| Article ID: | iaor2000480 |
| Country: | United Kingdom |
| Volume: | 37 |
| Issue: | 10 |
| Start Page Number: | 63 |
| End Page Number: | 76 |
| Publication Date: | May 1999 |
| Journal: | Computers & Mathematics with Applications |
| Authors: | Wu S.-Y., Fang S.-C., Wang H.-F., Hu C.-F. |
| Keywords: | fuzzy sets |
This paper presents a new method for solving linear programming problems with fuzzy coefficients in constraints. It is shown that such problems can be reduced to a linear semi-infinite programming problem. The relations between optimal solutions and extreme points of the linear semi-infinite program are established. A cutting plane algorithm is introduced with a convergence proof, and a numerical example is included to illustate the solution procedure.