An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model

For decision making problems involving uncertainty, both stochastic programming as an optimization method based on the theory of probability and fuzzy programming representing the ambiguity by fuzzy concept have been developing in various ways. In this paper, we focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. For such problems, as a fusion of these two approaches, after incorporating fuzzy goals of the decision maker for the objective functions, we propose an interactive fuzzy satisficing method for the expectation model to derive a satisficing solution for the decision maker. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method.     

A fuzzy-robust stochastic multiobjective programming approach for petroleum waste management planning

This paper proposes a fuzzy-robust stochastic multiobjective programming (FRSMOP) approach, which integrates fuzzy-robust linear programming and stochastic linear programming into a general multiobjective programming framework. A chosen number of noninferior solutions can be generated for reflecting the decision-makers’ preferences and subjectivity. The FRSMOP method can effectively deal with the uncertainties in the parameters expressed as fuzzy membership functions and probability distribution. The robustness of the optimization processes and solutions can be significantly enhanced through dimensional enlargement of the fuzzy constraints. The developed FRSMOP was then applied to a case study of planning petroleum waste-flow-allocation options and managing the related activities in an integrated petroleum waste management system under uncertainty. Two objectives are considered: minimization of system cost and minimization of waste flows directly to landfill. Lower waste flows directly to landfill would lead to higher system costs due to high transportation and operational costs for recycling and incinerating facilities, while higher waste flows directly to landfill corresponding to lower system costs could not meet waste diversion objective environmentally. The results indicate that uncertainties and complexities can be effectively reflected, and useful information can be generated for providing decision support.     

A class of multiobjective linear programming model with fuzzy random coefficients

The aim of this paper is to deal with a multiobjective linear programming problem with fuzzy random coefficients. Some crisp equivalent models are presented and a traditional algorithm based on an interactive fuzzy satisfying method is proposed to obtain the decision maker’s satisfying solution. In addition, the technique of fuzzy random simulation is adopted to handle general fuzzy random objective functions and fuzzy random constraints which are usually hard to be converted into their crisp equivalents. Furthermore, combined with the techniques of fuzzy random simulation, a genetic algorithm using the compromise approach is designed for solving a fuzzy random multiobjective programming problem. Finally, illustrative examples are given in order to show the application of the proposed models and algorithms.     

An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty

This study presents an interval-parameter fuzzy two-stage stochastic programming (IFTSP) method for the planning of water-resources-management systems under uncertainty. The model is derived by incorporating the concepts of interval-parameter and fuzzy programming techniques within a two-stage stochastic optimization framework. The approach has two major advantages in comparison to other optimization techniques. Firstly, the IFTSP method can incorporate pre-defined water policies directly into its optimization process and, secondly, it can readily integrate inherent system uncertainties expressed not only as possibility and probability distributions but also as discrete intervals directly into its solution procedure. The IFTSP process is applied to an earlier case study of regional water resources management and it is demonstrated how the method efficiently produces stable solutions together with different risk levels of violating pre-established allocation criteria. In addition, a variety of decision alternatives are generated under different combinations of water shortage.     

Solving the multiobjective possibilistic linear programming problem

In conventional multiobjective decision making problems, the estimation of the parameters of the model is often a problematic task. Normally they are either given by the decision maker (DM), who has imprecise information and/or expresses his considerations subjectively, or by statistical inference from past data and their stability is doubtful. Therefore, it is reasonable to construct a model reflecting imprecise data or ambiguity in terms of fuzzy sets for which a lot of fuzzy approaches to multiobjective programming have been developed. In this paper we propose a method to solve a multiobjective linear programming problem involving fuzzy parameters (FP-MOLP), whose possibility distributions are given by fuzzy numbers, estimated from the information provided by the DM. As the parameters, intervening in the model, are fuzzy the solutions will be also fuzzy. We propose a new Pareto Optimal Solution concept for fuzzy multiobjective programming problems. It is based on the extension principle and the joint possibility distribution of the fuzzy parameters of the problem. The method relies on α-cuts of the fuzzy solution to generate its possibility distributions. These ideas are illustrated with a numerical example.     

Stability of multiobjective NLP problems with fuzzy parameters in the objectives and constraints functions

This paper deals with the stability of multiobjective nonlinear programming problems with fuzzy parameters in the objectives and constraints functions. These fuzzy parameters are characterized by fuzzy numbers. The existing results concerning the qualitative analysis of the notions (solvability set, stability sets of the first kind and of the second kind) in parametric nonlinear programming problems are reformulated to study the stability of multiobjective nonlinear programming problems under the concept of α-pareto optimality. An algorithm for obtaining any subset of the parametric space which has the same corresponding α-pareto optimal solution is also presented. An illustrative example is given to clarify the obtained results.     

Duality Theory in Fuzzy Linear Programming Problems with Fuzzy Coefficients

The concept of fuzzy scalar (inner) product that will be used in the fuzzy objective and inequality constraints of the fuzzy primal and dual linear programming problems with fuzzy coefficients is proposed in this paper. We also introduce a solution concept that is essentially similar to the notion of Pareto optimal solution in the multiobjective programming problems by imposing a partial ordering on the set of all fuzzy numbers. We then prove the weak and strong duality theorems for fuzzy linear programming problems with fuzzy coefficients.     

Fuzzy goal programming for multiobjective transportation problems

Several fuzzy approaches can be considered for solving multiobjective transportation problem. This paper presents a fuzzy goal programming approach to determine an optimal compromise solution for the multiobjective transportation problem. We assume that each objective function has a fuzzy goal. Also we assign a special type of nonlinear (hyperbolic) membership function to each objective function to describe each fuzzy goal. The approach focuses on minimizing the negative deviation variables from 1 to obtain a compromise solution of the multiobjective transportation problem. We show that the proposed method and the fuzzy programming method are equivalent. In addition, the proposed approach can be applied to solve other multiobjective mathematical programming problems. A numerical example is given to illustrate the efficiency of the proposed approach.     

A multiobjective based approach for mathematical programs with linear flexible constraints

In this paper a mathematical problem with linear flexible constraints is considered. In order to solve the problem an approach is proposed based on multiobjective linear programming. Indeed, allowing violations for the constraints, and using multiobjective linear programming to minimize these violations, a subset of solution set which has less violations, namely efficiently feasible set, is obtained. Then, the corresponding objective function is optimized over efficiently feasible set in order to obtain an optimal solution. An application of the proposed approach in pattern classification is introduced.     

An interactive fuzzy satisficing method for structured multiobjective linear fractional programs with fuzzy numbers

In this paper, by considering the experts' vague or fuzzy understanding of the nature of the parameters in the problem formulation process, multiobjective linear fractional programming problems with block angular structure involving fuzzy numbers are formulated. Using the a-level sets of fuzzy numbers, the corresponding nonfuzzy a-multiobjective linear fractional programming problem is introduced. The fuzzy goals of the decision maker for the objective functions are quantified by eliciting the corresponding membership functions including nonlinear ones. Through the introduction of extended Pareto optimality concepts, if the decision maker specifies the degree a and the reference membership values, the corresponding extended Pareto optimal solution can be obtained by solving the minimax problems for which the Dantzig-Wolfe decomposition method and Ritter's partitioning procedure are applicable. Then a linear programming-based interactive fuzzy satisficing method with decomposition procedures for deriving a satisficing solution for the decision maker efficiently from an extended Pareto optimal solution set is presented. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method.     

On fuzzy random multiobjective quadratic programming

In this paper, a multiobjective quadratic programming problem having fuzzy random coefficients matrix in the objective and constraints and the decision vector are fuzzy pseudorandom variables is considered. First, we show that the efficient solutions of fuzzy quadratic multiobjective programming problems are resolved into series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are proved to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. At the end, numerical examples are illustrated in the support of the obtained results.     

A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems

In this study, a two-stage fuzzy robust integer programming (TFRIP) method has been developed for planning environmental management systems under uncertainty. This approach integrates techniques of robust programming and two-stage stochastic programming within a mixed integer linear programming framework. It can facilitate dynamic analysis of capacity-expansion planning for waste management facilities within a multi-stage context. In the modeling formulation, uncertainties can be presented in terms of both possibilistic and probabilistic distributions, such that robustness of the optimization process could be enhanced. In its solution process, the fuzzy decision space is delimited into a more robust one by specifying the uncertainties through dimensional enlargement of the original fuzzy constraints. The TFRIP method is applied to a case study of long-term waste-management planning under uncertainty. The generated solutions for continuous and binary variables can provide desired waste-flow-allocation and capacity-expansion plans with a minimized system cost and a maximized system feasibility.     

A Solution Concept for Fuzzy Multiobjective Programming Problems Based on Convex Cones

A solution concept for fuzzy multiobjective programming problems based on ordering cones (convex cones) is proposed in this paper. The notions of ordering cones and partial orderings on a vector space are essentially equivalent. Therefore, the optimality notions in a real vector space can be elicited naturally by invoking a concept similar to that of the Pareto-optimal solution in vector optimization problems. We introduce a corresponding multiobjective programming problem and a weighting problem of the original fuzzy multiobjective programming problem using linear functionals so that the optimal solution of its corresponding weighting problem is also the Pareto-optimal solution of the original fuzzy multiobjective programming problem.     

A new method for solving fully fuzzy linear programming problems

Lotfi et al. [Solving a full fuzzy linear programming using lexicography method and fuzzy approximate solution, Appl. Math. Modell. 33 (2009) 3151–3156] pointed out that there is no method in literature for finding the fuzzy optimal solution of fully fuzzy linear programming (FFLP) problems and proposed a new method to find the fuzzy optimal solution of FFLP problems with equality constraints. In this paper, a new method is proposed to find the fuzzy optimal solution of same type of fuzzy linear programming problems. It is easy to apply the proposed method compare to the existing method for solving the FFLP problems with equality constraints occurring in real life situations. To illustrate the proposed method numerical examples are solved and the obtained results are discussed.     

Extending and relating different approaches for solving fuzzy quadratic problems

Quadratic programming problems are applied in an increasing variety of practical fields. As ambiguity and vagueness are natural and ever-present in real-life situations requiring solutions, it makes perfect sense to attempt to address them using fuzzy quadratic programming problems. This work presents two methods used to solve linear problems with uncertainties in the set of constraints, which are extended in order to solve fuzzy quadratic programming problems. Also, a new quadratic parametric method is proposed and it is shown that this proposal contains all optimal solutions obtained by the extended approaches with their satisfaction levels. A few numerical examples are presented to illustrate the proposed method.     

模糊规划的Hopfield网络方法

首先将一类模糊规划转化为无约束多目标规划，再依据决策者偏好并采用Hopfield网络方法构造该多目标规划的评价函数，从而将模糊规划转化为无约束单目标规划来求解．     

An interactive fuzzy satisficing method for multiobjective 0–1 programming problems with fuzzy numbers through genetic algorithms with double strings

In this paper, by considering the experts' vague or fuzzy understanding of the nature of the parameters in the problem-formulation process, multiobjective 0–1 programming problems involving fuzzy numbers are formulated. Using the a-level sets of fuzzy numbers, the corresponding nonfuzzy α-programming problem is introduced. The fuzzy goals of the decision maker (DM) for the objective functions are quantified by eliciting the corresponding linear membership functions. Through the introduction of an extended Pareto optimality concept, if the DM specifies the degree α and the reference membership values, the corresponding extended Pareto optimal solution can be obtained by solving the augmented minimax problems through genetic algorithms with double strings. Then an interactive fuzzy satisficing method for deriving a satisficing solution for the DM efficiently from an extended Pareto optimal solution set is presented. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.     

Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability

This paper considers multiobjective linear programming problems with fuzzy random variables coefficients. A new decision making model is proposed to maximize both possibility and probability, which is based on possibilistic programming and stochastic programming. An interactive algorithm is constructed to obtain a satisficing solution satisfying at least weak Pareto optimality.     

An interactive fuzzy satisficing method for random fuzzy multiobjective integer programming problems through probability maximization with possibility

This paper considers multiobjective integer programming problems where each coefficient of the objective functions is expressed by a random fuzzy variable. A new decision making model is proposed by incorporating the concept of probability maximization into a possibilistic programming model. For solving transformed deterministic problems, genetic algorithms with double strings for nonlinear integer programming problems are introduced. An interactive fuzzy satisficing method is presented for deriving a satisficing solution to a decision maker by updating the reference probability levels. An illustrative numerical example is provided to clarify the proposed method.     

Solving a multiobjective possibilistic problem through compromise programming

Real decision problems usually consider several objectives that have parameters which are often given by the decision maker in an imprecise way. It is possible to handle these kinds of problems through multiple criteria models in terms of possibility theory.Here we propose a method for solving these kinds of models through a fuzzy compromise programming approach.To formulate a fuzzy compromise programming problem from a possibilistic multiobjective linear programming problem the fuzzy ideal solution concept is introduced. This concept is based on soft preference and indifference relationships and on canonical representation of fuzzy numbers by means of their α-cuts. The accuracy between the ideal solution and the objective values is evaluated handling the fuzzy parameters through their expected intervals and a definition of discrepancy between intervals is introduced in our analysis.