Choosing robust solutions in discrete optimization problems with fuzzy costs
In this paper it wide class of discrete optimization problems, which can lie formulated as a 0-1 linear programming problem is discussed. It is assumed that the objective function costs are not precisely known. This uncertainty is modeled by specifying a finite set of fuzzy scenarios. Under every fuzzy scenario the costs,ire given as fuzzy intervals. Possibility theory is then applied to chose a solution in such a problem and mixed integer linear programming models are proposed to compute this Solution. (C) 2008 Elsevier B.V. All rights reserved.
discrete optimization fuzzy interval possibility theory robust optimization minmax minmax regret