Seminar: Fuzzy Optimization



Abstract


Optimization means deriving the maximum benefit from a given system subject to system constraints. In real life design problems, the objective functions, the constraints, and the outcomes of possible events are imprecisely known. This imprecision is more pronounced in situations of increasing complexity. To derive maximum benefit from the system, this imprecision calls for an adequate representation in our optimization models. Fuzzy sets, i.e. sets with a continuum of grades of membership, can adequately model these imprecise constraints and goals. Thus the Fuzzy Set Theory proposes to be an appropriate modelling tool for handling the system imprecision. In case of multi-objective optimization, the trade-off between two or more conflicting goals and constraints may not be known beforehand. Fuzzy Optimization may be used in this situation to get an overall compromise optimum solution by considering the grade of membership as the degree of desirability of the constraint or objective function.


Conclusion


As the system complexity increases, our ability to make precise and yet significant statements about its behaviour diminishes. As a result most design problems are linguistically posed for greater freedom, thereby causing imprecision in the objective functions. In most real-life situations, the constraints are vaguely known. We look forward to the Theory of Fuzzy Sets,i.e. sets with a continuum of grade of membership, to model this imprecision. We have looked into two methods for the solution of the ``Fuzzy Optimization'' problem. The $\alpha$-cut method used when only the constraints are fuzzy, gives solution in the parametric form. The $\lambda$-formulation approach gives an overall compromise solution when both the goals and constraints are fuzzy. The results show an improvement over the previous crisp optimization solutions in the cases when, the goals are imprecisely known, imprecise or soft constraints are involved, and in case of multi-objective optimization, when the trade-off between the conflicting goals and constraints is not known beforehand. However the computational effort involved may be greater than the effort in the crisp optimization problems. We have looked into the importance of appropriate assessment of membership functions and the use of appropriate aggregation model depending on the application.