Skip to main content

Fuzzy Optimization and Mathematical Programming: A Brief Introduction and Survey

  • Chapter
Optimization Models Using Fuzzy Sets and Possibility Theory

Part of the book series: Theory and Decision Library ((TDLB,volume 4))

Abstract

Some general concepts and ideas related to fuzzy optimization as, e.g., a fuzzy constraint, fuzzy goal (objective function), fuzzy optimum, etc. are introduced first. A general fuzzy optimization problem involving these elements is formulated and solved. The cases of single and multiple objective functions are dealt with. Secondly, basic classes of fuzzy mathematical programming are discussed, including: fuzzy linear programming (with single and multiple objective functions), fuzzy integer programming, fuzzy 0–1 programming and fuzzy dynamic programming. Finally some newer, knowledge-based approaches are mentioned. An extended list of literature is included.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Bellman, R.E., and L.A. Zadeh (1970). Decision-making in a fuzzy environment. Mang. Sei. 17, 151–169.

    MathSciNet  Google Scholar 

  • Buckley, J.J. (1983). Fuzzy programming and the Pareto optimal set. Fuzzy Sets and Syst. 10, 56–64.

    Article  MathSciNet  Google Scholar 

  • Carlsson, C. (1981). Solving ill-structured problems through well-structured fuzzy programming. In J.P. Brans (ed.), Op. Res. 81. North-Holland, Amsterdam.

    Google Scholar 

  • Carlsson, C. (1982). Fuzzy multiobjective programming with composite compromises. In M. Grauer, A. Lewandowski, and A.P. Wierzbicki (eds.), Multiobjective and Stochastic Optimization. CP-82-S12, IIASA, Laxenburg.

    Google Scholar 

  • Chanas, S. (1983). The use of parametric programming in fuzzy linear programming. Fuzzy Sets and Syst. 11, 243–251.

    Article  MATH  Google Scholar 

  • Chanas, S., W. Kolodziejczyk, and A. Machaj (1984). A fuzzy approach to the transportation problem. Fuzzy Sets and Syst. 13, 211–222.

    Article  MathSciNet  MATH  Google Scholar 

  • Chanas, S., and M. Kulej (1984). A fuzzy linear programming problem with equality constraints. In Kacprzyk (1984a), 195–202.

    Google Scholar 

  • Chang, S.S.L. (1969). Fuzzy dynamic programming and the decision making process. In Proc. 3rd Princeton Conf. on Inf. Sci and Syst., 200–203.

    Google Scholar 

  • Checkland, P.B. (1973). Towards a system-based methodology for real — world problem solving. J. Syst. Mang. 3.

    Google Scholar 

  • Delgado, M. (1983). A resolution method for multiobjective problems. Eur. J. Op. Res. 13, 165–172.

    Article  MathSciNet  MATH  Google Scholar 

  • Dubois D., and Ho Prade (1980). Systems of linear fuzzy constraints. Fuzzy Sets and Syst. 3, 37–48.

    Article  MathSciNet  MATH  Google Scholar 

  • Dyson, R.G. (1980). Maxmin programming, fuzzy linear programming and multicriteria decision making. J. Op. Res. Soc. 31, 263–267.

    MATH  Google Scholar 

  • Esogbue, A.O. (1983). Dynamic programming, fuzzy sets, and the modeling of R & D management control systems. IEEE Trans, on Syst. Man and Cyber. SMC-13, 18–30.

    Google Scholar 

  • Esogbue, A.O., and R.E. Bellman (1984). Fuzzy dynamic programming. In Zimmermann, Zadeh and Gaines (1984), 147–167.

    Google Scholar 

  • Esogbue, A. O. (1986). Bellman memorial issue. Fuzzy Sets and Syst. To appear.

    Google Scholar 

  • Fabian, C., and M. Stoica (1984). Fuzzy integer programming. In Zimmermann, Zadeh and Gaines (1984), 123–131.

    Google Scholar 

  • Feng, Y.J. (1983). A method using fuzzy mathematics to solve vector maximum problem. Fuzzy Sets and Syst. 9, 129–136.

    Article  MATH  Google Scholar 

  • Flachs, J., and M.A. Pollatschek (1978). Further results on fuzzy mathematical programming. Inf. and Control 38, 241–257.

    Article  MathSciNet  MATH  Google Scholar 

  • Flachs, J., and M.A. Pollatschek (1979). Duality theorems for certain problems involving minimum and maximum operation. Math. Prog. 16, 348–370.

    Article  MathSciNet  MATH  Google Scholar 

  • Fung, L.W., and K.S. Fu (1977). Characterization of a class of fuzzy optimal control problems. In B.R. Gaines, M.M. Gupta, and G.N. Saridis (eds.), Fuzzy Information and Decision Processes. North-Holland, Amsterdam.

    Google Scholar 

  • Hamacher, H., H. Leberling, and H.J. Zimmermann (1978). Sensitivity analysis in fuzzy linear programming. Fuzzy Sets and Syst. 1, 269–281.

    Article  MathSciNet  MATH  Google Scholar 

  • Hannan, E.L. (1979). On the efficiency of the product operator in fuzzy programming with multiple objectives. Fuzzy Sets and Syst. 2, 259–262.

    Article  MATH  Google Scholar 

  • Hannan, E.L. (1981a). Linear programming with multiple fuzzy goals. Fuzzy Sets and Syst. 6, 235–248.

    Article  MathSciNet  MATH  Google Scholar 

  • Hannan, E. L. (1981b). On fuzzy goal programming. Decision Sei. 12, 522–531.

    Article  Google Scholar 

  • Hannan, E. L. (1981c). Fuzzy programming with multiple fuzzy goals. Fuzzy Sets and Syst. 6, 235–248.

    Article  MathSciNet  MATH  Google Scholar 

  • Hannan, E.L. (1982). Contrasting fuzzy goal programming and “fuzzy” multicriteria programming. Decision Sei, 13, 337–339.

    Article  Google Scholar 

  • Ignizio, J.P. (1982). On the(re) discovery of fuzzy goal programming. Decision Sei. 13, 331–336.

    Article  Google Scholar 

  • Ignizio, J.P., and S.C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Syst. 10, 261–270.

    Article  MathSciNet  MATH  Google Scholar 

  • Kabbara, G. (1982). New utilization of fuzzy optimization method. In M.M. Gupta, and E. Sanchez (eds.), Fuzzy Information and Decision Processes. North-Holland, Amsterdam.

    Google Scholar 

  • Kacprzyk, J. (1982). Multistage decision processes in a fuzzy environment: a survey. In M.M. Gupta, and E. Sanchez (eds.), Fuzzy Information and Decision Processes, North-Holland, Amsterdam.

    Google Scholar 

  • Kacprzyk, J. (1983a). Multistage Decision-Making under Fuzziness: Theory and Applications. ISR Series. Verlag TÜV Rheinland, Cologne.

    MATH  Google Scholar 

  • Kacprzyk, J. (1983b). A generalization of fuzzy multistage decision-making and control via linguistic quantifiers. Int. J. Control 38, 1249–1270.

    Article  MathSciNet  MATH  Google Scholar 

  • Kacprzyk, J. (Guest ed.) (1984a). Special issue on fuzzy sets and possibility theory in optimization models. Control and Cyber. 4, No. 3.

    Google Scholar 

  • Kacprzyk, J. (1985). Zadeh’s commonsense knowledge and its use in multicriteria, multistage and multiperson decision making, In M.M. Gupta et al. (eds.), Approximate Reasoning in Expert Systems. North-Holland, Amsterdam.

    Google Scholar 

  • Kacprzyk, J. (1986a). Group decision making with a fuzzy linguistic majority. Fuzzy Sets and Syst. To appear.

    Google Scholar 

  • Kacprzyk, J. (1986b). Towards “human-consistent” multistage decision making and control models using fuzzy sets and fuzzy logic. In A.O. Esogbue (1986). To appear.

    Google Scholar 

  • Kacprzyk, J., and J.W. Owsiński (1984). Nonstandard mathematical programming models including imprecision as a planning tool in an agricultural enterprise operating in varying conditions (in Polish) In Proc. Conf. on Organization of Agricultural Enterprises. Kolobrzeg, 1984.

    Google Scholar 

  • Kacprzyk, J., and A. Straszak (1984). Determination of “stable” trajectories of integrated regional development using fuzzy decision models. IEEE Trans. on Syst. Man and Cyber. SMC-14, 310–313.

    Article  MATH  Google Scholar 

  • Kacprzyk, J., and R.R. Yager (1984a). “Softer” optimization and control models via fuzzy linguistic quantifiers. Inf. Sci. 34, 157–178.

    Article  MathSciNet  MATH  Google Scholar 

  • Kacprzyk, J., and R.R. Yager (1984b). Linguistic quantifiers and belief qualification in fuzzy multicriteria and multistage decision making. In Kacprzyk (1984a), 155–174.

    Google Scholar 

  • Kacprzyk, J., and R.R. Yager (eds.) (1985). Management Decision Support Systems Using Fuzzy Sets and Possibility Theory. Verlag TÜV Rheinland, Cologne.

    MATH  Google Scholar 

  • Leberling, H. (1981). On finding compromise solutions in multi-criteria problems using the fuzzy min operator. Fuzzy Sets and Syst. 6, 105–118.

    Article  MathSciNet  MATH  Google Scholar 

  • Leung, Y. (1982). Multicriteria conflict resolution through a theory of displaced fuzzy ideal. In M.M. Gupta, and E. Sanchez (eds.), Approximate Reasoning in Decision Analysis. North Holland, Amsterdam.

    Google Scholar 

  • Leung, Y. (1983). Concept of a fuzzy ideal for multicriteria conflict resolution. In P.P. Wang (ed.), Fuzzy Sets Theory and Applications. Plenum, New York.

    Google Scholar 

  • Leung, Y. (1984), Compromise programming under fuzziness. In Kacprzyk (1984a), 203–216.

    Google Scholar 

  • Llena, J. (1985). On fuzzy linear programming. Eur. J. Op. Res. 22, 216–223.

    Article  MathSciNet  MATH  Google Scholar 

  • Luhandjula, M.K., (1982). Compensatory operators in fuzzy linear programming with multiple objectives. Fuzzy Sets and Syst. 8, 245–252.

    Article  MathSciNet  MATH  Google Scholar 

  • Luhandjula, M.K. (1983). Linear programming under randomness and fuzziness. Fuzzy Sets and Syst. 10, 57–63.

    Article  MathSciNet  Google Scholar 

  • Luhandjula, M.K. (1984). Fuzzy approaches for multiple objective linear fractional optimization. Fuzzy Sets and Syst. 13, 11–24.

    Article  MathSciNet  MATH  Google Scholar 

  • Nakamura, K. (1984). Some extensions of fuzzy linear programming. Fuzzy Sets and Syst. 14, 211–229.

    Article  MATH  Google Scholar 

  • Narasimhan, R. (1980). Goal programming in a fuzzy environment. Decision Sci. 11, 325–336.

    Article  MathSciNet  Google Scholar 

  • Narasimhan, R. (1981). On fuzzy goal programming — some comments. Decision Sci. 12, 532–538.

    Article  Google Scholar 

  • Negoita, C.V. (1981). The current interest in fuzzy optimization. Fuzzy Sets and Syst. 6, 261–269.

    Article  MathSciNet  MATH  Google Scholar 

  • Negoita, C.V. (1984). Structure and logic in optimization. In: Kacprzyk (1984a), 121–128.

    Google Scholar 

  • Negoita, C.V., P. Flondor, and M. Sularia (1977). On fuzzy environment in optimization problems. Econ. Comp. and Econ. Cybern. Stud. and Res. 1, 3–12.

    MathSciNet  Google Scholar 

  • Negoita, C.V., S. Minoiu, and E. Stan (1976). On considering imprecision in dynamic linear programming. Econ, Comp. and Econ. Cybern. Stud. and Res. 3, 83–95.

    MathSciNet  Google Scholar 

  • Negoita, C.V., and D. Ralescu (1975). Applications of Fuzzy Sets to Systems Analysis. Birkhauser, Basel.

    MATH  Google Scholar 

  • Negoita, C.V., and D. Ralescu (1977). On fuzzy optimization. Kybernetes 6, 193–195.

    Article  MATH  Google Scholar 

  • Negoita, C.V., and A.C. Stefanescu (1982). On fuzzy optimization. In M.M. Gupta, and E. Sanchez (eds.), Fuzzy Information and Decision Processes. North Holland, Amsterdam.

    Google Scholar 

  • Negoita, C.V., and M. Sularia (1976). On fuzzy programming and tolerances in planning. Econ. Comp. and Econ. Cybern. Studies and Res. 1, 3–15.

    MathSciNet  Google Scholar 

  • Oheigertaigh, M.A. (1982). A fuzzy transportation algorithm. Fuzzy Sets and Syst. 8, 235–245.

    Article  Google Scholar 

  • Ollero, A., J. Aracil, and E.F. Carmacho (1984). Optimization of dynamic regional models: an interactive multiobjective approach. Large Scale Syst. 6, 1–12.

    MATH  Google Scholar 

  • Orlovski, S.A. (1977). On programming with fuzzy constraint sets. Kybernetes 6, 197–201.

    Article  Google Scholar 

  • Orlovski, S.A. (1978). Decision making with a fuzzy preference relation. Fuzzy Sets and Syst. 1, 155–167.

    Article  Google Scholar 

  • Orlovski, S.A. (1980). On formalization of a general fuzzy mathematical programming problem. Fuzzy Sets and Syst. 3, 311–321.

    Article  Google Scholar 

  • Orlovski, S.A. (1981). Problems of Decision-Making with Fuzzy Information (in Russian). Nauka, Moscow.

    Google Scholar 

  • Orlovski, S.A. (1982). Effective alternatives for multiple fuzzy preference relations. In R. Trappl (ed.), Cybernetics and Systems Research. North Holland, Amsterdam.

    Google Scholar 

  • Orlovski, S.A. (1983). Problems of Decision-Making with Fuzzy Information. WP-83–28, IIASA, Laxenburg.

    Google Scholar 

  • Orlovski, S.A. (1984a). Multiobjective programming problems with fuzzy parameters. In: Kacprzyk (1984a), 175–184.

    Google Scholar 

  • Orlovski, S.A. (1984b). Mathematical Programming Problems with Fuzzy Parameters. WP-84–38. IIASA, Laxenburg.

    Google Scholar 

  • Ralescu, D. (1978). The interfaces between orderings and fuzzy optimization. ORSA/TIMS Meeting. Los Angeles.

    Google Scholar 

  • Ralescu, D. (1979). A survey of representations of fuzzy concepts and its application. In M.M, Gupta, R.K. Ragade, and R.R. Yager (eds.), Advances in Fuzzy Set Theory and Applications. North-Holland, Amsterdam.

    Google Scholar 

  • Ralescu, D. (1984). Optimization in a fuzzy environment. In M.M. Gupta, and E. Sanchez (eds.), Fuzzy Information, Knowledge Representation and Decision Analysis. Proc. of IFAC Workshop, Pergamon Press, Oxford.

    Google Scholar 

  • Ramik, J. (1983). Extension principle and fuzzy-mathematical programming. Kybernetika 19, 516–525.

    MathSciNet  MATH  Google Scholar 

  • Ramik, J., and J. Rimanek (1985). Inequality relation between fuzzy numbers and its use in fuzzy optimization. Fuzzy Sets. and Syst. 16, 123–138.

    Article  MathSciNet  MATH  Google Scholar 

  • Rapaport, A. (1970). Modern Systems theory — an outlook for coping with change. Gen. Syst. Yearbook XV, Soc. for Gen. Syst.

    Google Scholar 

  • Rödder, W., and H.J. Zimmermann (1977). Duality in fuzzy programming . Int. Symp. on Extremal Methods and Syst. Anal. Austin, Texas.

    Google Scholar 

  • Rubin, P.A., and B. Narasimhan (1984). Fuzzy goal programming with nested priorities. Fuzzy Sets and Syst. 14, 115–129.

    Article  MathSciNet  MATH  Google Scholar 

  • Sakawa, M. (1983). Interactive computer programs for fuzzy linear programming with multiple objectives. Int. J. Man-Machine Stud. 18, 489–503.

    Article  MATH  Google Scholar 

  • Sakawa, M. (1984a). Interactive fuzzy goal programming for multiobjective nonlinear problems and its application to water quality management. In: Kacprzyk (1984a), 217–228.

    Google Scholar 

  • Sakawa, M. (1984b). Interactive multiobjective decision making by the fuzzy sequential proxy optimization technique: FSPOT. In Zimmermann, Zadeh and Gaines (1984), 241–260.

    Google Scholar 

  • Sakawa, M., and F. Seo (1983). Interactive multiobjective decision — making in environmental — systems using the fuzzy sequential proxy optimization technique. Large Scale Syst. 4, 223–243.

    MATH  Google Scholar 

  • Sakawa, M., and T. Yumine (1983). Interactive fuzzy decision making for multiobjective linear fractional programming problems. Large Scale Syst. 5, 105–114.

    MathSciNet  MATH  Google Scholar 

  • Sher, A.P. (1980). Solving a mathematical programming problem with a linear goal function in fuzzy constraints (in Russian). Aut. and Remote Control 40, 137–143.

    MathSciNet  Google Scholar 

  • Soyster, A.L. (1973). Convex programming with set-inclusive constraints. Application to inexact linear programming. Op. Res. 21, 1154–1157.

    Article  MathSciNet  MATH  Google Scholar 

  • Sommer, G., and M.A. Pollatschek (1978). A fuzzy programming approach to an air pollution regulation problem. Eur. J. Op. Res. 10, 303–313.

    Google Scholar 

  • Takeda, E., and T.N. Nishida (1980). Multiple criteria decision making with fuzzy domination structures. Fuzzy Sets and Syst. 3, 123–136.

    Article  MathSciNet  MATH  Google Scholar 

  • Tanaka, H., and K. Asai (1981). Fuzzy linear programming based on fuzzy functions. Proc. 8th IFAC World Congress (Kyoto). Pergamon Press, Oxford.

    Google Scholar 

  • Tanaka, H., and K. Asai (1984a). Fuzzy linear programming problems with fuzzy numbers. Fuzzy Sets and Syst. 13, 1–10.

    Article  MathSciNet  MATH  Google Scholar 

  • Tanaka, H., and K. Asai (1984b). Fuzzy solution in fuzzy linear programming problems. IEEE Trans. on Syst. Man and Cyber. SMC-14, 285–388.

    Google Scholar 

  • Tanaka, H., H. Ichihashi, and K. Asai (1984). A formulation of fuzzy linear programming problems based on comparison of fuzzy numbers. In: Kacprzyk (1984a), 185–194.

    Google Scholar 

  • Tanaka, H., T. Okuda, and K. Asai (1974). On fuzzy mathematical programming. J. Cyber. 3–4, 37–46.

    Article  MathSciNet  Google Scholar 

  • Verdegay, J.L. (1982). Fuzzy mathematical programming. In M.M. Gupta, and E. Sanchez (eds.), Fuzzy Information and Decision Processes. North-Holland, Amsterdam.

    Google Scholar 

  • Verdegay, J.L. (1983). Transportation problem with fuzzy parameters (in Spanish). Rev. Acad. Cien. Mat. Fis. Quim. y Nat. de Granada 2, 47–56.

    Google Scholar 

  • Verdegay, J.L. (1984a). A dual approach to solve the fuzzy linear programming problem. Fuzzy Sets and Syst. 14, 131–141.

    Article  MathSciNet  MATH  Google Scholar 

  • Verdegay, J.L. (1984b). Applications of fuzzy optimization in operational research. In: Kacprzyk (1984a), 229–240.

    Google Scholar 

  • Wagenknecht, M., and K. Hartmann (1983). On fuzzy rank ordering in polyoptimization. Fuzzy Sets and Syst. 11, 253–264.

    Article  MathSciNet  MATH  Google Scholar 

  • Wiedey, G., and H.J. Zimmermann (1979). Media selection and fuzzy linear programming. J. Op. Res. Soc. 29, 1071–1084.

    Google Scholar 

  • Yager, R.R. (1977). Multiple objective decision making using fuzzy sets. Int. J. Man-Machine Stud. 9, 375–382.

    Article  MATH  Google Scholar 

  • Yager, R.R. (1978). Fuzzy decision making including unequal objectives. Fuzzy Sets and Syst. 1, 87–95.

    Article  MATH  Google Scholar 

  • Yager, R.R. (1979). Mathematical programming with fuzzy constraints and a preference on the objective. Kybernetes 9, 109–114.

    Article  Google Scholar 

  • Yager, R.R. (1983). Quantifiers in the formulation of multiple objective decision functions. Inf. Sci. 31, 107–139.

    Article  MathSciNet  MATH  Google Scholar 

  • Zadeh, L.A. (1968). Fuzzy algorithms. Inform. and Control 12, 94–102.

    Article  MathSciNet  MATH  Google Scholar 

  • Zadeh, L.A. (1983a). A computation approach to fuzzy quantifiers in natural languages. Comp. and Math. with Appls. 9, 149–184.

    Article  MathSciNet  MATH  Google Scholar 

  • Zadeh, L.A. (1983b). A Theory of Commonsense Knowledge. Memo. UCB/ERL M83/27, University of California, Berkeley.

    Google Scholar 

  • Zimmermann, H.J. (1975). Optimal decisions in problems with fuzzy description (in German). Z. f. Betriebswirtschaftliche Forschung 12, 785–795.

    Google Scholar 

  • Zimmermann, H.J. (1976). Description and optimization of fuzzy systems. Int. J. Gen. Syst. 2, 209–215.

    Article  MATH  Google Scholar 

  • Zimmermann, H.J. (1978). Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Syst. 1, 45–55.

    Article  MATH  Google Scholar 

  • Zimmermann, H.J. (1983). Using fuzzy sets in operational research. Eur. J. Op. Res. 13, 201–216.

    Article  MATH  Google Scholar 

  • Zimmermann, H.J., and M.A. Pollatschek (1979). A Unified Approach to Three Problems in Fuzzy 0–1 Linear Programs. Working Paper, RWTH Aachen.

    Google Scholar 

  • Zimmermann, H.J., and M.A. Pollatschek (1984). Fuzzy 0–1 linear programs. In Zimmermann, Zadeh and Gaines (1984).

    Google Scholar 

  • Zimmermann, H.J., L.A. Zadeh, and B.R. Gaines (eds.) (1984). Fuzzy Sets and Decision Analysis. TIMS Studies in the Management Sciences, Vol. 20, North-Holland, Amsterdam.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1987 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Kacprzyk, J., Orlovski, S.A. (1987). Fuzzy Optimization and Mathematical Programming: A Brief Introduction and Survey. In: Kacprzyk, J., Orlovski, S.A. (eds) Optimization Models Using Fuzzy Sets and Possibility Theory. Theory and Decision Library, vol 4. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3869-4_4

Download citation

  • DOI: https://doi.org/10.1007/978-94-009-3869-4_4

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-8220-4

  • Online ISBN: 978-94-009-3869-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics