Javad Nemateyan - Sharif University of Technology, Tehran, Iran
Mohammad Nemati - Sharif University of Technology, Tehran, Iran

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.

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