Penalty Method Algorithm for Fuzzy Linear Fractional Optimization
نویسنده
چکیده
In the classical problems of mathematical programming the coefficients are assumed to be exactly known. This assumption is seldom satisfied by great majority of real-life problems. Starting from the idea of K.D. Jamison and W.A. Lodwick which solve a fuzzy linear programming problem (2001), a linear fractional programming problem with fuzzy coefficients is described and a solving algorithm is obtained. The method is based on a penalty approach which could transform the objective and constraints into an unconstraint function defined in the space of fuzzy numbers. 2000 Mathematics Subject Classification: 90C70, 65K05.
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