M. (eds.) Multiple Criteria Decision Analysis: State of the Art Surveys, pp. 723–760, Springer, New York (2004)
Inuiguchi, M.: Enumeration of all possibly optimal vertices with possible optimality degrees in linear programming problems with a possibilistic objective function. Fuzzy Optim. Decis. Making. 3, 311–326 (2004)
Inuiguchi, M., Kume, Y.: Extensions of fuzzy relations considering interaction between possibility distributions and an application to fuzzy linear program (in Japanese). Trans. Inst. Syst. Control Inf. Eng. 3 (4), 93–102 (1992)
Inuiguchi, M., RamÃk, J.: Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem. Fuzzy Sets Syst. 111 (1), 3–28 (2000)
Inuiguchi, M., Sakawa, M.: Possible and necessary optimality tests in possibilistic linear programming problems. Fuzzy Sets Syst. 67 (1), 29–46 (1994)
Inuiguchi, M., Sakawa, M.: Minimax regret solutions to linear programming problems with an interval objective function. Eur. J. Oper. Res.. 86 (3), 526–536 (1995)
Inuiguchi, M., Sakawa, M.: Robust optimization under softness in a fuzzy linear programming problem. Int. J. Approx. Reason. 18, 21–34 (1998)
Inuiguchi, M., Tanino, T.: On computation methods for a minimax regret solution based on outer approximation and cutting hyperplanes. Int. J. Fuzzy Syst. 3 (4), 548–557 (2001)
Inuiguchi, M., Higashitani, H., Tanino, T.: On computation methods of the minimax regret solution for linear programming problems with uncertain objective function coefficients. In: Proceedings of 1999 IEEE International Conference on SMC, Tokyo, vol.3, pp. 979–984 (1999)
Locatelli, M., Schoen, F.: Global Optimization: Theory, Algorithms, and Applications. Siam, Philadelphia (2013)
Mausser, H.E., Laguna, M.: A new mixed integer formulation for the maximum regret problem. Int. Trans. Oper. Res. 5, 389–403 (1998)
Shapiro, A., Dentcheva, D., Ruszczynski, A.: Lectures on Stochastic Programming: Modeling and Theory, 2nd edn. Siam, Philadelphia (2014)
SÅ‚owinski, R., Teghem J. (eds.): Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming Under Uncertainty. Kluwer, Dordrecht (1990)
Stancu-Minasian, I.M.: Stochastic Programming with Multiple Objective Functions. D. Reidel Publishing Company, Dordrecht (1984)
Zadeh, L.A.: Fuzzy sets. Inf. Control 8, 338–353 (1965)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Inuiguchi, M. (2016). Robust-Soft Solutions in Linear Optimization Problems with Fuzzy Parameters. In: Doumpos, M., Zopounidis, C., Grigoroudis, E. (eds) Robustness Analysis in Decision Aiding, Optimization, and Analytics. International Series in Operations Research & Management Science, vol 241. Springer, Cham. https://doi.org/10.1007/978-3-319-33121-8_8
Download citation
DOI: https://doi.org/10.1007/978-3-319-33121-8_8
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-33119-5
Online ISBN: 978-3-319-33121-8
eBook Packages: Business and ManagementBusiness and Management (R0)