A fuzzy satisficing method for large-scale multiobjective linear programming problems with block angular structure

In this paper, the authors focus on large-scale multiobjective linear programming problems with the block angular structure. By considering the imprecise nature of human judgements, they assume that the decision maker may have a fuzzy goal for each of the objective functions. Having elicited the corresponding linear membership functions through the interaction with the decision maker, the authors adopt the fuzzy decision for aggregating them. Then it is shown that the formulated problem can be reduced to one master problem and a number of linear subproblems and the satisficing solution for the decision maker can be obtained by directly applying the Dantzig-Wolfe decomposition method.