Solving fuzzy number linear programming problems using a variable neighborhood search algorithm

Abstract

We want to solve fuzzy linear programming problems with fuzzy coefficients in the objective function using a new variable neighborhood search algorithm. In our proposed algorithm, the local search is defined based on descent directions.We make use of our recently proposed modified Kerre’s method<br><br>for finding descent directions. The fuzzy optimization problem is solved directly, without changing it to a crisp program. We show the effectiveness of our proposed method in comparison with some available methods by using a non-parametric statistical sign test. The objective function values obtained by our proposed method turn to be more accurate the ones obtained by other methods.