Linear programming with a possibilistic objective function
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This paper proposes some ways for dealing with a linear programming problem when the coefficients of the objective function are subject to possibilistic imprecision, i.e. they are characterized by fuzzy sets. Two approaches are presented and emphasis is placed upon a passive one that yields a satisfying solution via an appropriate semi-infinite program. The active approach allows to reach a solution with a high possibility level of optimality. Extensions to the possibilistic constraints case and to the case of multiple objective programming problems with possibilistic coefficients are also indicated.
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