Lexicographic Methods for Fuzzy Linear Programming

A goal programming approach for fuzzy flexible linear programming problems

 We are concerned with solving Fuzzy Flexible Linear Programming (FFLP) problems. Even though, this model is very practical and is useful for many applications, but there are only a few methods for its situation. In most approaches proposed in the literature, the solution process needs at least, two phases where each phase needs to solve a linear programming problem. Here, we propose a method t...

Fuzzy Primal Simplex Algorithms for Solving Fuzzy Linear Programming Problems

Lexicographic goal programming approach for portfolio optimization

This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...

Solving fully fuzzy linear programming

In this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear programming (abbreviated to FFLP) problems. Also, we employ linear programming (LP) with equality constraints to find a nonegative fuzzy number vector x which satisfies Ax =b, where A is a fuzzy number matrix. Then we investigate the existence of a positive solution of fully fuzzy linear system (FFLS).

Swarm lexicographic goal programming for fuzzy open shop scheduling

In this work we consider a multiobjective open shop scheduling problem with uncertain processing times and flexible due dates, both modelled using fuzzy sets. We adopt a goal programming model based on lexicographic multiobjective optimisation of both makespan and due-date satisfaction and propose a particle swarm algorithm to solve the resulting problem. We present experimental results which s...