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Christer Carlsson
IAMSR, Åbo Akademi University,
DataCity A 3210, SF-20520 Åbo, Finland
Robert Fullér †
Turku Centre for Computer Science,
DataCity A 4150, SF-20520 Åbo, Finland
Abstract
Generalizing our earlier results on optimization with linguistic variables
[3, 6, 7] we introduce a novel statement of fuzzy multiobjective mathemat-
ical programming problems and provide a method for findig a fair solution
to these problems. Suppose we are given a multiobjective mathematical pro-
gramming problem in which the functional relationship between the deci-
sion variables and the objective functions is not completely known. Our
knowledge-base consists of a block of fuzzy if-then rules, where the an-
tecedent part of the rules contains some linguistic values of the decision vari-
ables, and the consequence part consists of a linguistic value of the objective
functions. We suggest the use of Tsukamoto’s fuzzy reasoning method to de-
termine the crisp functional relationship between the decision variables and
objective functions. We model the anding of the objective functions by a
t-norm and solve the resulting (usually nonlinear) programming problem to
find a fair optimal solution to the original fuzzy multiobjective problem.
1
1 Introduction
Fuzzy multiobjective optimization problems can be stated and solved in many dif-
ferent ways (for good surveys see [5, 9, 11, 12, 15]). Usually the authors consider
optimization problems of the form
where x ∈ IRn is the vector of crisp decision variables, Ã = (ãij ), b̃ = (b̃i ) and
c̃j = (c̃ij ) are fuzzy quantities, the inequality relation ≤ is given by a certain fuzzy
relation and the (implicite) X is a fuzzy set describing the concept ”x satisfies
Ãx ≤ b̃”.
In many important cases (e.g. in strategy formation processes) the values of the
objective functions are not known for all x ∈ IRn , and we are able to describe the
causal link between x and the Gk ’s linguistically using fuzzy if-then rules. In this
paper we consider a new statement of multiobjective fuzzy optimization problems
(FMOP), namely
constitutes the only knowledge available about the values of G, and Aij and Cik
are fuzzy numbers.
In our earlier work [3] we interpreted FMLP problems (1) with fuzzy coefficients
and fuzzy inequality relations as multiple fuzzy reasoning schemes, where the an-
tecedents of the scheme correspond to the constraints of the MFLP problem and
the facts of the scheme are the objectives of the MFLP problem. Generalizing the
fuzzy reasoning approach introduced in [6, 7] we determine the crisp value of the
Gj ’s at y ∈ X by Tsukamoto’s fuzzy reasoning method [13], and obtain an optimal
solution to (2) by solving the resulting (usually nonlinear) optimization problem
2
2 Multiobjective optimization under fuzzy if-then rules
Consider the FMOP problem (2) with continuous Aij representing the linguistic
values of xi , and with strictly monotone and continuous Cik , i = 1, . . . , m rep-
resenting the linguistic values of Gk , k = 1, . . . , K. To find a fair solution to the
fuzzy optimization problem (2) we first determine the crisp value of the k-th objec-
tive function Gk at y ∈ IRn from the fuzzy rule-base using Tsukamoto’s fuzzy
reasoning method as
−1 −1
α1 C1k (α1 ) + · · · + αm Cmk (αm )
Gk (y) :=
α1 + · · · + αm
where
αi = t-norm(Ai1 (y1 ), . . . , Ain (yn ))
denotes the firing level of the i-th rule, i . To determine the firing level of the
rules, we suggest the use of the product t-norm (to have a smooth output function).
In this manner the constrained optimization problem (2) turns into the crisp (usu-
ally nonlinear) mathematical programmimg problem (3). The same principle is
applied to constrained maximization problems.
3
x 1 is small x2 is small G1 is small G2 is big
α1
1 1 z11 1 z12 1
x 1 is small x2 is big G1 is big G2 is small
α2
y1 1 y2 1 product z21 1 z22 1
Remark 2.1 We can introduce trade-offs among the objectives function by using
an OWA-operator in (5). However, as Yager has pointed out in [14], constrained
OWA-aggregations are not easy to solve, because the usually lead to a mixed inte-
ger mathematical programming problem of very big dimension.
4
The rules represent our knowledge-base for the fuzzy optimization problem. The
fuzzy partitions for lingusitic variables will not ususally satisfy ε-completeness,
normality and convexity. In many cases we have only a few (and contradictory)
rules. Therefore, we can not make any preselection procedure to remove the rules
which do not play any role in the optimization problem. All rules should be con-
sidered when we derive the crisp values of the objective function. We have chosen
Tsukamoto’s fuzzy reasoning scheme, because the individual rule outputs are crisp
numbers, and therefore, the functional relationship between the input vector y and
the system outputs (G1 (y), . . . , GK (y)) can be relatively easily identified (the only
thing we have to do is to perform inversion operations).
3 Summary
We have introduced a novel statement of multiobjective fuzzy mathematical pro-
gramming problems and priveded a method for findig a fair solution to these prob-
lems. We addressed multiobjective mathematical programming problems in which
the functional relationship between the decision variables and the objective func-
tions are not completely known. Our knowledge-base is assumed to consist only of
a block of fuzzy if-then rules, where the antecedent part of the rules contains some
linguistic values of the decision variables, and the consequence part consists of a
linguistic value of the objective functions. We suggested the use of Tsukamoto’s
fuzzy reasoning method to determine the crisp functional relationship between the
the decision variables and objective functions, and solve the resulting (usually non-
linear) programming problem to find a fair optimal solution to the original fuzzy
problem.
We can refine the fuzzy rule-base by introducing new lingusitic variables modeling
the linguistic dependencies between the variables and the objectives [1, 2, 4, 8, 10].
This will be the subject of our future research.
References
[1] C.Carlsson and R.Fullér, Interdependence in fuzzy multiple objective pro-
gramming, Fuzzy Sets and Systems, 65(1994) 19-29.
[2] C.Carlsson and R.Fullér, Fuzzy if-then rules for modeling interdependen-
cies in FMOP problems, in: Proceedings of EUFIT’94 Conference, Septem-
ber 20-23, 1994 Aachen, Germany, Verlag der Augustinus Buchhandlung,
Aachen, 1994 1504-1508.
5
[3] C.Carlsson and R.Fullér, Fuzzy reasoning for solving fuzzy multiple objec-
tive linear programs, in: R.Trappl ed., Cybernetics and Systems ’94, Pro-
ceedings of the Twelfth European Meeting on Cybernetics and Systems Re-
search, World Scientific Publisher, London, 1994, vol.1, 295-301.
[4] C.Carlsson and R.Fullér, Multiple Criteria Decision Making: The Case for
Interdependence, Computers & Operations Research, 22(1995) 251-260.
[5] C.Carlsson and R.Fullér, Fuzzy multiple criteria decision making: Recent
developments, Fuzzy Sets and Systems, 78(1996) 139-153.
[6] C.Carlsson and R.Fullér, Optimization with linguistic values, TUCS Techni-
cal Reports, Turku Centre for Computer Science, No. 157/1998.
[7] C.Carlsson and R.Fullér, Optimization under fuzzy if-then rules, Fuzzy Sets
and Systems, (submitted).
[12] M.K. Luhandjula, Fuzzy optimization: an appraisal, Fuzzy Sets and Systems,
30(1989) 257-282.
[14] R.R. Yager, Constrained OWA aggregation, Fuzzy Sets and Systems,
81(1996) 89-101.
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