In optimization analysis by linear programming, uncertainties may exist in model coefficients and stipulations (right-hand side constraints). These uncertainties can propagate through the analysis and generate uncertainties in the results. However, among the previous methods dealing with uncertainty, some were too complicated to be applied to actual problems, and some were unable to reflect completely the uncertainties of the input and output information. In this paper, a grey linear programming (GLP) model is introduced to the civil engineering area. This method allows uncertainties in the model inputs to be communicated into the optimization process, and thereby solutions reflecting the inherent uncertainties can be derived. A grey linear programming problem can be solved easily by running a simplex program several times. The modelling approach is applied to a hypothetical problem of waste flow allocation planning within a municipal solid waste management system. The results indicate that reaso...

A grey linear programming approach for municipal solid waste management planning under uncertainty

Multiple criteria decision making (MCDM) shows signs of becoming a maturing field. There are four quite distinct families of methods: (i) the outranking, (ii) the value and utility theory based, (iii) the multiple objective programming, and (iv) group decision and negotiation theory based methods. Fuzzy MCDM has basically been developed along the same lines, although with the help of fuzzy set theory a number of innovations have been made possible; the most important methods are reviewed and a novel approach — interdependence in MCDM — is introduced.

Fuzzy multiple criteria decision making: recent developments

Since its inception in 1965, the theory of fuzzy sets has advanced in a variety of ways and in many disciplines. Applications of this theory can be found, for example, in artificial intelligence, computer science, medicine, control engineering, decision theory, expert systems, logic, management science, operations research, pattern recognition, and robotics. Mathematical developments have advanced to a very high standard and are still forthcoming to day. In this review, the basic mathematical framework of fuzzy set theory will be described, as well as the most important applications of this theory to other theories and techniques. Since 1992 fuzzy set theory, the theory of neural nets and the area of evolutionary programming have become known under the name of ‘computational intelligence’ or ‘soft computing’. The relationship between these areas has naturally become particularly close. In this review, however, we will focus primarily on fuzzy set theory. Applications of fuzzy set theory to real problems are abound. Some references will be given. To describe even a part of them would certainly exceed the scope of this review. Copyright © 2010 John Wiley & Sons, Inc.

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Fuzzy set theory

Fuzzy linear programming and applications

When we use linear programming in possibilistic regression analysis, some coefficients tend to become crisp because of the characteristic of linear programming. On the other hand, a quadratic programming approach gives more diverse spread coefficients than a linear programming one. Therefore, to overcome the crisp characteristic of linear programming, we propose interval regression analysis based on a quadratic programming approach. Another advantage of adopting a quadratic programming approach is to be able to integrate both the property of central tendency in least squares and the possibilistic property in fuzzy regression. By changing the weights of the quadratic function, we can analyze the given data from different viewpoints. For data with crisp inputs and interval outputs, the possibility and necessity models can be considered. Therefore, the unified quadratic programming approach obtaining the possibility and necessity regression models simultaneously is proposed. Even though there always exist possibility estimation models, the existence of necessity estimation models is not guaranteed if we fail to assume a proper function fitting to the given data as a regression model. Thus, we consider polynomials as regression models since any curve can be represented by the polynomial approximation. Using polynomials, we discuss how to obtain approximation models which fit well to the given data where the measure of fitness is newly defined to gauge the similarity between the possibility and the necessity models. Furthermore, from the obtained possibility and necessity regression models, a trapezoidal fuzzy output can be constructed.

Interval regression analysis by quadratic programming approach

Multiobjective fuzzy linear regression analysis for fuzzy input-output data

Fuzzy linear regression models, where both input data and output data are fuzzy numbers, are introduced by using three indices for equalities between fuzzy numbers. By considering the conflict between the fuzzy threshold for the three indices and the fuzziness of the fuzzy linear regression model, three types of multiobjective programming problems for obtaining fuzzy linear regression models are formulated corresponding to the three indices. Then a linear programming based interactive decision making method to derive the satisficing solution of the decision maker for the formulated multiobjective programming problems is developed. A numerical example demonstrates the appropriateness and efficiency of the proposed method.

Hitoshi Yano

Papers

Multiobjective fuzzy linear regression analysis for fuzzy input-output data

Multiobjective fuzzy linear regression analysis for fuzzy input-output data

Fuzzy linear regression analysis for fuzzy input-output data

A fuzzy dual decomposition method for large-scale multiobjective nonlinear programming problems

Pareto optimality for multiobjective linear fractional programming problems with fuzzy parameters