Large Scale Multiobjective Linear Programming with Fuzzy Numbers

Abstract

In this chapter, in contrast to the large scale multiobjective linear programming problems with block angular structures discussed thus far, by considering the experts’ imprecise or fuzzy understanding of the nature of the parameters in the problem-formulation process, large scale multiobjective linear programming problems with block angular structures involving fuzzy numbers are formulated. Through the introduction of extended Pareto optimality concepts, interactive decision making methods, using the Dantzig-Wolfe decomposition method, both without and with the fuzzy goals of the decision maker, for deriving a satisficing solution for the decision maker from the extended Pareto optimal solution set are presented together with detailed numerical examples.