Javad Nematian - bDepartment of Industrial Engineering, Sharif University of Technology, Tehran, Iran
Kuorosh Eshghi - Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran
Mojtaba Mazaheri - Department of Physics, Sharif University of Technology, Tehran, Iran

We present a method useful in solving a special class of large-scale multi-objective integer problems with dis-equality constraints depending on the decomposition algorithm. These problems involve fuzzy random variable on the right-hand side and coefficients of the independent constraints and the coefficient of all-different constraint. The presented solution method is based upon a combination of the decomposition algorithm coupled with the weighting method together with the modified B&B method for non-zero variables. An illustrative numerical example is given to clarify the theory and the method discussed in this paper.

Fuzzy random variable, Weighting method, Branch–and–bound method, All-different constraints, Decomposition method