A Fuzzy Optimization Method for Multi-criteria Decision-making Problem Based on the Inclusion Degrees of Intuitionistic Fuzzy Sets

Abstract

Based on the Chen-Harker-Kanzow-Smale smoothing function, a smoothing method with a smoothing variable is proposed for solving the second-order cone programming. Our algorithm needs to solve only one linear system of equations and to perform only one line search at each iteration. Without restrictions regarding its starting point, the algorithm is shown to be globally convergent.