6533b7d5fe1ef96bd1263b7f

RESEARCH PRODUCT

Optimization under Uncertainty and Linear Semi-Infinite Programming: A Survey

Enriqueta VercherTeresa León

subject

Mathematical optimizationLinear programmingComputer scienceProbabilistic-based design optimizationComputer Science::Programming LanguagesFuzzy numberRobust optimizationSensitivity analysisStochastic programmingSemi-infinite programmingMembership function

description

This paper deals with the relationship between semi-infinite linear programming and decision making under uncertainty in imprecise environments. Actually, we have reviewed several set-inclusive constrained models and some fuzzy programming problems in order to see if they can be solved by means of a linear semi-infinite program. Finally, we present some numerical examples obtained by using a primal semi-infinite programming method.

https://doi.org/10.1007/978-1-4757-3403-4_15