A New Method for Multi-objective Linear Programming Models with Fuzzy Random Variables

This paper proposes a new method for solving a multi-objective linear programming model with fuzzy random variables. In this model, a multi-objective linear programming problem with real variables and fuzzy random coefficients is introduced. Then, an algorithm is developed to solve the model based on mean value of fuzzy random variables, chance-constrained programming, and piecewise linear approximation method. Furthermore, an illustrative numerical example is also given to clarify themethod discussed in this paper.

Keywords:

Multi-objective programming , fuzzy random variable , chance-constrained programming.integer programming