Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy set for representing the uncertainty, inconsistency, and incomplete knowledge about the real world problems. In this paper, a neutrosophic linear programming (NLP) problem with single-valued trapezoidal neutrosophic numbers is formulated and solved. A new method based on the so-called score function to find the neutrosophic optimal solution of fully neutrosophic linear programming (FNLP) problem is proposed. This method is more flexible than the linear programming (LP) problem, where it allows the decision maker to choose the preference he is willing to take. A stock portfolio problem is introduced as an application. Also, a numerical example is given to illustrate the utility and practically of the method.

中文翻译：

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应用股票投资组合选择解决完全中智线性规划问题

中智集被认为是清晰集、模糊集和直觉模糊集的概括，用于表示关于现实世界问题的不确定性、不一致性和不完整知识。在本文中，制定并解决了具有单值梯形中智数的中智线性规划（NLP）问题。提出了一种基于分数函数的全中智线性规划（FNLP）问题中智最优解的求解方法。这种方法比线性规划 (LP) 问题更灵活，它允许决策者选择他愿意采取的偏好。股票投资组合问题作为一个应用被引入。此外，还给出了一个数值例子来说明该方法的实用性和实用性。