研究一类直觉模糊线性规划及其应用.首先,定义直觉模糊不等式,给出直觉模糊线性规划模型;然后,提出一种基于总精确函数的直觉模糊线性规划求解方法,并给出其求解步骤;最后,建立证劵投资组合的直觉模糊线性规划模型.数值算例表明了所提出理论是合理有效的.
A class of intuitionistic fuzzy linear programming and its application is constructed. Firstly, the definition of intuitionistic fuzzy inequality equations is proposed, and the model of intuitionistic fuzzy linear programming is established. Then the solving method based on the total exact function and its solution steps are proposed. Finally, a securities portfolio of the intuitionistic fuzzy linear programming model is founded. The numerical examples illurstrate that the theory is reasonable and effective.