Abstract
Abstract This paper proposes a constructing algorithm for an appropriate membership function to integrate the fuzzy Shannon entropy with a piecewise linear function into subjective intervals estimation by the heuristic method based on the human cognitive behavior and subjectivity under a given probability density function. It is important to set a membership function appropriately in real-world decision making. The main parts of our proposed approach are to give membership values a decision maker confidently set, and to obtain the others by solving a nonlinear mathematical programming problem objectively. It is difficult to solve the initial mathematical programming problem efficiently using previous constructing approaches. In this paper, introducing some natural assumptions in the real-world and performing deterministic equivalent transformations to the initial problem using nonlinear programming, an efficient algorithm to obtain the optimal condition of each appropriate membership value is developed.
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