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Soft Computing
Published in: Soft Computing 4/2013

01-04-2013 | Focus

Studying interconnections between two classes of two-stage fuzzy optimization problems

Authors: Yankui Liu, Xuejie Bai

Published in: Soft Computing | Issue 4/2013

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Abstract

In this paper, we study two types of risk aversion two-stage fuzzy optimization problems. The first type is called two-stage fuzzy minimum risk problem (FMRP), while the second type is referred to as two-stage fuzzy value-at-risk problem (FVRP). In order to facilitate the solution of the two optimization problems, it is required to study the properties of FMRP and FVRP as well as their relationships. For this purpose, we first discuss the semicontinuity about the recourse function of two-stage FMRP. After that, we discuss the interconnections between optimal objective value of FMRP and that of FVRP, and the relationships between optimal solution of FMRP and that of FVRP. Using the obtained results, it would be possible to solve one two-stage optimization problem indirectly by solving its counterpart.
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Metadata
Title
Studying interconnections between two classes of two-stage fuzzy optimization problems
Authors
Yankui Liu
Xuejie Bai
Publication date
01-04-2013
Publisher
Springer-Verlag
Published in
Soft Computing / Issue 4/2013
Print ISSN: 1432-7643
Electronic ISSN: 1433-7479
DOI
https://doi.org/10.1007/s00500-012-0925-2

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