Multi-objective optimization problem under fuzzy rule constraints using particle swarm optimization

Abstract

In this paper, a fuzzy multi-objective programming problem is considered where functional relationships between decision variables and objective functions are not completely known to us. Due to uncertainty in real decision situations sometimes it is difficult to find the exact functional relationship between objectives and decision variables. It is assumed that information source from where some knowledge may be obtained about the objective functions consists of a block of fuzzy if-then rules. In such situations, the decision making is difficult and the presence of multiple objectives gives rise to multi-objective optimization problem under fuzzy rule constraints. In order to tackle the problem, appropriate fuzzy reasoning schemes are used to determine crisp functional relationship between the objective functions and the decision variables. Thus a multi-objective optimization problem is formulated from the original fuzzy rule-based multi-objective optimization model. In order to solve the resultant problem, a deterministic single-objective non-linear optimization problem is reformulated with the help of fuzzy optimization technique. Finally, PSO (Particle Swarm Optimization) algorithm is employed to solve the resultant single-objective non-linear optimization model and the computation procedure is illustrated by means of numerical examples.