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Abstract
Classical mathematics is usually crisp while most real-life problems are not; therefore, classical mathematics is usually not suitable for dealing with real-life problems. In this article, we present a systematic and focused study of the application of rough sets (Z. Pawlak, Rough sets, In. J. Comput. Informa. Sci. 11 (1982), pp. 341–356.) to a basic area of decision theory, namely ‘mathematical programming’. This new framework concerns mathematical programming in a rough environment and is called ‘rough programming’ (L. Baoding, Theory and Practice of Uncertain Programming, 1st ed., Physica-Verlag, Heidelberg, 2002; E.A. Youness, Characterizing solutions of rough programming problems, Eut. J. Oper. Res. 168 (2006), pp. 1019–1029). It implies the existence of the roughness in any part of the problem as a result of the leakage, uncertainty and vagueness in the available information. We classify rough programming problems into three classes according to the place of the roughness. In rough programming, wherever roughness exists, new concepts like rough feasibility and rough optimality come to the front of our interest. The study of convexity for rough programming problems plays a key role in understanding global optimality in a rough environment. For this, a theoretical framework of convexity in rough programming and conceptualization of the solution is created on the lines of their crisp counterparts.