JACIII Vol.18 No.3 pp. 383-390
doi: 10.20965/jaciii.2014.p0383


Interactive Decision Making for Fuzzy Random Multiobjective Linear Programming Problems with Variance Covariance Matrices Through Fractile Optimization

Hitoshi Yano

School of Humanities and Social Sciences, Nagoya City University, 1 Yamanohata, Mizuho-cho, Mizuho-ku, Nagoya 467-8501, Japan

October 2, 2013
February 27, 2014
May 20, 2014
fuzzy random multiobjective programming, variance covariance matrices, fractile optimization, fuzzy decision, interactive method

In this paper, we focus on fuzzy random multiobjective linear programming problems with variance covariance matrices through fractile optimization, and propose an interactive decision making method to obtain a satisfactory solution. In the proposed method, it is assumed that the decision maker has fuzzy goals for not only permissible probability levels but also the corresponding objective functions. Such fuzzy goals are quantified by eliciting the corresponding membership functions. Using the fuzzy decision, such two kinds of membership functions are integrated, and Df -Pareto optimal solution concept is defined in the integrated membership space. By using the bisection method and the convex programming technique, a satisfactory solution is obtained from among a Df -Pareto optimal solution set through the interaction with the decision maker.

Cite this article as:
H. Yano, “Interactive Decision Making for Fuzzy Random Multiobjective Linear Programming Problems with Variance Covariance Matrices Through Fractile Optimization,” J. Adv. Comput. Intell. Intell. Inform., Vol.18, No.3, pp. 383-390, 2014.
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Last updated on Nov. 15, 2018