Analytics under uncertainty: a novel method for solving linear programming problems with trapezoidal fuzzy variables

Ali Ebrahimnejad, Madjid Tavana, Vincent Charles

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

8 Citas (Scopus)

Resumen

Linear programming (LP) has long proved its merit as the most flexible and most widely used technique for resource allocation problems in various fields. To solve an LP problem, we have traditionally considered crisp values for the parameters, which are unrealistic in real-world decision-making under uncertainty. The fuzzy set theory has been used to model the imprecise parameter values in LP problems to overcome this shortcoming, resulting in a fuzzy LP (FLP) problem. This paper proposes a new method for solving fuzzy variable linear programming (FVLP) problems in which the decision variables and resource vectors are fuzzy numbers. We show how to use the standard simplex algorithm to solve this problem by converting the fuzzy problem into a crisp one once a linear ranking function is chosen. The novelty of the proposed model resides in that it requires less effort on fuzzy computations as opposed to the existing fuzzy methods. Furthermore, to solve the FVLP problem using the existing methods, fuzzy arithmetic operations and the solution to fuzzy systems of equations are required. By contrast, only arithmetic operations of real numbers and the solution to crisp systems of equations are required to solve the same problem with the method proposed in this study. Finally, a transportation case study in the coal industry is presented to demonstrate the applicability of the proposed algorithm.

Idioma originalInglés
Páginas (desde-hasta)327-347
Número de páginas21
PublicaciónSoft Computing
Volumen26
N.º1
DOI
EstadoPublicada - ene. 2022

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