Soft robust solutions to possibilistic optimization problems
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Abstract: This paper discusses a class of uncertain optimization problems, in which unknown parameters are modeled by fuzzy intervals. The membership functions of the fuzzy intervals are interpreted as possibility distributions for the values of the uncertain parameters. It is shown how the known concepts of robustness and light robustness, for the interval uncertainty representation of the parameters, can be generalized to choose solutions under the assumed model of uncertainty in the possibilistic setting. Furthermore, these solutions can be computed efficiently for a wide class of problems, in particular for linear programming problems with fuzzy parameters in constraints and objective function. In this paper a theoretical framework is presented and results of some computational tests are shown.
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Cited in
(9)- Choosing robust solutions in discrete optimization problems with fuzzy costs
- Robust optimization under softness in a fuzzy linear programming problem
- Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry
- Novel robust fuzzy mathematical programming methods
- A parametrized model for optimization with mixed fuzzy and possibilistic uncertainty
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- Distributionally robust possibilistic optimization problems
- A framework of distributionally robust possibilistic optimization
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