TY - GEN

T1 - Probability maximization model of 0-1 knapsack problem with random fuzzy variables

AU - Hasuike, Takashi

AU - Katagiri, Hideki

AU - Ishii, Hiroaki

PY - 2008/11/7

Y1 - 2008/11/7

N2 - This paper considers a new model of 0-1 knapsack problem including probabilistic coefficients with ambiguous expected returns assumed as random fuzzy variables. Since the random fuzzy 0-1 knapsack problem is not well-defined integer programming problem due to involve random fuzzy variables, it is hard to construct the efficient solution method to solve this problem directly. In this paper, using chance constraints, possibility measure and fuzzy goal based on both stochastic and fuzzy programming approaches, the main problem is transformed into a deterministic equivalent quadratic integer programming. Then, the efficient solution method to find a strict optimal solution based on dynamic programming is constructed.

AB - This paper considers a new model of 0-1 knapsack problem including probabilistic coefficients with ambiguous expected returns assumed as random fuzzy variables. Since the random fuzzy 0-1 knapsack problem is not well-defined integer programming problem due to involve random fuzzy variables, it is hard to construct the efficient solution method to solve this problem directly. In this paper, using chance constraints, possibility measure and fuzzy goal based on both stochastic and fuzzy programming approaches, the main problem is transformed into a deterministic equivalent quadratic integer programming. Then, the efficient solution method to find a strict optimal solution based on dynamic programming is constructed.

UR - http://www.scopus.com/inward/record.url?scp=55249103399&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=55249103399&partnerID=8YFLogxK

U2 - 10.1109/FUZZY.2008.4630422

DO - 10.1109/FUZZY.2008.4630422

M3 - Conference contribution

AN - SCOPUS:55249103399

SN - 9781424418190

T3 - IEEE International Conference on Fuzzy Systems

SP - 548

EP - 554

BT - 2008 IEEE International Conference on Fuzzy Systems, FUZZ 2008

T2 - 2008 IEEE International Conference on Fuzzy Systems, FUZZ 2008

Y2 - 1 June 2008 through 6 June 2008

ER -