A three-level fuzzy satisficing method for large-scale multiobjective nonlinear programming problems

In this paper, the authors propose a three-level fuzzy satisficing method by right-hand-side allocation for large-scale multiobjective nonlinear programming problems with the block angular structure by incorporating fuzzy goals of the decision maker for the objective functions. Through the interaction with the Decision Maker, the fuzzy goals of the Decision Maker are determined by eliciting the corresponding membership functions which may be nonlinear. By adopting the add-operator for aggregating the membership functions, a primal decomposition method by right-hand-side allocation in a three-level scheme is proposed for obtaining the compromise solution for the Decision Maker. Based on the proposed algorithm, a computer program was developed and an illustrative numerical example is given to demonstrate the feasibility of the proposed method. [In Japanese.]