Tabu Search-Based Interactive Fuzzy Stochastic Multi-Level 0-1 Programming

This paper considers interactive fuzzy programming for multi-level 0-1 programming problems involving random variable coefficients both in objective functions and constraints. Following the concept of fractile criterion optimization together with chance constrained programming, the formulated stochastic multi-level 0-1 programming problems are transformed into deterministic ones. Taking into account vagueness of judgments of the decision makers, interactive fuzzy programming is presented. In the proposed interactive method, after determining the fuzzy goals of the decision makers at all levels, a satisfactory solution is derived efficiently by updating satisfactory levels of the decision makers with considerations of overall satisfactory balance among all levels. For solving the transformed deterministic problems efficiently, tabu search for general 0-1 programming problems is introduced. An illustrative numerical example for a three-level 0-1 programming problem is provided to clarify the proposed method.