Fuzzy Stochastic Solving of a Special Class of Large-Scale Multi-Objective IP Problems

We present a method useful in solving a special class of large-scale multi-objective integer problems depending on the decomposition algorithm. These problems involve fuzzy random variable on the right-hand side and coefficients of the independent constraints. The presented solution method is based upon a combination of the decomposition algorithm coupled with the weighting method together with the B&B method. An illustrative numerical example is given to clarify the theory and the method discussed in this paper.

Keywords:

Multi-objective linear programming , Fuzzy random variable , Weighting method , Branch –and –bound method