Separated Continuous Linear Programs with Fuzzy Valued Objective Function

Authors

Department of Mathematics and Computer Sciences,Shahid Bahonar University of Kerman

Abstract

Fuzzy linear programming problems can be used to model a wide variety of practical
applications in which all or some decision parameters are stated in an imprecise fashion. These problems
have been investigated and expanded by many researchers from various points of view. In this paper, we
study a class of in nite-dimensional linear programming problems, so-called separated continuous linear
programs with a fuzzy valued objective function. For this class of problem, we develop a strong duality
result and present an approximation algorithm. The basic idea is to use the discretization technique to
establish a relationship between the problem and an ordinary fuzzy linear programming problem.

Keywords