The purpose of this paper is to develop a new two-stage method for fuzzy multi-objective linear program and apply to engineering project portfolio selection. In the fuzzy multi-objective linear program, all the objective coefficients, technological coefficients and resources are trapezoidal fuzzy numbers (TrFNs). An order relationship for TrFNs is introduced by using the interval expectation of...

In this paper we investigate Multi-Objective Integer Linear Programming (MOILP) problems with unbounded feasible region and introduce recession direction for MOILP problems. Then we present necessary and sufficient conditions to have unbounded feasible region and infinite optimal values for objective functions of MOILP problems. Finally we present some examples with unbounded feasible region and fi...

In real-life scenarios, there are many mathematical tools to handle incomplete and imprecise data. One of them is the fuzzy approach. The main issue with addressing nonlinear interval programming (NIP) problems that optimal solution problem a decision made under uncertainty has risk not satisfying feasibility optimality criteria. Some strategies this kind using classical terminology such as fea...

abstract it is the purpose of this article to introduce a linear approximation technique for solving a fractional chance constrained programming (cc) problem. for this purpose, a fuzzy goal programming model of the equivalent deterministic form of the fractional chance constrained programming is provided and then the process of defuzzification and linearization of the problem is started. a samp...

A characteristic of data envelopment analysis (DEA) is to allow individual decision making units (DMUs) to select the factor weights that are the most advantages for them in calculating their efficiency scores. This flexibility in selecting the weights, on the other hand, deters the comparison among DMUs on a common base. For dealing with this difficulty and assessing all the DMUs on the same s...