The Open Operational Research Journal

2008, 2 : 38-43
Published online 2008 June 17. DOI: 10.2174/1874243200802010038
Publisher ID: TOORJ-2-38

An Efficient Solution Method for 0-1 Random Fuzzy Programming Problems Considering the Relaxation Problems

T. Hasuike , H. Ishii and H. Katagiri
Graduate School of Information Science and Technology, Osaka University, 2-1 Suita, Osaka 565-0871, Japan.

ABSTRACT

This paper considers a general 0-1 random fuzzy programming problem including some previous 0-1 stochastic and fuzzy programming problems. The proposal problem is not a well-defined problem due to including random fuzzy variables. Therefore, by introducing chance constraint and fuzzy goal for objective function and considering the maximization for the degrees of possibility that the objective function value satisfies the fuzzy goal, main problem is transformed into a deterministic equivalent problem. Furthermore, by using the assumption that each random variable is distributed according to a normal distribution, the problem is equivalently transformed into a basic 0-1 programming problem, and the efficient strict solution method to find an optimal solution is constructed.