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 -