Determination of economic systems behaviour under uncertainty

The paper discuses systems of difference equations with fuzzy parameters and presents some solution procedures with the purpose to study the dynamic behaviour of economic systems in case of uncertainty. The trajectories of the endogenous variables are evaluated firstly at contiguous moments of time, and then, simultaneously. The relations between different solutions are shown. The author also consider essential to provide an algorithm for computing the exact α-cuts of the obtained solution

Evaluating fuzzy inequalities and solving fully fuzzified linear fractional programs

In our earlier articles, we proposed two methods for solving the fully fuzzified linear fractional programming (FFLFP) problems. In this paper, we introduce a different approach of evaluating fuzzy inequalities between two triangular fuzzy numbers and solving FFLFP problems. First, using the Charnes-Cooper method, we transform the linear fractional programming problem into a linear one. Second, the problem of maximizing a function with triangular fuzzy value is transformed into a problem of deterministic multiple objective linear programming. Illustrative numerical examples are given to clarify the developed theory and the proposed algorithm

Interval linear regression analysis based on Minkowski difference – a bridge between traditional and interval linear regression models

summary:In this paper, we extend the traditional linear regression methods to the (numerical input)-(interval output) data case assuming both the observation/measurement error and the indeterminacy of the input-output relationship. We propose three different models based on three different assumptions of interval output data. In each model, the errors are defined as intervals by solving the interval equation representing the relationship among the interval output, the interval function and the interval error. We formalize the estimation problem of parameters of the interval function so as to minimize the sum of square/absolute interval errors. Introducing suitable interpretation of minimization of an interval function, each estimation problem is well-formulated as a quadratic or linear programming problem. It is shown that the proposed methods have close relation to both traditional and interval linear regression methods which are formulated in different manners

Quadratic and nonlinear programming problems solving and analysis in fully fuzzy environment

AbstractThis paper presents a comprehensive methodology for solving and analyzing quadratic and nonlinear programming problems in fully fuzzy environment. The solution approach is based on the Arithmetic Fuzzy Logic-based Representations, previously founded on normalized fuzzy matrices. The suggested approach is generalized for the fully fuzzy case of the general forms of quadratic and nonlinear modeling and optimization problems of both the unconstrained and constrained fuzzy optimization problems. The constrained problems are extended by incorporating the suggested fuzzy logic-based representations assuming complete fuzziness of all the optimization formulation parameters. The robustness of the optimal fuzzy solutions is then analyzed using the recently newly developed system consolidity index. Four examples of quadratic and nonlinear programming optimization problems are investigated to illustrate the efficacy of the developed formulations. Moreover, consolidity patterns for the illustrative examples are sketched to show the ability of the optimal solution to withstand any system and input parameters changes effects. It is demonstrated that the geometric analysis of the consolidity charts of each region can be carried out based on specifying the type of consolidity region shape (such as elliptical or circular), slope or angle in degrees of the centerline of the geometric, the location of the centroid of the geometric shape, area of the geometric shape, lengths of principals diagonals of the shape, and the diversity ratio of consolidity points. The overall results demonstrate the consistency and effectiveness of the developed approach for incorporation and implementation for fuzzy quadratic and nonlinear optimization problems. Finally, it is concluded that the presented concept could provide a comprehensive methodology for various quadratic and nonlinear systems’ modeling and optimization in fully fuzzy environments

An Interactive Fuzzy Satisficing Method for Fuzzy Random Multiobjective 0-1 Programming Problems through Probability Maximization Using Possibility

In this paper, we focus on multiobjective 0-1 programming problems under the situation where stochastic uncertainty and vagueness exist at the same time. We formulate them as fuzzy random multiobjective 0-1 programming problems where coefficients of objective functions are fuzzy random variables. For the formulated problem, we propose an interactive fuzzy satisficing method through probability maximization using of possibility

Solving Fuzzy Quadratic Programming Problems with a Proposed Algorithm

The theory of fuzzy mathematics has been proven very effective for defining and solving optimization problems. Fuzzy quadratic programming (FQP) is a consequence of this approach. In this paper, an algorithm has been proposed to solve FQP with coefficients as triangular fuzzy numbers (TFN). The proposed algorithm converts FQP into two parametric quadratic programming (QP) problems. These QP solutions provide a lower and upper bound on the objective function of FQP. When these two values coincide, an optimal solution is achieved. This algorithm has been analyzed using a numerical example and compared with existing methods

Self organization of tilts in relay enhanced networks: a distributed solution

Despite years of physical-layer research, the capacity enhancement potential of relays is limited by the additional spectrum required for Base Station (BS)-Relay Station (RS) links. This paper presents a novel distributed solution by exploiting a system level perspective instead. Building on a realistic system model with impromptu RS deployments, we develop an analytical framework for tilt optimization that can dynamically maximize spectral efficiency of both the BS-RS and BS-user links in an online manner. To obtain a distributed self-organizing solution, the large scale system-wide optimization problem is decomposed into local small scale subproblems by applying the design principles of self-organization in biological systems. The local subproblems are non-convex, but having a very small scale, can be solved via standard nonlinear optimization techniques such as sequential quadratic programming. The performance of the developed solution is evaluated through extensive simulations for an LTE-A type system and compared against a number of benchmarks including a centralized solution obtained via brute force, that also gives an upper bound to assess the optimality gap. Results show that the proposed solution can enhance average spectral efficiency by up to 50% compared to fixed tilting, with negligible signaling overheads. The key advantage of the proposed solution is its potential for autonomous and distributed implementation