Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions
A cutting plane type algorithm for solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions is proposed. In each iteration, we solve a finite nonlinear optimization problem and add one or two more constraints. The iterative process ends when an optimal solution is identified. A convergence proof, under some mild conditions, is given. An efficient implementation based on the concepts of constraint surrogation and maximum entropy is included. Some computational results are also reported. (C) 2000 Elsevier Science Ltd. All rights reserved.
fuzzy mathematical programming systems of inequalities cutting plane method