Fuzzy linear objective function optimization with fuzzy-valued max-product fuzzy relation inequality constraints
In this paper, we firstly consider an optimization problem with a linear objective function subject to a system of fuzzy relation inequalities using the max-product composition. Since its feasible domain is non-convex, traditional linear programming methods cannot be applied to solve it. An algorithm is proposed to solve this problem using fuzzy relation inequality paths. Then, a more general case of the problem, i.e., an optimization model with one fuzzy linear objective function subject to fuzzy-valued max-product fuzzy relation inequality constraints, is investigated in this paper. A new approach is proposed to solve this problem based on Zadeh's extension principle and the algorithm. This paper develops a procedure to derive the fuzzy objective value of the recent problem. A pair of mathematical program is formulated to compute the lower and upper bounds of the problem at the possibility level alpha. From different values of alpha, the membership function of the objective value is constructed. Since the objective value is expressed by a membership function rather than by a crisp value, more information is provided to make decisions. (C) 2010 Elsevier Ltd. All rights reserved.
fuzzy relation inequality extension principle membership function fuzzy set non-convex optimization