A three-level fuzzy satisficing method for large-scale multiobjective nonlinear programming problems

This paper considers the large‐scale multiobjective nonlinear programming problem with a block angular structure. For the case where the membership function that specifies the fuzzy goal of the decision‐maker for each object function is the general nonlinear function, a three‐level decomposition by...

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Vydáno v:Electronics & communications in Japan. Part 3, Fundamental electronic science Ročník 80; číslo 2; s. 105 - 120
Hlavní autoři: Yano, Hitoshi, Sakawa, Masatoshi, Sawada, Kazuya
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Wiley Subscription Services, Inc., A Wiley Company 01.02.1997
Wiley
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ISSN:1042-0967, 1520-6440
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Shrnutí:This paper considers the large‐scale multiobjective nonlinear programming problem with a block angular structure. For the case where the membership function that specifies the fuzzy goal of the decision‐maker for each object function is the general nonlinear function, a three‐level decomposition by the right‐hand side allocation is proposed in order to derive the compromise solution for the decision‐maker. In the proposed method, the add‐operator is defined as an operator that integrates the fuzzy goals. It is noted that the corresponding compromise solution of the decision‐maker is the optimal solution for the problem for certain weight coefficients in the membership function space. A three‐level optimization method is the proposed where the weight coefficient problem in the objective function space is solved by the decomposition by the right‐hand side allocation. By updating the weight coefficient vector iteratively, the compromise solution for the decision‐maker finally is derived following the add‐operator. A computer program is constructed based on the proposed method. By applying the method to a simple numerical example with a block angular structure, the validity of the algorithm is examined. © 1997 Scripta Technica, Inc. Electron Comm Jpn Pt 3, 80(2): 105–120, 1997
Bibliografie:istex:EE3BD2A6EE1B0C386B6E6B08F9D8514C0AEA70E9
ArticleID:ECJC9
ark:/67375/WNG-LKLBJ1JR-V
ISSN:1042-0967
1520-6440
DOI:10.1002/(SICI)1520-6440(199702)80:2<105::AID-ECJC9>3.0.CO;2-P