Fuzzy linear programming problems : models and solutions

We investigate various types of fuzzy linear programming problems based on models and solution methods. First, we review fuzzy linear programming problems with fuzzy decision variables and fuzzy linear programming problems with fuzzy parameters (fuzzy numbers in the definition of the objective function or constraints) along with the associated duality results. Then, we review the fully fuzzy linear programming problems with all variables and parameters being allowed to be fuzzy. Most methods used for solving such problems are based on ranking functions, alpha-cuts, using duality results or penalty functions. In these methods, authors deal with crisp formulations of the fuzzy problems. Recently, some heuristic algorithms have also been proposed. In these methods, some authors solve the fuzzy problem directly, while others solve the crisp problems approximately

Approximate Membership Function Shapes of Solutions to Intuitionistic Fuzzy Transportation Problems

In this paper, proposing a mathematical model with disjunctive constraint system, and providing approximate membership function shapes to the optimal values of the decision variables, we improve the solution approach to transportation problems with trapezoidal fuzzy parameters. We further extend the approach to solving transportation problems with intuitionistic fuzzy parameters; and compare the membership function shapes of the fuzzy solutions obtained by our approach to the fuzzy solutions to full fuzzy transportation problems yielded by approaches found in the literature

Time-Optimal Adaptation in Metabolic Network Models

Analysis of metabolic models using constraint-based optimization has emerged as an important computational technique to elucidate and eventually predict cellular metabolism and growth. In this work, we introduce time-optimal adaptation (TOA), a new constraint-based modeling approach that allows us to evaluate the fastest possible adaptation to a pre-defined cellular state while fulfilling a given set of dynamic and static constraints. TOA falls into the mathematical problem class of time-optimal control problems, and, in its general form, can be broadly applied and thereby extends most existing constraint-based modeling frameworks. Specifically, we introduce a general mathematical framework that captures many existing constraint-based methods and define TOA within this framework. We then exemplify TOA using a coarse-grained self-replicator model and demonstrate that TOA allows us to explain several well-known experimental phenomena that are difficult to explore using existing constraint-based analysis methods. We show that TOA predicts accumulation of storage compounds in constant environments, as well as overshoot uptake metabolism after periods of nutrient scarcity. TOA shows that organisms with internal temporal degrees of freedom, such as storage, can in most environments outperform organisms with a static intracellular composition. Furthermore, TOA reveals that organisms adapted to better growth conditions than present in the environment (“optimists”) typically outperform organisms adapted to poorer growth conditions (“pessimists”).Peer Reviewe

Time-Optimal Adaptation in Metabolic Network Models

Analysis of metabolic models using constraint-based optimization has emerged as an important computational technique to elucidate and eventually predict cellular metabolism and growth. In this work, we introduce time-optimal adaptation (TOA), a new constraint-based modeling approach that allows us to evaluate the fastest possible adaptation to a pre-defined cellular state while fulfilling a given set of dynamic and static constraints. TOA falls into the mathematical problem class of time-optimal control problems, and, in its general form, can be broadly applied and thereby extends most existing constraint-based modeling frameworks. Specifically, we introduce a general mathematical framework that captures many existing constraint-based methods and define TOA within this framework. We then exemplify TOA using a coarse-grained self-replicator model and demonstrate that TOA allows us to explain several well-known experimental phenomena that are difficult to explore using existing constraint-based analysis methods. We show that TOA predicts accumulation of storage compounds in constant environments, as well as overshoot uptake metabolism after periods of nutrient scarcity. TOA shows that organisms with internal temporal degrees of freedom, such as storage, can in most environments outperform organisms with a static intracellular composition. Furthermore, TOA reveals that organisms adapted to better growth conditions than present in the environment (“optimists”) typically outperform organisms adapted to poorer growth conditions (“pessimists”)

Reducing the number of membership functions in linguistic variables

Dissertation presented at Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia in fulfilment of the requirements for the Masters degree in Mathematics and Applications, specialization in Actuarial Sciences, Statistics and Operations ResearchThe purpose of this thesis was to develop algorithms to reduce the number of membership functions in a fuzzy linguistic variable. Groups of similar membership functions to be merged were found using clustering algorithms. By “summarizing” the information given by a similar group of membership functions into a new membership function we obtain a smaller set of membership functions representing the same concept as the initial linguistic variable. The complexity of clustering problems makes it difficult for exact methods to solve them in practical time. Heuristic methods were therefore used to find good quality solutions. A Scatter Search clustering algorithm was implemented in Matlab and compared to a variation of the K-Means algorithm. Computational results on two data sets are discussed. A case study with linguistic variables belonging to a fuzzy inference system automatically constructed from data collected by sensors while drilling in different scenarios is also studied. With these systems already constructed, the task was to reduce the number of membership functions in its linguistic variables without losing performance. A hierarchical clustering algorithm relying on performance measures for the inference system was implemented in Matlab. It was possible not only to simplify the inference system by reducing the number of membership functions in each linguistic variable but also to improve its performance

Improved two-phase solution strategy for multiobjective fuzzy stochastic linear programming problems with uncertain probability distribution

Multiobjective Fuzzy Stochastic Linear Programming (MFSLP) problem where the linear inequalities on the probability are fuzzy is called a Multiobjective Fuzzy Stochastic Linear Programming problem with Fuzzy Linear Partial Information on Probability Distribution (MFSLPPFI). The uncertainty presents unique difficulties in constrained optimization problems owing to the presence of conflicting goals and randomness surrounding the data. Most existing solution techniques for MFSLPPFI problems rely heavily on the expectation optimization model, the variance minimization model, the probability maximization model, pessimistic/optimistic values and compromise solution under partial uncertainty of random parameters. Although these approaches recognize the fact that the interval values for probability distribution have important significance, nevertheless they are restricted by the upper and lower limitations of probability distribution and neglected the interior values. This limitation motivated us to search for more efficient strategies for MFSLPPFI which address both the fuzziness of the probability distributions, and the fuzziness and randomness of the parameters. The proposed strategy consists two phases: fuzzy transformation and stochastic transformation. First, ranking function is used to transform the MFSLPPFI to Multiobjective Stochastic Linear Programming Problem with Fuzzy Linear Partial Information on Probability Distribution (MSLPPFI). The problem is then transformed to its corresponding Multiobjective Linear Programming (MLP) problem by using a-cut technique of uncertain probability distribution and linguistic hedges. In addition, Chance Constraint Programming (CCP), and expectation of random coefficients are applied to the constraints and the objectives respectively. Finally, the MLP problem is converted to a single-objective Linear Programming (LP) problem via an Adaptive Arithmetic Average Method (AAAM), and then solved by using simplex method. The algorithm used to obtain the solution requires fewer iterations and faster generation of results compared to existing solutions. Three realistic examples are tested which show that the approach used in this study is efficient in solving the MFSLPPFI

On the effectiveness of the Moulinec–Suquet discretization for composite materials

Moulinec and Suquet introduced a method for computational homogenization based on the fast Fourier transform which turned out to be rather computationally efficient. The underlying discretization scheme was subsequently identified as an approach based on trigonometric polynomials, coupled to the trapezoidal rule to substitute full integration. For problems with smooth solutions, the power of spectral methods is well-known. However, for heterogeneous microstructures, there are jumps in the coefficients, and the solution fields are not smooth enough due to discontinuities across material interfaces. Previous convergence results only provided convergence of the discretization per se, that is, without explicit rates, and could not explain the effectiveness of the discretization observed in practice. In this work, we provide such explicit convergence rates for the local strain as well as the stress field and the effective stresses based on more refined techniques. More precisely, we consider a class of industrially relevant, discontinuous elastic moduli separated by sufficiently smooth interfaces and show rates which are known to be sharp from numerical experiments. The applied techniques are of independent interest, that is, we employ a local smoothing strategy, utilize Féjer means as well as Bernstein estimates and rely upon recently established superconvergence results for the effective elastic energy in the Galerkin setting. The presented results shed theoretical light on the effectiveness of the Moulinec–Suquet discretization in practice. Indeed, the obtained convergence rates coincide with those obtained for voxel finite element methods, which typically require higher computational effort

Computing Tails of Compound Distributions Using Direct Numerical Integration

An efficient adaptive direct numerical integration (DNI) algorithm is developed for computing high quantiles and conditional Value at Risk (CVaR) of compound distributions using characteristic functions. A key innovation of the numerical scheme is an effective tail integration approximation that reduces the truncation errors significantly with little extra effort. High precision results of the 0.999 quantile and CVaR were obtained for compound losses with heavy tails and a very wide range of loss frequencies using the DNI, Fast Fourier Transform (FFT) and Monte Carlo (MC) methods. These results, particularly relevant to operational risk modelling, can serve as benchmarks for comparing different numerical methods. We found that the adaptive DNI can achieve high accuracy with relatively coarse grids. It is much faster than MC and competitive with FFT in computing high quantiles and CVaR of compound distributions in the case of moderate to high frequencies and heavy tails