Article ID: | iaor200972061 |
Country: | United Kingdom |
Volume: | 40 |
Issue: | 8 |
Start Page Number: | 709 |
End Page Number: | 728 |
Publication Date: | Aug 2008 |
Journal: | Engineering Optimization |
Authors: | Liu Z F, Huang G H, He L, Tan Q |
Keywords: | programming: mathematical |
An interval full-infinite programming (IFIP) method is developed by introducing a concept of functional intervals into an optimization framework. Since the solutions of the problem should be ‘globally’ optimal under all possible levels of the associated impact factors, the number of objectives and constraints is infinite. To solve the IFIP problem, it is converted to two interactive semi-infinite programming (SIP) submodels that can be solved by conventional SIP solution algorithms. The IFIP method is applied to a solid waste management system to illustrate its performance in supporting decision-making. Compared to conventional interval linear programming (ILP) methods, the IFIP is capable of addressing uncertainties arising from not only the imprecise information but also complex relations to external impact factors. Compared to SIP that can only handle problems containing infinite constraints, the IFIP approaches are useful for addressing inexact problems with infinite objectives and constraints.