The subject of this paper is to describe how fuzzy control rules can be integrated generally in optimization and especially into convex programming and also, to generalize a solving method from the linear case to the convex one. Starting from a conventional algorithm of solving convex optimization problems fuzzy control rules at the testing point for terminating the algorithm are considered here. This choice is useful when the decision-maker could be more comfortable obtaining a solution expressed in terms of satisfaction instead of optimization.
convex programming, control rules, fuzzy rules.