Search results for: Fuzzy multi-objective optimization problem

Authors: Chen-Yuan Chen, Wan-I Lee, Yi-Chaio Sui, Cheng-Wu Chen

Abstract:

This study focuses on the development of triangular fuzzy numbers, the revising of triangular fuzzy numbers, and the constructing of a HCFN (half-circle fuzzy number) model which can be utilized to perform more plural operations. They are further transformed for trigonometric functions and polar coordinates. From half-circle fuzzy numbers we can conceive cylindrical fuzzy numbers, which work better in algebraic operations. An example of fuzzy control is given in a simulation to show the applicability of the proposed half-circle fuzzy numbers.

Keywords: triangular fuzzy number, half-circle fuzzy numbers, predictions, polar coordinates, Lyapunov method

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Authors: D.R Prince Williams

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In this paper,we introduce a notion of fuzzy ideals in near-subtraction semigroups and study their related properties.

Keywords: subtraction algebra, subtraction semigroup, an ideal, near-subtraction semigroup, fuzzy level set, fuzzy ideal, fuzzy homomorphism.

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Authors: R. Mechgoug, A. Titaouine

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Fuzzy systems have been successfully used for exchange rate forecasting. However, fuzzy system is very confusing and complex to be designed by an expert, as there is a large set of parameters (fuzzy knowledge base) that must be selected, it is not a simple task to select the appropriate fuzzy knowledge base for an exchange rate forecasting. The researchers often look the effect of fuzzy knowledge base on the performances of fuzzy system forecasting. This paper proposes a genetic fuzzy predictor to forecast the future value of daily US Dollar/Euro exchange rate time’s series. A range of methodologies based on a set of fuzzy predictor’s which allow the forecasting of the same time series, but with a different fuzzy partition. Each fuzzy predictor is built from two stages, where each stage is performed by a real genetic algorithm.

Keywords: Foreign exchange rate, time series forecasting, Fuzzy System, and Genetic Algorithm.

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Authors: M. Umabharathi, S. Vijayabaskar

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Evolutionary Fuzzy PID Speed Controller for Permanent Magnet Synchronous Motor (PMSM) is developed to achieve the Speed control of PMSM in Closed Loop operation and to deal with the existence of transients. Consider a Fuzzy PID control design problem, based on common control Engineering Knowledge. If the transient error is big, that Good transient performance can be obtained by increasing the P and I gains and decreasing the D gains. To autotune the control parameters of the Fuzzy PID controller, the Evolutionary Algorithms (EA) are developed. EA based Fuzzy PID controller provides better speed control and guarantees the closed loop stability. The Evolutionary Fuzzy PID controller can be implemented in real time Applications without any concern about instabilities that leads to system failure or damage.

Keywords: Evolutionary Algorithm (EA), Fuzzy system, Genetic Algorithm (GA), Membership, Permanent Magnet Synchronous Motor (PMSM).

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Authors: Phruksaphanrat B.

Abstract:

This research presents a fuzzy multi-objective model for a machine selection problem in a flexible manufacturing system of a tire company. Two main objectives are minimization of an average machine error and minimization of the total setup time. Conventionally, the working team uses trial and error in selecting a pressing machine for each task due to the complexity and constraints of the problem. So, both objectives may not satisfy. Moreover, trial and error takes a lot of time to get the final decision. Therefore, in this research preemptive fuzzy goal programming model is developed for solving this multi-objective problem. The proposed model can obtain the appropriate results that the Decision Making (DM) is satisfied for both objectives. Besides, alternative choice can be easily generated by varying the satisfaction level. Additionally, decision time can be reduced by using the model, which includes all constraints of the system to generate the solutions. A numerical example is also illustrated to show the effectiveness of the proposed model.

Keywords: Machine Selection, Preemptive Fuzzy Goal Programming, Mixed Integer Programming, Application of Tire Industry.

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Authors: Engin Yesil, Leon Urbas

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Modeling of complex dynamic systems, which are very complicated to establish mathematical models, requires new and modern methodologies that will exploit the existing expert knowledge, human experience and historical data. Fuzzy cognitive maps are very suitable, simple, and powerful tools for simulation and analysis of these kinds of dynamic systems. However, human experts are subjective and can handle only relatively simple fuzzy cognitive maps; therefore, there is a need of developing new approaches for an automated generation of fuzzy cognitive maps using historical data. In this study, a new learning algorithm, which is called Big Bang-Big Crunch, is proposed for the first time in literature for an automated generation of fuzzy cognitive maps from data. Two real-world examples; namely a process control system and radiation therapy process, and one synthetic model are used to emphasize the effectiveness and usefulness of the proposed methodology.

Keywords: Big Bang-Big Crunch optimization, Dynamic Systems, Fuzzy Cognitive Maps, Learning.

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Authors: Jolly Puri, Shiv Prasad Yadav

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Multi-component data envelopment analysis (MC-DEA) is a popular technique for measuring aggregate performance of the decision making units (DMUs) along with their components. However, the conventional MC-DEA is limited to crisp input and output data which may not always be available in exact form. In real life problems, data may be imprecise or fuzzy. Therefore, in this paper, we propose (i) a fuzzy MC-DEA (FMC-DEA) model in which shared and undesirable fuzzy resources are incorporated, (ii) the proposed FMC-DEA model is transformed into a pair of crisp models using α cut approach, (iii) fuzzy aggregate performance of a DMU and fuzzy efficiencies of components are defined to be fuzzy numbers, and (iv) a numerical example is illustrated to validate the proposed approach.

Keywords: Multi-component DEA, fuzzy multi-component DEA, fuzzy resources.

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Authors: Abbas Al-Refaie

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This paper aims at improving the performance of the tableting process using statistical quality control and fuzzy goal programming. The tableting process was studied. Statistical control tools were used to characterize the existing process for three critical responses including the averages of a tablet’s weight, hardness, and thickness. At initial process factor settings, the estimated process capability index values for the tablet’s averages of weight, hardness, and thickness were 0.58, 3.36, and 0.88, respectively. The L₉ array was utilized to provide experimentation design. Fuzzy goal programming was then employed to find the combination of optimal factor settings. Optimization results showed that the process capability index values for a tablet’s averages of weight, hardness, and thickness were improved to 1.03, 4.42, and 1.42, respectively. Such improvements resulted in significant savings in quality and production costs.

Keywords: Fuzzy goal programming, control charts, process capability, tablet optimization.

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Authors: Nayera E. El-Gharably, Khaled S. El-Kilany, Aziz E. El-Sayed

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A key element of many distribution systems is the routing and scheduling of vehicles servicing a set of customers. A wide variety of exact and approximate algorithms have been proposed for solving the vehicle routing problems (VRP). Exact algorithms can only solve relatively small problems of VRP, which is classified as NP-Hard. Several approximate algorithms have proven successful in finding a feasible solution not necessarily optimum. Although different parts of the problem are stochastic in nature; yet, limited work relevant to the application of discrete event system simulation has addressed the problem. Presented here is optimization using simulation of VRP; where, a simplified problem has been developed in the ExtendSimTM simulation environment; where, ExtendSimTM evolutionary optimizer is used to minimize the total transportation cost of the problem. Results obtained from the model are very satisfactory. Further complexities of the problem are proposed for consideration in the future.

Keywords: Discrete event system simulation, optimization using simulation, vehicle routing problem.

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Authors: T. R. Alencar, P. T. Leite

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Several optimization algorithms specifically applied to the problem of Operation Planning of Hydrothermal Power Systems have been developed and are used. Although providing solutions to various problems encountered, these algorithms have some weaknesses, difficulties in convergence, simplification of the original formulation of the problem, or owing to the complexity of the objective function. Thus, this paper presents the development of a computational tool for solving optimization problem identified and to provide the User an easy handling. Adopted as intelligent optimization technique, Genetic Algorithms and programming language Java. First made the modeling of the chromosomes, then implemented the function assessment of the problem and the operators involved, and finally the drafting of the graphical interfaces for access to the User. The program has managed to relate a coherent performance in problem resolution without the need for simplification of the calculations together with the ease of manipulating the parameters of simulation and visualization of output results.

Keywords: Energy, Optimization, Hydrothermal Power Systemsand Genetic Algorithms

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes, Jaroslav Prochazka, Pavel Smolka, Juraj Masar, Martin Pesl

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This paper focuses on creating a component model of information system under uncertainty. The paper identifies problem in current approach of component modeling and proposes fuzzy tool, which will work with vague customer requirements and propose components of the resulting component model. The proposed tool is verified on specific information system and results are shown in paper. After finding suitable sub-components of the resulting component model, the component model is visualised by tool.

Keywords: Component, component model, fuzzy, fuzzy rules, fuzzy sets, information system, modelling, tool.

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

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Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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Authors: Thi T. Nguyen, Lee N. Gordon-Brown

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A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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Authors: Pilar Rey-del-Castillo, Jesús Cardeñosa

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There are many situations where input feature vectors are incomplete and methods to tackle the problem have been studied for a long time. A commonly used procedure is to replace each missing value with an imputation. This paper presents a method to perform categorical missing data imputation from numerical and categorical variables. The imputations are based on Simpson-s fuzzy min-max neural networks where the input variables for learning and classification are just numerical. The proposed method extends the input to categorical variables by introducing new fuzzy sets, a new operation and a new architecture. The procedure is tested and compared with others using opinion poll data.

Keywords: Classifier, imputation techniques, fuzzy systems, fuzzy min-max neural networks.

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Authors: Yanan Yang, Zhigang Wang, Xiang Chen

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This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

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Authors: Sathinee Malee, Ronnason Chinram

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The notion of k-fuzzy ideals of semirings was introduced by Kim and Park in 1996. In 2003, Dutta and Kar introduced a notion of ternary semirings. This structure is a generalization of ternary rings and semirings. The main purpose of this paper is to introduce and study k-fuzzy ideals in ternary semirings analogous to k-fuzzy ideals in semirings considered by Kim and Park.

Keywords: k-ideals, k-fuzzy ideals, fuzzy k-ideals, ternarysemirings

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Authors: N. Rugthaicharoencheep, S. Auchariyamet

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Optimal capacitor allocation in distribution systems has been studied for a long times. It is an optimization problem which has an objective to define the optimal sizes and locations of capacitors to be installed. In this works, an overview of capacitor placement problem in distribution systems is briefly introduced. The objective functions and constraints of the problem are listed and the methodologies for solving the problem are summarized.

Keywords: Capacitor Placement, Distribution Systems, Optimization Techniques

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Authors: Om Parkash, C.P.Gandhi

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In the literature of fuzzy measures, there exist many well known parametric and non-parametric measures, each with its own merits and limitations. But our main emphasis is on applications of these measures to a variety of disciplines. To extend the scope of applications of these fuzzy measures to geometry, we need some special fuzzy measures. In this communication, we have introduced two new fuzzy measures involving trigonometric functions and simultaneously provided their applications to obtain the basic results already existing in the literature of geometry.

Keywords: Entropy, Uncertainty, Fuzzy Entropy, Concavity, Symmetry.

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Authors: Rahib H. Abiyev

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In this paper the application of neuro-fuzzy system for equalization of channel distortion is considered. The structure and operation algorithm of neuro-fuzzy equalizer are described. The use of neuro-fuzzy equalizer in digital signal transmission allows to decrease training time of parameters and decrease the complexity of the network. The simulation of neuro-fuzzy equalizer is performed. The obtained result satisfies the efficiency of application of neurofuzzy technology in channel equalization.

Keywords: Neuro-fuzzy system, noise equalization, neuro-fuzzy equalizer, neural system.

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Authors: Mohamad R. Khaldi, Christine S. Khoury, Guy M. Naim

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The steady-state operation of maintaining voltage stability is done by switching various controllers scattered all over the power network. When a contingency occurs, whether forced or unforced, the dispatcher is to alleviate the problem in a minimum time, cost, and effort. Persistent problem may lead to blackout. The dispatcher is to have the appropriate switching of controllers in terms of type, location, and size to remove the contingency and maintain voltage stability. Wrong switching may worsen the problem and that may lead to blackout. This work proposed and used a Fuzzy CMeans Clustering (FCMC) to assist the dispatcher in the decision making. The FCMC is used in the static voltage stability to map instantaneously a contingency to a set of controllers where the types, locations, and amount of switching are induced.

Keywords: Fuzzy logic, Power system control, Reactive power control, Voltage control

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Authors: Chien-Hua Wang, Meng-Ying Chou, Chin-Tzong Pang

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This paper applies fuzzy AHP to evaluate the service quality of online auction. Service quality is a composition of various criteria. Among them many intangible attributes are difficult to measure. This characteristic introduces the obstacles for respondents on reply in the survey. So as to overcome this problem, we invite fuzzy set theory into the measurement of performance and use AHP in obtaining criteria. We found the most concerned dimension of service quality is Transaction Safety Mechanism and the least is Charge Item. Other criteria such as information security, accuracy and information are too vital.

Keywords: Fuzzy set theory, AHP, Online auction, Service quality

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Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh

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Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.

Keywords: Optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, Implementation, MATLAB.

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Authors: José M. Merigó, Montserrat Casanovas

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We consider different types of aggregation operators such as the heavy ordered weighted averaging (HOWA) operator and the fuzzy ordered weighted averaging (FOWA) operator. We introduce a new extension of the OWA operator called the fuzzy heavy ordered weighted averaging (FHOWA) operator. The main characteristic of this aggregation operator is that it deals with uncertain information represented in the form of fuzzy numbers (FN) in the HOWA operator. We develop the basic concepts of this operator and study some of its properties. We also develop a wide range of families of FHOWA operators such as the fuzzy push up allocation, the fuzzy push down allocation, the fuzzy median allocation and the fuzzy uniform allocation.

Keywords: Aggregation operators, Fuzzy numbers, Fuzzy OWAoperator, Heavy OWA operator.

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Authors: Abdelati El Allaoui, Said Melliani, Lalla Saadia Chadli

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The objective of this paper is to study the existence and uniqueness of Mild solutions for a complex fuzzy evolution equation with nonlocal conditions that accommodates the notion of fuzzy sets defined by complex-valued membership functions. We first propose definition of complex fuzzy strongly continuous semigroups. We then give existence and uniqueness result relevant to the complex fuzzy evolution equation.

Keywords: Complex fuzzy evolution equations, nonlocal conditions, mild solution, complex fuzzy semigroups.

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Authors: Tunjo Perić, Franjo Bratić

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In this paper, the goal programming methodology for solving multiple objective problem of the technological variants and production plan optimization has been applied. The optimization criteria are determined and the multiple objective linear programming model for solving a problem of the technological variants and production plan optimization is formed and solved. Then the obtained results are analysed. The obtained results point out to the possibility of efficient application of the goal programming methodology in solving the problem of the technological variants and production plan optimization. The paper points out on the advantages of the application of the goal programming methodology compare to the Surrogat Worth Trade-off method in solving this problem.

Keywords: Goal programming, multi objective programming, production plan, SWT method, technological variants.

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Authors: Morteza Kazemi Torbaghan, Seyed Mehran Kazemi, Rahele Zhiani, Fakhriye Hamed

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Truss optimization problem has been vastly studied during the past 30 years and many different methods have been proposed for this problem. Even though most of these methods assume that the design variables are continuously valued, in reality, the design variables of optimization problems such as cross-sectional areas are discretely valued. In this paper, an improved hill climbing and an improved simulated annealing algorithm have been proposed to solve the truss optimization problem with discrete values for crosssectional areas. Obtained results have been compared to other methods in the literature and the comparison represents that the proposed methods can be used more efficiently than other proposed methods

Keywords: Size Optimization of Trusses, Hill Climbing, Simulated Annealing.

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Authors: Ferenc Peter Pach, Janos Abonyi

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This paper focuses on the data-driven generation of fuzzy IF...THEN rules. The resulted fuzzy rule base can be applied to build a classifier, a model used for prediction, or it can be applied to form a decision support system. Among the wide range of possible approaches, the decision tree and the association rule based algorithms are overviewed, and two new approaches are presented based on the a priori fuzzy clustering based partitioning of the continuous input variables. An application study is also presented, where the developed methods are tested on the well known Wisconsin Breast Cancer classification problem.

Keywords:

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Authors: S. Khamsawang, S. Jiriwibhakorn

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This paper proposes an improved approach based on conventional particle swarm optimization (PSO) for solving an economic dispatch(ED) problem with considering the generator constraints. The mutation operators of the differential evolution (DE) are used for improving diversity exploration of PSO, which called particle swarm optimization with mutation operators (PSOM). The mutation operators are activated if velocity values of PSO nearly to zero or violated from the boundaries. Four scenarios of mutation operators are implemented for PSOM. The simulation results of all scenarios of the PSOM outperform over the PSO and other existing approaches which appeared in literatures.

Keywords: Novel particle swarm optimization, Economic dispatch problem, Mutation operator, Prohibited operating zones, Differential Evolution.

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Authors: Binu Thomas, Raju G., Sonam Wangmo

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In Data mining, Fuzzy clustering algorithms have demonstrated advantage over crisp clustering algorithms in dealing with the challenges posed by large collections of vague and uncertain natural data. This paper reviews concept of fuzzy logic and fuzzy clustering. The classical fuzzy c-means algorithm is presented and its limitations are highlighted. Based on the study of the fuzzy c-means algorithm and its extensions, we propose a modification to the cmeans algorithm to overcome the limitations of it in calculating the new cluster centers and in finding the membership values with natural data. The efficiency of the new modified method is demonstrated on real data collected for Bhutan-s Gross National Happiness (GNH) program.

Keywords: Adaptive fuzzy clustering, clustering, fuzzy logic, fuzzy clustering, c-means.

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Authors: D.R Prince Williams

Abstract:

The notion of S-fuzzy left h-ideals in a hemiring is introduced and it's basic properties are investigated.We also study the homomorphic image and preimage of S-fuzzy left h-ideal of hemirings.Using a collection of left h-ideals of a hemiring, S-fuzzy left h-ideal of hemirings are established.The notion of a finite-valued S-fuzzy left h-ideal is introduced,and its characterization is given.S-fuzzy relations on hemirings are discussed.The notion of direct product and S-product are introduced and some properties of the direct product and S-product of S-fuzzy left h-ideal of hemiring are also discussed.

Keywords: hemiring, left h-ideal, anti fuzzy h-ideal, S-fuzzy left hideal, t-conorm , homomorphism.

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