Fuzzy Optimization and Mathematical Programming: A Brief Introduction and Survey

Some general concepts and ideas related to fuzzy optimization as, e.g., a fuzzy constraint, fuzzy goal (objective function), fuzzy optimum, etc. are introduced first. A general fuzzy optimization problem involving these elements is formulated and solved. The cases of single and multiple objective functions are dealt with. Secondly, basic classes of fuzzy mathematical programming are discussed, including: fuzzy linear programming (with single and multiple objective functions), fuzzy integer programming, fuzzy 0–1 programming and fuzzy dynamic programming. Finally some newer, knowledge-based approaches are mentioned. An extended list of literature is included.

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