Introduction to Fuzzy Dual Mathematical Programming

Carlos Alberto Nunes Cosenza (1) , Fabio Krykhtine (2) , Walid El-Moudani (2) , Felix Mora-Camino (3)

1 COPPE-UFRJ - Instituto Alberto Luiz Coimbra de Pós-Graduação e Pesquisa de Engenharia
2 LIU - Lebanese International University
3 ENAC - Ecole Nationale de l'Aviation Civile

In this communication the formulation of optimization problems using fuzzy dual parameters and variables is introduced to cope with parametric or implementation uncertainties. It is shown that fuzzy dual programming problems generate finite sets of deterministic optimization problems, allowing to assess the range of the solutions and of the resulting performance at an acceptable computational effort.

Mots clés: fuzzy dual numbers; fuzzy dual calculus; optimization; mathematical programming

Domaines: Sciences de l'ingénieur [physics]

Carlos Alberto Nunes Cosenza, Fabio Krykhtine, Walid El-Moudani, Felix Mora-Camino. Introduction to Fuzzy Dual Mathematical Programming. FSDM 2016, 2nd International Conference on Fuzzy Systems and Data Mining , Dec 2016, Macau, China. pp. 11 - 21/ ISBN : 978-1-61499-721-4. ⟨hal-01385611⟩