Satisficing solutions and duality in interval and fuzzy linear programming

In this paper, we introduce a class of fuzzy linear programming problems and define the concepts of feasible and satisficing solutions-the necessary tools for dealing with such problems. In this way, we show that the class of crisp (classical) LP problems can be embedded into the class of FLP ones. Moreover, for FLP problems we define the concept of duality and prove the weak and strong duality theorems. Further, we define a class of interval linear programming problems as a special subclass of FLP problems and apply the previous results to this special case. (C) 2002 Elsevier Science B.V. All rights reserved.