Fuzzy weighted average: The linear programming approach via Charnes and Cooper's rule

To improve the method of Dong and Wong (Fuzzy Sets and Systems 21 (1987) 183-199) for obtaining the fuzzy weighted average, a steepest descent/ascent method was proposed by Lieu and Wang (Fuzzy Sets and Systems 49 (1992) 307-315). In this paper, we propose to replace the steepest descent/ascent method by linear programming, which is a much more powerful approach for large problems. The reduction of the original nonlinear programming problem into a linear one is achieved by the use of the Charnes and Cooper's linear transformation method. The example used by Dong and Wong is again used to illustrate the approach. (C) 2001 Elsevier Science B.V. All rights reserved.