Fuzzy capital rationing model |
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Authors: | E Bas C Kahraman |
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Institution: | Department of Industrial Engineering, Istanbul Technical University, Macka 34367, Istanbul, Turkey |
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Abstract: | In this paper, we study the fuzzification of Weingartner’s pure capital rationing model and its analysis. We develop a primal–dual pair based on t-norm/t-conorm relation for the constraints and objective function for a fully fuzzified pure capital rationing problem except project selection variables. We define the α-interval under which the weak duality is proved. We perform sensitivity analysis for a change in a budget level or in a cash flow level of a non-basic as well as a basic variable. We analyze the problem based on duality and complementary slackness results. We illustrate the proposed model by computational analysis, and interpret the results. |
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Keywords: | Pure capital rationing t-norm/t-conorm relation Weak duality Sensitivity analysis Complementary slackness analysis |
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