An Iterative Fuzzy Goal Programming Method to Solve Fuzzified Multiobjective Fractional Programming Problems

In this paper, we propose an alternate modified solution procedure based on fuzzy goal programming (FGP) approach for solving bi-level multiobjective linear fractional programming problems (BL-MOLFPPs) with some major modifications in the algorithm suggested by Abo-Sinna and Baky (2010). The proposed modified technique is simpler and requires less computational works than that of earlier technique. In the formulation of FGP models, each objective function (at both the levels - leader's level and follower's level) as well as control variables (of leader's level) are transformed into fuzzy goals with modified membership functions. Then FGP approach is used for achieving the highest degree of each of membership goals. To avoid decision deadlock situations and difficulties associated with bi-level programming problems, solution preferences by decision makers (at leader's and follower's levels) are not taken into account in proposed algorithm. A comparative analysis is also carried out with numerical example in order to show efficiency of proposed algorithm over earlier technique.

• Propose novel behavioral membership functions within the fuzzy goal programming approach. • Model decision-makers’ behavioral aspects and risk perceptions. • Develop a behavior-based fuzzy goal programming approach. • Enhance utility functions within the fuzzy goal programming methodology. • Demonstrate applicability and efficacy through a venture capital investment problem. A relevant extension of traditional goal programming (GP), fuzzy goal programming (FGP) can handle uncertainty and imprecision in multi-objective optimization problems. Based on fuzzy set theory, the notion of membership functions has been introduced to consider the fuzziness related to objectives and constraints. These membership functions are mainly intended for fuzziness in the GP rather than modeling the decision-maker's (DM's) preferences and his/her attitude toward risk in the decision-making process. In the satisfying philosophy of FGP, little attention has been given to how preferences evolve in terms of the behavior of the decision-maker (DM) and how these preferences may affect decisions in risky scenarios. To address this issue, we suggest novel behavioral-type utility functions for the FGP approach by introducing the concept of behavioral membership functions. This concept offers an innovative procedure for simulating the DM's behavioral preferences in the FGP approach. First, two main categories of objectives in relation to the DM's behavioral preferences are distinguished in this work. A risk aversion parameter is integrated into membership functions according to the nature of each objective type, obtaining the so-called behavioral membership functions. A behavioral FGP approach is subsequently formulated. Finally, an illustrative example of venture capital investments, a sensitivity analysis, and comparisons with other FGP approaches are provided to demonstrate the validity and practicality of our proposed approach.

Optimizing sustainable and renewable energy portfolios using a fuzzy interval goal programming approach

Fuzzy concepts are represented by fuzzy sets, so a fuzzy knowledge is defined to be a collection of fuzzy sets (concepts) which includes two constants, 1 (true) and 0 (false). Abstractly, a logical derivation is a finite series of logical operations acting on a given knowledge. In fuzzy world, logical operations are defined by mathematical operations. So fuzzy logical derivations are mathematical derivations, and vice versa In this paper, the closure of fuzzy reasoning is characterized by fuzzy rough sets, and by topologies (neighborhood systems). A new fuzzy concept F N is derivable from the old knowledge K iff the membership function of F N is continuous in K-topology, or equivalently, iff F N is a rough fuzzy set (concept) of I N D(K),or plainly, iff the membership function of F N is a “step” function in the sense that it takes a constant value in each equivalence class of I N D(K).A fuzzy set L partitions the universe into equivalence classes; each equivalence class consists of those elements which have the same degree of membership. The indiscernibility relation I N D(K)over K is the “intersection” of all the equivalence relations induced by the fuzzy sets in K. The membership function of a fuzzy set is a real valued function, so U can be given the minimal topology such that the membership function of each fuzzy set in K is a continuous function. Such topology is called K-topology.

In this paper, we present modified fuzzy goal programming (FGP) approach and generalized MATLAB program for solving multi-level linear fractional programming problems (ML-LFPPs) based on with some major modifications in earlier FGP algorithms. In proposed modified FGP approach, solution preferences by the decision makers at each level are not considered and fuzzy goal for the decision vectors is defined using individual best solutions. The proposed modified algorithm as well as MATLAB program simplifies the earlier algorithm on ML-LFPP by eliminating solution preferences by the decision makers at each level, thereby avoiding difficulties associate with multi-level programming problems and decision deadlock situation. The proposed modified technique is simple, efficient and requires less computational efforts in comparison of earlier FGP techniques. Also, the proposed coding of generalized MATLAB program based on this modified approach for solving ML-LFPPs is the unique programming tool toward dealing with such complex mathematical problems with MATLAB. This software based program is useful and user can directly obtain compromise optimal solution of ML-LFPPs with it. The aim of this paper is to present modified FGP technique and generalized MATLAB program to obtain compromise optimal solution of ML-LFP problems in simple and efficient manner. A comparative analysis is also carried out with numerical example in order to show efficiency of proposed modified approach and to demonstrate functionality of MATLAB program.

This chapter presents two methodologies for solving quadratic programming problems with multiple objectives under fuzzy stochastic environments. The right side parameters of the chance constraints of both the models are chosen as fuzzy random variables (FRVs) following different probability distributions. Like the previous chapters, chance constrained programming (CCP) methodology is employed to the fuzzy chance constraints to develop fuzzy programming model. In the first model, cut of fuzzy sets and fuzzy partial order relations are incorporated to the fuzzy programming model to develop an equivalent deterministic model. For the second model, defuzzification method of fuzzy numbers (FNs), which are presented in Chapter 2, are taken into consideration to generate equivalent quadratic programming model in a crisp environment. As the objective functions are quadratic in nature, it is easy to understand that the membership functions obtained through methodological development process are also quadratic in nature. To linearize the quadratic membership functions, linearization techniques are employed in this chapter. Finally, for achieving the maximum degree of each of the membership goals of the objectives, a fuzzy goal programming (FGP) approach is developed for the linearized membership goals and solved by minimizing under-deviational variables and satisfying modified system constraints in fuzzy stochastic decision-making environments. To illustrate the acceptability of the developed methodology presented in this chapter, some numerical examples are included.

Automatically determine the membership function based on the maximum entropy principle

The new approach to the construction of parametric membership functions for fuzzy sets with unequal supports

Fuzzy set theory has been used to model systems that are hard to define precisely. As a methodology, fuzzy set theory incorporates imprecision and subjectivity into the model formulation and solution process. Fuzzy set theory represents an attractive tool to aid research in production management when the dynamics of the production environment limit the specification of model objectives, constraints and the precise measurement of model parameters. This paper provides a survey of the application of fuzzy set theory in production management research. The literature review that we compiled consists of 73 journal articles and nine books. A classification scheme for fuzzy applications in production management research is defined. We also identify selected bibliographies on fuzzy sets and applications.

An improved fuzzy logic controller using genetic algorithmic techniques for building management systems

A fuzzy goal programming approach for vendor selection problem in a supply chain

This study proposes a Fuzzy Goal Programming approach to optimize the problem of aggregate planning of production processes in companies that produce charcoal husks. The application proposed to the company describes the process of Rice Husk Charcoal Production taking into account the uncertain factors involved in the aggregate planning process of Rice Husk charcoal production. Decision-making related to the level of material needs in each type of rice husk charcoal product is considered based on planning for the next 12 months by including weighting value in membership function, determination of membership function of each function objectives with equivalent Crip of fuzzy goal programming. Fuzzification is based on three main objectives with three membership levels for each purpose of Goal Programming. This research provides the results of the proposed adaptive model applied to companies that produce charcoal husks.

Application of fuzzy goal programming and genetic algorithm is considered in this paper. We extend a multi-objective model for integrated inventory-production-distribution planning in supply chain (SC). We consider a supply chain network which consists of a manufacture, with multiple plants, multiple distribution centers (DCs), multiple retailers and multiple customers. The manufacturer produces several items. Decision maker’s imprecise aspiration levels of goals are incorporated into model using fuzzy goal programming approach. Due to the complexity of problem in large size and in order to get a satisfactory near optimal solution with great speed, a new genetic algorithm is proposed to solve constrained problems. To show the efficiency of the used model and fuzzy goal programming approach and genetic algorithm for the collaborative inventory-production-distribution problem, computational experiments are performed on a hypothetically constructed case problem.

The Decision making has been a major research topic in the computing literature for so long due to its vast significance in many real-world applications. Traditional fuzzy decision making (FDM) approaches have limitations due to the inability of the type-1 fuzzy sets (T1 FSs) in modeling higher order uncertainties. Since, the membership function (MF) of an interval type-2 fuzzy set (IT2 FS) is also fuzzy, as superior to T1 FSs, researchers considered IT2 FSs to model higher level of uncertainties in FDM and proposed a number of IT2 FDM methods. However, unlike IT2 FSs, general type-2 fuzzy sets (GT2 FSs) do not consider equal secondary membership values for all its primary membership functions. Hence, GT2 FSs offer more suitability in modelling uncertainties that exist in real-world scenarios. Thus, this paper proposes a more efficient decision making method called the “GT2 Fuzzy Decision Making (GT2 FDM)”, which considers GT2 FSs to model the fuzzy goals and fuzzy constraints in a problem. The working of the proposed approach is demonstrated using an example of room temperature selection. Then we have applied it to the problem of convenient travel time selection using a real-time traffic data set. It is observed that the proposed GT2 FDM approach offers more flexibility to the decision makers in choosing an optimal solution from a much wider solution space and hence is found to be more efficient than the IT2 FDM and classical FDM approaches.

This paper proposes an interactive fuzzy programming method for seeking a satisfactory solution for multiobjective two‐level linear fractional programming problems in which the decision makers in the upper and lower levels have several objectives, by first setting up the fuzzy goals for several objectives of each decision maker and seeking a satisfactory solution for the degree of satisfaction of two decision makers in a cooperative manner. In the proposed method, the decision maker at the upper level sets the minimal satisfactory levels for each fuzzy goal and the decision maker at the lower level determines the aspiration levels. The minimal satisfactory levels are treated as a constraint and the solution closest to the aspiration levels of the decision maker at the lower level is computed. The ratio of the aggregative degrees of satisfaction of the decision makers in the upper and lower levels with the obtained solution is evaluated by using partial information on the preference of the decision makers. If the ratio of the degrees of satisfaction satisfies the given condition and the decision maker at the upper level is satisfied with this solution, then the interaction is complete. Otherwise, a satisfactory solution is sought by updating the minimal satisfactory and aspiration levels. © 2003 Wiley Periodicals, Inc. Electron Comm Jpn Pt 3, 86(9): 54–62, 2003; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/ecjc.10047