THE CONVERGENCE OF OPTIMAL VALUES AND OPTIMAL SOLUTIONS OF APPROXIMATION OF FUZZY MIXED INTEGRE PROGRAMMING

摘要

Since fuzzy programming with recourse problems includes fuzzy variable parameters defined through a possibility distribution, it is inherently infinite-dimensional optimization problems that can rarely be solved directly.Therefore, algorithms to solve such optimization problems must rely on intelligent computing as well as approximating scheme, which result in approximating finite-dimensional optimization problems. The purpose of this paper is to establish conditions under which the optimal objective value (resp., optimal solution) of such approximating finite-dimensional optimization problem converges to the optimal objective value (resp., optimal solution) of the true infinite-dimensional optimization problem.