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    Institute for Advanced Management Systems ResearchDepartment of Information Technologies

    Faculty of Technology, Abo Akademi University

    The Past is Crisp, but the Future isFuzzy - Tutorial

    Robert Fuller

    Directory

    Table of Contents Begin Article

    c 2010 [email protected] 25, 2010

    mailto:[email protected]:[email protected]
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    Table of Contents

    1. Triangular and trapezoidal fuzzy numbers

    2. Material implication

    3. Fuzzy implications

    4. The theory of approximate reasoning

    5. Crisp and fuzzy relations

    6. Simplified fuzzy reasoning schemes

    7. Tsukamotos and Sugenos fuzzy reasoning scheme

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    Table of Contents (cont.) 3

    8. Fuzzy programming versus goal programming

    9. Multiple Objective Programs

    10. Application functions for MOP problems

    11. The efficiency of compromise solutions

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    Section 1: Triangular and trapezoidal fuzzy numbers 4

    1. Triangular and trapezoidal fuzzy numbers

    A fuzzy set A of the real line R is defined by its membership function (de-noted also by A) A : R [0, 1]. If x R then A(x) is interpreted as thedegree of membership ofx in A.

    Figure 1: Possible membership functions for monthly small salary and

    big salary.

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    Section 1: Triangular and trapezoidal fuzzy numbers 5

    Ifx0 is the amount of the salary then x0 belongs to fuzzy set

    A1 = small

    with degree of membership

    A1(x0) =

    1

    x0 2000

    4000if2000 x0 6000

    0 otherwise

    and to

    A2 = big

    with degree of membership

    A2(x0) =

    1 ifx0 6000

    1 6000 x0

    4000if2000 x0 6000

    0 otherwise

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    Section 1: Triangular and trapezoidal fuzzy numbers 6

    Definition 1.1. A fuzzy set A is called triangular fuzzy number with peak(or center) a, left width > 0 and right width > 0 if its membership

    function has the following form

    A(t) =

    1 a t

    ifa t a

    1 t a

    ifa t a +

    0 otherwise

    and we use the notation A = (a,,). The support ofA is (a , b + ).A triangular fuzzy number with centera may be seen as a fuzzy quantity

    x is close to a orx is approximately equal to a.

    Definition 1.2. A fuzzy setA is called trapezoidal fuzzy number with toler-ance interval [a, b], left width and right width if its membership function

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    Section 1: Triangular and trapezoidal fuzzy numbers 7

    1

    aa-! a+"

    Figure 2: A triangular fuzzy number.

    has the following form

    A(t) =

    1 a t

    ifa t a

    1 ifa t b

    1 t b

    ifa t b +

    0 otherwise

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    Section 1: Triangular and trapezoidal fuzzy numbers 8

    and we use the notation A = (a,b,,).

    A trapezoidal fuzzy number may be seen as a fuzzy quantity

    x is approximately in the interval [a, b].

    1

    aa-!

    b+"

    b

    Figure 3: Trapezoidal fuzzy number.

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    Section 2: Material implication 9

    2. Material implication

    Let p =

    x is in A

    and q =

    y is in B

    are crisp propositions, where A andB are crisp sets for the moment.

    The full interpretation of the material implication p q is that: the degreeof truth ofp q quantifies to what extend q is at least as true as p, i.e.

    (p q) =

    1 if(p) (q)0 otherwise

    (p) (q) (p q)

    1 1 10 1 1

    0 0 1

    1 0 0

    Table 1: Truth table for the material implication.

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    Section 3: Fuzzy implications 10

    3. Fuzzy implications

    Consider the implication statement

    if pressure is high then volume is small

    Figure 4: Membership function for big pressure.

    The membership function of the fuzzy set A, big pressure, can be interpreted

    as

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    Section 3: Fuzzy implications 11

    1 is in the fuzzy set big pressure with grade of membership 0

    4 is in the fuzzy set big pressure with grade of membership 0.75

    x is in the fuzzy set big pressure with grade of membership 1, x 5

    A(u) =

    1 ifu 5

    1 5 u4

    if1 u 5

    0 otherwise

    The membership function of the fuzzy set B, small volume, can be inter-

    preted as

    B(v) =

    1 ifv 1

    1 v 1

    4if1 v 5

    0 otherwise

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    Section 3: Fuzzy implications 12

    Figure 5: Membership function for small volume.

    5 is in the fuzzy set small volume with grade of membership 0

    2 is in the fuzzy set small volume with grade of membership 0.75

    x is in the fuzzy set small volume with grade of membership 1, x 1

    Ifp is a proposition of the form x is A where A is a fuzzy set, for example,big pressure and q is a proposition of the form y is B for example, smallvolume then we define the implication p q as

    A(x) B(y)

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    Section 3: Fuzzy implications 13

    For example,

    x is big pressure y is small volume A(x) B(y)

    Remembering the full interpretation of the material implication

    p q =

    1 if(p) (q)0 otherwise

    We can use the definition

    A(x) B(y) = 1 ifA(x) B(y)0 otherwise

    4 is big pressure 1 is small volume = 0.75 1 = 1

    The most often used fuzzy implication operators are listed in the following

    table.

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    Section 3: Fuzzy implications 14

    Name Definition

    Early Zadeh x y = max{1 x, min(x, y)}ukasiewicz x y = min{1, 1 x + y}

    Mamdani x y = min{x, y}

    Larsen x y = xy

    Standard Strict x y = 1 ifx y0 otherwise

    Godel x y =

    1 ifx yy otherwise

    Gaines x y =

    1 ifx yy/x otherwise

    Kleene-Dienes x y = max{1 x, y}Kleene-Dienes-ukasiewicz x y = 1 x + xy

    Yager x y = yx

    Table 2: Fuzzy implication operators.

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    15

    4. The theory of approximate reasoning

    In 1979 Zadeh introduced the theory of approximate reasoning. This theoryprovides a powerful framework for reasoning in the face of imprecise and

    uncertain information.

    Entailment rule:

    Mary is very young

    very young young

    Mary is young

    Conjuction rule:

    pressure is not very high

    pressure is not very low

    pressure is not very high and not very low

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    Section 4: The theory of approximate reasoning 16

    Disjunction rule:

    pressure is not very high

    or pressure is not very low

    pressure is not very high or not very low

    Projection rule:

    (x, y) is close to (3, 2)

    x is close to 3

    (x, y) is close to (3, 2)

    y is close to 2

    How to make inferences in fuzzy environment?

    1: if pressure is BIG then volume is SMALL

    observation pressure is 4

    conclusion volume is ?

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    Section 4: The theory of approximate reasoning 17

    Figure 6: BIG(4) = SMALL(2) = 0.75.

    1: if pressure is BIG then volume is SMALL

    observation pressure is 4

    conclusion volume is 2

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    18

    5. Crisp and fuzzy relations

    A classical relation can be considered as a set of tuples, where a tuple is anordered pair. A binary tuple is denoted by (u, v), an example of a ternarytuple is (u,v,w) and an example ofn-ary tuple is (x1, . . . , xn).

    Definition 5.1. LetX andY be nonempty sets. A fuzzy relation R is a fuzzysubset ofX Y. IfX = Y then we say thatR is a binary fuzzy relation inX.

    Let R be a binary fuzzy relation on R. Then R(u, v) is interpreted as thedegree of membership of(u, v) in R.

    Example 5.1. A simple example of a binary fuzzy relation on U = {1, 2, 3},called approximately equal can be defined as

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    Section 5: Crisp and fuzzy relations 19

    R(1, 1) = R(2, 2) = R(3, 3) = 1,

    R(1, 2) = R(2, 1) = R(2, 3) = R(3, 2) = 0.8,R(1, 3) = R(3, 1) = 0.3.

    The membership function ofR is given by

    R(u, v) =

    1 ifu = v0.8 if|u v| = 1

    0.3 if|u v| = 2

    In matrix notation it can be represented as

    R =

    1 0.8 0.30.8 1 0.8

    0.3 0.8 1

    Fuzzy relations are very important because they can describe interactionsbetween variables.

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    20

    6. Simplified fuzzy reasoning schemes

    Suppose that we have the following rule base

    1: if x is A1 then y is z1also

    2: if x is A2 then y is z2. . . . . . . . . . . .

    n: if x is An then y is zn

    fact: x is x0

    action: y is z0

    where A1, . . . , An are fuzzy sets.

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    Section 6: Simplified fuzzy reasoning schemes 21

    Suppose further that our data base consists of a single fact x0. The problemis to derive z0 from the initial content of the data base, x0, and from thefuzzy rule base = {1, . . . , n}.

    1: if salary is small then loan is z1

    also

    2: if salary is big then loan is z2fact: salary is x0

    action: loan is z0

    A deterministic rule base can be formed as follows

    1: if 2000 s 6000 then loan is max 1000

    3: if s 6000 then loan is max 2000

    4: if s 2000 then no loan at all

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    Section 6: Simplified fuzzy reasoning schemes 22

    Figure 7: Discrete causal link between salary and loan.

    The data base contains the actual salary, and then one of the rules is applied

    to obtain the maximal loan can be obtained by the applicant.

    In fuzzy logic everything is a matter of degree.

    Ifx is the amount of the salary then x belongs to fuzzy set

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    Section 6: Simplified fuzzy reasoning schemes 23

    A1 = small with degree of membership 0 A1(x) 1

    A2 = big with degree of membership 0 A2(x) 1

    Figure 8: Membership functions for small and big.

    In fuzzy rule-based systems each rule fires.

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    Section 6: Simplified fuzzy reasoning schemes 24

    The degree of match of the input to a rule (wich is the firing strength) is

    the membership degree of the input in the fuzzy set characterizing the an-

    tecedent part of the rule.

    The overall system output is the weighted average of the individual rule

    outputs, where the weight of a rule is its firing strength with respect to the

    input.

    To illustrate this principle we consider a very simple example mentionedabove

    1: if salary is small then loan is z1

    also2: if salary is big then loan is z2

    fact: salary is x0

    action: loan is z0

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    Section 6: Simplified fuzzy reasoning schemes 25

    Then our reasoning system is the following

    input to the system is x0

    the firing level of the first rule is 1 = A1(x0)

    the firing level of the second rule is 2 = A2(x0)

    the overall system output is computed as the weghted average of theindividual rule outputs

    z0 =1z1 + 2z2

    1 + 2

    that isz0 =

    A1(x0)z1 + A2(x0)z2A1(x0) + A2(x0)

    A1(x0) = 1 (x0 2000)/4000 if2000 x0 6000

    0 otherwise

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    p y g

    Figure 9: Example of simplified fuzzy reasoning.

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    p y g

    A2(x0) =

    1 ifx0 60001 (6000 x0)/4000 if2000 x0 6000

    0 otherwise

    It is easy to see that the relationship

    A1(x0) + A2(x0) = 1

    holds for all x0 2000.

    It means that our system output can be written in the form.

    z0 = 1z1 + 2z2 = A1(x0)z1 + A2(x0)z2

    that is,z0 =

    1

    x0 2000

    4000

    z1 +

    1

    6000 x04000

    z2

    if2000 x0 6000.

    And z0 = 1 ifx0 6000. And z0 = 0 ifx0 2000.

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    p y g

    Figure 10: Input/output function derived from fuzzy rules.

    The (linear) input/oputput relationship is illustrated in figure 10.

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    Section 7: Tsukamotos and Sugenos fuzzy reasoning scheme 29

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    7. Tsukamotos and Sugenos fuzzy reasoning scheme

    Tsukamotos reasoning scheme

    1 : ifx is A1 and y is B1 then z is C1

    also

    2 : ifx is A2 and y is B2 then z is C2

    fact : x is x0 and y is y0

    cons. : z is z0

    Sugeno and Takagi use the following architecture

    1 : ifx is A1 and y is B1 then z1 = a1x + b1y

    also

    2 : ifx is A2 and y is B2 then z2 = a2x + b2y

    fact : x is x0 and y is y0

    cons.: z

    0

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    Section 7: Tsukamotos and Sugenos fuzzy reasoning scheme 30

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    Figure 11: An illustration of Tsukamotos inference mechanism. The firing

    level of the first rule: 1 = min{A1(x0), B1(y0)} = min{0.7, 0.3} =0.3, The firing level of the second rule: 2 = min{A2(x0), B2(y0)} =min{0.6, 0.8} = 0.6, The crisp inference: z0 = (8 0.3 + 4 0.6)/(0.3 +0.6) = 6.

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    Figure 12: Example of Sugenos inference mechanism. The overall system

    output is computed as the firing-level-weighted average of the individual

    rule outputs: z0 = (5 0.2 + 4 0.6)/(0.2 + 0.6) = 4.25.

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    8. Fuzzy programming versus goal programming

    Consider the following simple linear program

    x min,

    subject to x 1, x R

    What if the decision makers aspiration level (or goal) is

    b0 = 0.5?

    The goal is set outside of the conceivable values of the objective function

    under given constraint.

    The linear inequality system

    x 0.5

    x 1

    does not have any solution.

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    In goal programming we are searching for a solution from the decision

    set, which minimizes the distance between the goal and the decision set.

    That is,

    |x 0.5| min, subject to x 1, x R

    The unique solution is x = 1.

    In fuzzy programming we are searching for a solution that might not even

    belong to the decision set, and which simultaneously minimizes the (fuzzy)

    distance between the decision set and the goal.

    We want to be as close as possible to the goal and to the constraints.

    Depending on the definition of closeness, the fuzzy version can have the

    form

    max min{|x 0.5|, |x 1|}, subject to 1/2 x 1.

    The unique solution is x = 0.75.

    The fuzzy problem can be stated as: Find an x R such that

    { x is as close as poss. to 0.5 and x is as close as poss. to 1}

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    Figure 13: Illustration of the optimal solution. By using the minimum oper-

    ator to aggregate the fuzzy statements x is close to 0.5 and x is close to 1

    we get that the optimal solution is x = 0.75.

    In our case (see Figure 13),

    max

    1

    |x 0.5|

    1/2, 1

    |x 1|

    1/2

    , subject to 1/2 x 1.

    If we use the minimum operator to aggregate the objective functions then

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    we have the following single-objective problem

    max min1 |x 0.5|

    1/2

    , 1 |x 1|

    1/2, subject to 1/2 x 1.

    Which - in this very special and simple case - can be written in the form,

    max min{|x 0.5|, |x 1|}, subject to 1/2 x 1,

    which has a unique optimal solution x = 0.75.

    As an example consider the following two-variable linear program

    x1 + x2 max

    subject to

    x1 1x2 1

    x1, x2 R,

    What if the decision makers aspiration level is b0 = 3?

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    The aspiration level can not be reached since the maximal value of the ob-

    jective function is equal to two?

    Figure 14: A simple LP. The unique optimal solution is (1, 1) and the opti-mal value of the objective function is 2.

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    Figure 15: The desired value of the objective function is set to 3. This value,

    however, is unattainable on the decision set [0, 1] [0, 1].

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    Figure 16: An illustration of the fuzzy LP. The optimal solution is outside

    of the decision space [0, 1] [0, 1]. It is - with certain fuzzy coefficients - asclose as possible to the goal and to the constraints.

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    9. Multiple Objective Programs

    Consider a multiple objective program (MOP)

    maxxX

    f1(x), . . . , f k(x)

    where fi : Rn R, i = 1, . . . , k are objective functions, Rk is the criterion

    space, x Rn is the decision variable, Rn is the decision space, X Rn

    is called the set of feasible alternatives. The image ofX inRk

    , denoted byZX , i.e. the set offeasible outcomes is defined as

    ZX = {z Rk|zi = fi(x), i = 1, . . . , k , x X}.

    MOP problems may be interpreted as a synthetical notation of a conjuction

    statement maximize jointly all objectives: maximize the first objective andmaximize the second objective. A good compromise solution to MOP is

    defined as an x [0, 1] [0, 1] being as good as possible for the wholeset of objectives.

    Definition 9.1. An x X is said to be efficient (or nondominated or

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    Pareto-optimal) for the MOP iff there exists no y X such that

    fi(y) fi(x)

    for all i with strict inequality for at least one i. The set of all Pareto-optimalsolutions will be denoted by X.

    Consider the following Multiple Objective Linear Program (MLP)

    {x1 + x2, x1 x2} maxsubject to

    x X = {x R2 | 0 x1, x2 1}

    The Pareto optimal solutions (the north-east boundary of the image of the

    decision space) to this problem are X = {(1, x2) | x2 [0, 1]}.

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    41

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    Figure 17: The decision space is [0, 1] [0, 1].

    10. Application functions for MOP problems

    An application function hi for the MOP

    maxxXf1(x), . . . , f k(x),

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    Section 10: Application functions for MOP problems 42

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    Figure 18: The image of the decision space. Sometimes called the criterion

    space.

    is defined as hi : R [0, 1], where hi(t) measures the degree of fulfillmentof the decision makers requirements about the i-th objective by the valuet. Suppose that the decision maker has some preference parameters, forexample

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    Section 10: Application functions for MOP problems 43

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    Figure 19: Explanation of the image of the decision space.

    reference points which represents desirable leveles on each criterion

    reservation levels which represent minimal requirements on each cri-

    terion

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    Section 10: Application functions for MOP problems 44

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    Figure 20: The problem: {x1 + x2, x1 x2} max; subject to x1, x2

    [0, 1]. The set of its Pareto optimal solutions is X = {(1, x2), x2 [0, 1]}.

    If the value of an objective function (at the current point) exceeds his desir-

    able level on this objective then he is totally satisfied with this alternative.

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    Section 10: Application functions for MOP problems 45

    If h h l f bj ti f ti ( t th t i t) i b l

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    If, however, he value of an objective function (at the current point) is below

    of his reservation level on this objective then he is absolutely not satisfied

    with this alternative.

    Let mi denote the value

    min{fi(x)|x X}

    i.e. mi is the worst possible value for the i-th objective and let Mi denote

    the valuemax{fi(x)|x X}

    i.e. Mi is the largest possible value for the i-th objective on X. It is clearthat the inequalities

    mi fi(x) Mi,

    hold for each x in X. The most commonly used linear application functionfor the i-th objective can be defined as

    hi(fi(x)) = 1 Mi fi(x)

    Mi mi.

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    Section 10: Application functions for MOP problems 46

    It is clear that h (f (x)) 0 h (f (x)) min{f (x)|x X} m

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    It is clear that hi(fi(x)) = 0 hi(fi(x)) = min{fi(x)|x X} = mi,and hi(fi(x)) = 1 hi(fi(x)) = max{fi(x)|x X} = Mi.

    Letr1 = m1 = min{f1(x) = x1 + x2 | 0 x1, x2 1} = 0

    and

    r2 = m2 = min{f2(x) = x1 x2 | 0 x1, x2 1} = 1

    be the reservation levels and letR1 = M1 = max{f1(x) = x1 + x2 | 0 x1, x2 1} = 2

    and

    R2 = M2 = max{f2(x) = x1 x2 | 0 x1, x2 1} = 1

    be the reference points for the firts and the second objectives, respectivelyin the MLP problem,

    {x1 + x2, x1 x2} max

    subject to

    0 x1, x2 1.

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    Section 10: Application functions for MOP problems 47

    Then we can build the following application functions

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    Then we can build the following application functions

    h1(f1(x)) = h1(x1 + x2) = 1 2 (x1 + x2)

    2

    =x1 + x2

    2

    ,

    h2(f2(x)) = h2(x1 x2) = 1 1 (x1 x2)

    2=

    1 + x1 x2

    2.

    Consider now the MLP problem with k objective functions

    maxxX

    f1(x), f2(x), . . . , f k(x)

    .

    With the notation of

    Hi(x) = hi(fi(x)),

    Hi(x) may be considered as the degree of membership ofx in the fuzzy setgood solutions for the i-th objective.

    Then a good compromise solution to MLP may be defined as an x Xbeing as good as possible for the whole set of objectives.

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    Section 10: Application functions for MOP problems 48

    Taking into consideration the nature of Hi it is quite reasonable to look for

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    Taking into consideration the nature ofHi, it is quite reasonable to look forsuch a kind of solution by means of the following auxiliary problem

    maxxX

    H1(x), . . . , H k(x).For max

    H1(x), . . . , H k(x)

    may be interpreted as a synthetical notation

    of a conjuction statement maximize jointly all objectives, and Hi(x) [0, 1], it is reasonable to use a t-norm T to represent the connective and. Inthis way

    maxxX

    H1(x), . . . , H k(x)

    turns into the single-objective problem

    maxxX

    T(H1(x), . . . , H k(x)).

    Let us suppose the decision maker chooses the minimum operator to rep-

    resent his evaluation of the connective and in the problem of: maximize the

    first objective and maximize the second objective.

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    Section 10: Application functions for MOP problems 49

    Then the original biobjective problem turns into the single-objetive LP

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    Then the original biobjective problem turns into the single-objetive LP,

    max minx1 + x2

    2

    ,1 + x1 x2

    2

    subject to

    0 x1, x2 1.

    That is,

    max x1 + x2

    2

    1 + x1 x2

    2

    subject to

    0 x1, x2 1,

    Then an optimal solution is x1

    = 1, and x2

    = 1 and (f1(1, 1), f2(1, 1)) =

    (2, 0) is a Pareto-optimal solution to the original biobjective problem.

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    Section 10: Application functions for MOP problems 50

    Consider the following linear biobjective programming problem

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    Consider the following linear biobjective programming problem

    max{2x1 + x2, x1 2x2}

    subject tox1 + x2 4,

    3x1 + x2 6,

    x1, x2 0.

    The first objective

    2x1 + x2,

    attains its maximum at point (4, 0), whereas the second one

    x1 2x2,

    has its maximum at point (2, 0).

    The Pareto optimal solutions are {(x1, 0), x1 [2, 4]}.

    Let r1 = 4, and r2 = 5 be the reservation levels and let R1 = 7, R2 = 3be the reference points for the firts and the second objectives, respectively

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    Section 10: Application functions for MOP problems 51

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    3

    2 4

    (4, 0)(2, 0)

    o_1

    o_2

    x_1

    Figure 21: Illustration of the decision space and the objectives of the biob-

    jective problem. Pareto optimal solutions are: {(x1, 0), x1 [2, 4]}.

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    Section 10: Application functions for MOP problems 52

    in the MLP problem,

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    in the MLP problem,

    max{2x1 + x2, x1 2x2}

    subject tox1 + x2 4,

    3x1 + x2 6,

    x1, x2 0.

    Then we can build the following application functions

    h1(f1(x)) =

    1 iff1(x) 7

    1 7 f1(x)

    3 if4 f1(x) 7

    0 iff1(x) 4

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    h2(f2(x)) =

    1 iff2(x) 3

    1 3 f2(x)

    2if5 f2(x) 3

    0 iff2(x) 5

    Let us suppose the decision maker chooses the minimum operator to rep-

    resent his evaluation of the connective and in the problem of: maximize the

    first objective and maximize the second objective.

    Then the original biobjective problem turns into the single-objetive LP,

    max min{h1(f1(x1, x2)), h2(f2(x1, x2))}

    subject to

    x1 + x2 4,

    3x1 + x2 6,

    x1, x2 0.

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    Section 10: Application functions for MOP problems 54

    That is,

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    ,

    max min{h1(2x1 + x2), h2(x1 2x2)}

    subject tox1 + x2 4,

    3x1 + x2 6,

    x1, x2 0.

    Which can be written in the form,

    max

    subject to

    h1(2x1 + x2) h2(x1 2x2)

    x1 + x2 4,

    3x1 + x2 6,

    x1, x2 0.

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    Section 10: Application functions for MOP problems 55

    That is

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    max

    subject to

    1 7 (2x1 + x2)

    3

    1 3 (x1 2x2)

    2

    x1 + x2 4,

    3x1 + x2 6,

    x1, x2 0.

    Its optimal solution

    x = (23/7, 0)

    is also an efficient solution for the original biobjective problem since it lies

    in the segment

    {(x1, 0), x1 [2, 4]}.

    The optimal values of the objective functions are 46/7 and 23/7.

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    56

    11. The efficiency of compromise solutions

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    One of the most important questions is the efficiency of the obtained com-

    promise solutions.

    Theorem 11.1. Letx be an optimal solution to

    maxxX

    T(H1(x), . . . , H k(x))

    where T is a t-norm, Hi(x) = hi(fi(x)), hi is an increasing applicationfunction, i = 1, . . . , k. Ifhi is strictly increasing on the interval [ri, Ri] fori = 1, . . . , k. Then x is efficient for the problem

    maxxX

    f1(x), . . . , f k(x)

    if either

    (i) x is unique;

    (ii) T is strict andHi

    (x

    ) = hi

    (fi

    (x

    )) (0, 1)for

    i = 1, . . . , k.

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    Section 11: The efficiency of compromise solutions 57

    Proof. (i) Suppose that x is not efficient. Ifx were dominated, then x

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    X such thatfi(x

    ) fi(x)

    for all i and with a strict inequality for at least one i.

    Consequently, from the monotonicity ofT and hi we get

    T(H1(x), . . . , H k(x

    )) T(H1(x), . . . , H k(x

    ))

    which means that x is also an optimal solution to the auxiliary problem.So x is not unique.

    (ii) Suppose that x is not efficient. Ifx were dominated, then x X

    such thatfi(x

    ) fi(x)

    for all i and with a strict inequality for at least one i. Taking into considera-tion that

    Hi(x) = hi(fi(x

    )) (0, 1)

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    Section 11: The efficiency of compromise solutions 58

    for all i and T is strict, and hi is monoton increasing we get

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    T(H1(x), . . . , H k(x

    )) < T(H1(x), . . . , H k(x

    ))

    which means that x

    is not an optimal solution to the auxiliary problem. Sox is not efficient.

    If we use linear application functions then they are strictly increasing on

    [ri, Ri], and, therefore any optimal solution x to the auxiliary problem is

    an efficient solution to the original MOP problem if either

    (i) x is unique;

    (ii) T is strict and Hi(x) (0, 1), i = 1, . . . k.

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