Fuzzy Random Coefficients Research Articles

Application of fuzzy random-based multi-objective linear fractional programming to inventory management problem

This research article aims to study a multi-objective linear fractional programming (FMOLFP) problem having fuzzy random coefficients as well as fuzzy pseudorandom decision variables. Initially, the FMOLFP model is converted to a single objective fuzzy linear programming (FLP) model. Secondly, we show that a fuzzy random optimal solution of an FLP problem is resolved into a class of random optimal solution of relative pseudorandom linear programming (LP) model. As a result, some of theorems show that a fuzzy random optimal solution of a fuzzy pseudorandom LP problem is combined with a series of random optimal solutions of relative pseudorandom LP problems. As an application, the developed approach is implemented to an inventory management problem by taking the parameters as trapezoidal fuzzy numbers, ultimately resulting in a new initiative for modelling real-world problems for optimization. In the last, some numerical examples are introduced to clarify the obtained results and their applicability.

Irrigation water resources optimization with consideration of the regional agro-hydrological process of crop growth and multiple uncertainties

The spatial heterogeneity of yield caused by the interactions between soil types, and crop types, the nonlinear relationship between yield and irrigation, and risks and uncertainties in the process of decision making make water allocation become a challenging task. To address the above problems, this paper proposed a framework that couples the distributed AquaCrop simulation model with a risk-based probabilistic-possibilistic programming with fuzzy random coefficients optimization model. Compared with the conventional optimization models, it can make the optimal water allocation schemes based on the actual crop growth process, at the same time with considerations of multiple uncertainties expressed as fuzzy random variables and stochastic variables, and the water-shortage risk expressed as the water uniform-scarcity index (WUSI). Besides, it can address the relationship between the objective function with fuzzy random coefficient and fuzzy goals set by decision-makers through the permissible levels. Moreover, three risk scenarios with three water availability-violated probabilities, three allowable water-shortage risk levels, and three predefined objective-probability levels of water allocation, yield, and permissible level are examined, and influenced degrees of above risk parameters on system’s outputs are explored by the sensitivity analysis method. The developed model is used to a case study of irrigation water resources management in the Yingke district (YID), Heihe River Basin, China. The results show that the optimal water allocation schemes and permissible level have different responses on risk parameters and the developed model can tradeoff the relationships amid water allocation, water-shortage risk, yield, and permissible levels. It can help managers to identify desired decision alternatives in water allocation schemes among different crops in different soil types and different risk levels.

Multi-objective Inventory Model with Both Stock-Dependent Demand Rate and Holding Cost Rate Under Fuzzy Random Environment

In this paper, we investigated a multi-objective inventory model under both stock-dependent demand rate and holding cost rate with fuzzy random coefficients. Chance constrained fuzzy random multi-objective model and a traditional solution procedure based on an interactive fuzzy satisfying method are discussed. In addition, the technique of fuzzy random simulation is applied to deal with general fuzzy random objective functions and fuzzy random constraints which are usually difficult to converted into their crisp equivalents. The purposed of this study is to determine optimal order quantity and inventory level such that the total profit and wastage cost are maximized and minimize for the retailer respectively. Finally, illustrate example is given in order to show the application of the proposed model.

Uncertainty analysis for effluent trading planning using a Bayesian estimation-based simulation-optimization modeling approach

In this study, a Bayesian estimation-based simulation-optimization modeling approach (BESMA) is developed for identifying effluent trading strategies. BESMA incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian estimation, and probabilistic–possibilistic interval programming with fuzzy random coefficients (PPI-FRC) within a general framework. Based on the water quality protocols provided by SWAT, posterior distributions of parameters can be analyzed through Bayesian estimation; stochastic characteristic of nutrient loading can be investigated which provides the inputs for the decision making. PPI-FRC can address multiple uncertainties in the form of intervals with fuzzy random boundaries and the associated system risk through incorporating the concept of possibility and necessity measures. The possibility and necessity measures are suitable for optimistic and pessimistic decision making, respectively. BESMA is applied to a real case of effluent trading planning in the Xiangxihe watershed, China. A number of decision alternatives can be obtained under different trading ratios and treatment rates. The results can not only facilitate identification of optimal effluent-trading schemes, but also gain insight into the effects of trading ratio and treatment rate on decision making. The results also reveal that decision maker's preference towards risk would affect decision alternatives on trading scheme as well as system benefit. Compared with the conventional optimization methods, it is proved that BESMA is advantageous in (i) dealing with multiple uncertainties associated with randomness and fuzziness in effluent-trading planning within a multi-source, multi-reach and multi-period context; (ii) reflecting uncertainties existing in nutrient transport behaviors to improve the accuracy in water quality prediction; and (iii) supporting pessimistic and optimistic decision making for effluent trading as well as promoting diversity of decision alternatives.

An Inexact Probabilistic–Possibilistic Optimization Framework for Flood Management in a Hybrid Uncertain Environment

Flooding is one of the leading causes of loss due to natural catastrophes, and at least one third of all losses due to natural forces can be attributed to flooding. Flood management systems involve a variety of complexities, such as multiple uncertainties, dynamic variations, and policy implications. This paper presents an inexact probabilistic–possibilistic programming with fuzzy random coefficients (IPP-FRC) model for flood management in a hybrid uncertain environment. IPP-FRC is capable not only of tackling multiple uncertainties in the form of intervals with fuzzy random boundaries but of addressing the dynamic complexity through capacity expansion planning within a multi-region, multi-flood-level, and multi-option context. The possibility and necessity measures used in IPP-FRC are suitable for risk-seeking and risk-averse decision making, respectively. A case study is used to demonstrate the applicability of the proposed methodology for facilitating flood management. The results indicate that the inexact degrees of possibility and necessity would decrease with increased probabilities of occurrence, implying a potential tradeoff between fulfillment of objectives and associated risks. A number of decision alternatives can be obtained under different policy scenarios. They are helpful for decision makers to formulate the appropriate flood management policy according to practical situations. The performance of IPP-FRC is analyzed and compared with a possibility-based fractile model.

Bi-level multiple mode resource-constrained project scheduling problems under hybrid uncertainty

This study focuses on the multi-mode resource-constrained projects scheduling problem (MRCPSP), which considers the complex hierarchical organization structure and hybrid uncertainty environment in the decision making process. A bi-level multi-objective MRCPSP model with fuzzy random coefficients and bi-random coefficients is developed for the MRCPSP. In the model, construction contractor, the upper level decision maker (ULDM), aims to minimize the consumption of resources and maximize the quality level of project. Meanwhile, outsourcing partner, the lower level decision maker (LLDM), tries to schedule the activities under resource allocation with the objective of minimizing the total tardiness penalty cost. To deal with the uncertainty variables, the fuzzy random parameters are transformed into the trapezoidal fuzzy variables, which are de-fuzzified by the expected value subsequently. For the bi-random parameters, the expected value operator is employed. After obtaining the equivalent crisp model, the passive congregation-based bi-level multiple objective particle swarm optimization algorithm (PC-based BL-MOPSO) is designed to obtain the Pareto solutions. Finally, a practical application is presented to verify the practicability of the proposed bi-level multi-objective MRCPSP model and the efficiency of algorithm.

On chance maximization model in fuzzy random decision systems

A general framework of fuzzy random chance maximization multiobjective programming is considered in this paper. The crisp counterpart model is presented for the fuzzy random chance maximization multiobjective linear programming with L-R type fuzzy random coefficients. Fuzzy random simulation is adopted to handle general fuzzy random objective functions and fuzzy random chance constraints which are usually hard to be converted into their crisp equivalents. Combining with fuzzy random simulation and the compromise approach-based genetic algorithm, we design a hybrid intelligent algorithm to solve the general fuzzy random chance maximization multiobjective programming problem. Finally, two numerical examples are presented to illustrate the effectiveness of the proposed algorithms.

On fuzzy random multiobjective quadratic programming

In this paper, a multiobjective quadratic programming problem having fuzzy random coefficients matrix in the objective and constraints and the decision vector are fuzzy pseudorandom variables is considered. First, we show that the efficient solutions of fuzzy quadratic multiobjective programming problems are resolved into series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are proved to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. At the end, numerical examples are illustrated in the support of the obtained results.

Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability

This paper considers multiobjective linear programming problems with fuzzy random variables coefficients. A new decision making model is proposed to maximize both possibility and probability, which is based on possibilistic programming and stochastic programming. An interactive algorithm is constructed to obtain a satisficing solution satisfying at least weak Pareto optimality.

On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem

In this paper, a multiobjective quadratic programming problem fuzzy random coefficients matrix in the objectives and constraints and the decision vector are fuzzy variables is considered. First, we show that the efficient solutions fuzzy quadratic multiobjective programming problems series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. An application fuzzy portfolio optimization problem as a convex quadratic programming approach is discussed and an acceptable solution to such problem is given. At the end, numerical examples are illustrated in the support of the obtained results.

A class of multiobjective linear programming model with fuzzy random coefficients

The aim of this paper is to deal with a multiobjective linear programming problem with fuzzy random coefficients. Some crisp equivalent models are presented and a traditional algorithm based on an interactive fuzzy satisfying method is proposed to obtain the decision maker’s satisfying solution. In addition, the technique of fuzzy random simulation is adopted to handle general fuzzy random objective functions and fuzzy random constraints which are usually hard to be converted into their crisp equivalents. Furthermore, combined with the techniques of fuzzy random simulation, a genetic algorithm using the compromise approach is designed for solving a fuzzy random multiobjective programming problem. Finally, illustrative examples are given in order to show the application of the proposed models and algorithms.

A Crop Planning Problem with Fuzzy Random Profit Coefficients

The main purpose of this paper is to present a crop planning problem for agricultural management under uncertainty. It is significant that agricultural managers assign their limited farmlands to cultivation of which crops in a season. This planning is called the crop planning problem and influences their incomes for the season. Usually, the crop planning problem is formulated as a linear programming problem. But there are many uncertain factors in agricultural problems, so future profits for crops are not certain values. A linear programming model with constant profit coefficients may not reflect the environment of decision making properly. Therefore, we propose a model of crop planning with fuzzy profit coefficients, and an effective solution procedure for the model. Furthermore, we extend this fuzzy model, setting the profit coefficients as discrete randomized fuzzy numbers. We show concrete optimal solutions for each models.

Optimisation under hybrid uncertainty

Fuzzy Stochastic Optimisation is emerging as a subfield of Mathematical programming, the disciplinary matrix of which consists of analysis of mathematical programs under fuzziness and randomness along with methods for solving them. The “primum movens” of this paper is to describe a unifying methodological approach, that is suitable for finding a satisfying solution of a mathematical program in the presence of fuzzy data and random variables. Properties of fuzzy random variables (FRVs) serve as the backdrop to this approach which also lends itself better to handling mathematical programs with fuzzy random coefficients. For the paper to be somewhat self-contained, the notion of FRV is briefly discussed and a synopsis of Fuzzy Stochastic Optimisation provided. A systematically solved example aimed at illustrating the proposed approach is also included.

Optimisation under hybrid uncertainty

Fuzzy Stochastic Optimisation is emerging as a subfield of Mathematical programming, the disciplinary matrix of which consists of analysis of mathematical programs under fuzziness and randomness along with methods for solving them. The “primum movens” of this paper is to describe a unifying methodological approach, that is suitable for finding a satisfying solution of a mathematical program in the presence of fuzzy data and random variables. Properties of fuzzy random variables (FRVs) serve as the backdrop to this approach which also lends itself better to handling mathematical programs with fuzzy random coefficients. For the paper to be somewhat self-contained, the notion of FRV is briefly discussed and a synopsis of Fuzzy Stochastic Optimisation provided. A systematically solved example aimed at illustrating the proposed approach is also included.