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Robust Optimization by Fuzzy Linear Programming

Research Project

Project/Area Number 23510169
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionOsaka University

Principal Investigator

INUIGUCHI Masahiro  大阪大学, 基礎工学研究科, 教授 (60193570)

Project Period (FY) 2011 – 2013
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2013: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2011: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywordsファジィ線形計画法 / ロバスト最適化 / 必然性測度 / グレード付きイルノウン集合 / 区間順序回帰 / 一対比較情報 / 修飾子関数 / 含意関数 / イルノウン集合 / ロバスト順序回帰 / 多目的最適化 / 必然的有効解 / k-th best法 / 必然的最適性 / 必然的有効性 / 修飾子母関数 / 可能性測度
Research Abstract

A method for representation of the decision maker's preference on robust constraints by a necessity measure is proposed and it is shown that fuzzy linear programming problems with general necessity measures are solved without great loss of linearity. Robust optimization in two level linear programming problems and robust efficient solutions in multiple objective problems are investigated. Moreover, it is shown that approximate calculations of graded ill-known sets are rather easy. Then the linear programming problems with graded ill-known sets can be treated in a similar way to fuzzy linear programming problems. Finally, we proposed interval ordinal regression method when a part of pairwise preference information is given. We investigated the generalizations of the interval ordinal regression method.

Report

(4 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Research-status Report
  • 2011 Research-status Report
  • Research Products

    (34 results)

All 2014 2013 2012 2011

All Journal Article (4 results) (of which Peer Reviewed: 4 results) Presentation (28 results) (of which Invited: 3 results) Book (2 results)

  • [Journal Article] Calculations of graded ill-known sets2014

    • Author(s)
      Masahiro Inuiguchi
    • Journal Title

      Kybernetika

      Volume: Vol. 50, No. 2 Pages: 216-233

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Calculations of Graded Ill-known Sets2014

    • Author(s)
      Masahiro Inuiguchi
    • Journal Title

      Kybernetika

      Volume: 未定

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Robust optimization by fuzzy linear programming2012

    • Author(s)
      Masahiro Inuiguchi
    • Journal Title

      Management Safety of Hetrogeneous Systems

      Volume: LNEMS 668 Pages: 219-239

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Robust Optimization by Fuzzy Linear Programming2012

    • Author(s)
      Masahiro Inuiguchi
    • Journal Title

      Managing Safety of Heterogeneous Systems

      Volume: LNEMS 658 Pages: 219-239

    • Related Report
      2011 Research-status Report
    • Peer Reviewed
  • [Presentation] ロバスト制約に対する意思決定者の要望の表現: 選好に応じた必然性測度の定め方2014

    • Author(s)
      乾口雅弘
    • Organizer
      第24回ソフトサイエンス・ワークショップ
    • Place of Presentation
      福岡県久留米市
    • Year and Date
      2014-03-08
    • Related Report
      2013 Final Research Report
    • Invited
  • [Presentation] ロバスト制約に対する意思決定者の要望の表現: 選好に応じた必然性測度の定め方2014

    • Author(s)
      乾口雅弘
    • Organizer
      第24回ソフトサイエンス・ワークショップ
    • Place of Presentation
      福岡県久留米市
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Representation of the decision maker's preference on robust constraints in fuzzy linear programming2013

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 10th International Conference on Modeling Decisions for Artificial Intelligence
    • Place of Presentation
      Barcelona, Spain
    • Year and Date
      2013-11-21
    • Related Report
      2013 Final Research Report
  • [Presentation] Portfolio selection with interactive fuzzy coefficients2013

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 16th Czech-Japan Seminar on Data Analysis and Decision Making under Uncertainty
    • Place of Presentation
      Marianske Lazne, Czech Republic
    • Year and Date
      2013-09-21
    • Related Report
      2013 Final Research Report
  • [Presentation] Puchit Sariddichainunta, Bilevel linear programming with ambiguous objective function of the follower : Formulation and algorithm2013

    • Author(s)
      Masahiro Inuiguchi, Yosuke Kawase
    • Organizer
      The Eighth International Conference on Nonlinear Analysis and Convex Analysis
    • Place of Presentation
      Hirosaki, Japan
    • Year and Date
      2013-08-04
    • Related Report
      2013 Final Research Report
  • [Presentation] Interval ordinal regression for multi-attribute decision aiding2013

    • Author(s)
      Masahiro Inuiguchi, Akira Okumura, Roman Slowinski, Salvatore Greco
    • Organizer
      The Eighth International Conference on Nonlinear Analysis and Convex Analysis
    • Place of Presentation
      Hirosaki, Japan
    • Year and Date
      2013-08-04
    • Related Report
      2013 Final Research Report
  • [Presentation] Necessary efficiency is partitioned into possible and necessary optimalities2013

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 2013 Joint IFSA World Congress and NAFIPS Annual Meeting
    • Place of Presentation
      Edomonton, Canada
    • Year and Date
      2013-06-24
    • Related Report
      2013 Final Research Report
  • [Presentation] Necessary Efficiency is Partitioned into Possible and Necessary Optimalities2013

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 2013 Joint IFSA World Congress NAFIPS Annual Meeting
    • Place of Presentation
      Edmonton, Canada
    • Related Report
      2013 Annual Research Report
  • [Presentation] Bilevel Linear Programming with Ambiguous Objective Function of the Follower: Formulation and Algorithm2013

    • Author(s)
      Masahiro Inuiguchi, Yosuke Kawase, Puchit Sariddichainunta
    • Organizer
      The Eighth International Conference on Nonlinear Analysis and Convex Analysis
    • Place of Presentation
      青森県弘前市
    • Related Report
      2013 Annual Research Report
  • [Presentation] Interval Ordinal Regression for Multi-Attribute Decision Aiding2013

    • Author(s)
      Masahiro Inuiguchi, Akira Okumura, Roman Slowinski, Salvatore Greco
    • Organizer
      The Eighth International Conference on Nonlinear Analysis and Convex Analysis
    • Place of Presentation
      青森県弘前市
    • Related Report
      2013 Annual Research Report
  • [Presentation] Portfolio Selection with Interactive Fuzzy Coefficients2013

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 16th Czech-Japan Seminar on Data Analysis and Decision Making under Uncertainty
    • Place of Presentation
      Marianske Lazne, Czech Republic
    • Related Report
      2013 Annual Research Report
  • [Presentation] Representation of the Decision Maker's Preference on Robust Constraints in Fuzzy Linear Programming2013

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 10th International Conference on Modeling Decisions for Artificial Intelligence
    • Place of Presentation
      Barcelona, Spain
    • Related Report
      2013 Annual Research Report
  • [Presentation] Fuzzy programming approaches to robust optimization2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 9^<th> International Conference on Modeling Decisions for Artificial Intelligence
    • Place of Presentation
      Girona, Catalonia, Spain
    • Year and Date
      2012-11-21
    • Related Report
      2013 Final Research Report
  • [Presentation] Linear programming with graded ill-known sets2012

    • Author(s)
      Shizuya Kawamura, Masahiro Inuiguchi
    • Organizer
      The 9th International Conference on Modeling Decisions for Artificial Intelligence
    • Place of Presentation
      Girona, Catalonia, Spain
    • Year and Date
      2012-11-21
    • Related Report
      2013 Final Research Report
  • [Presentation] Function values of graded ill-known sets2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 9^<th> Workshop on Uncertainty Processing
    • Place of Presentation
      Marienske Lazne, Czech Republic
    • Year and Date
      2012-09-14
    • Related Report
      2013 Final Research Report
  • [Presentation] Inclusion degrees of graded ill-known sets2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 7^<th> International Conference on Rough Sets and Knowledge Technology
    • Place of Presentation
      Chengdu, China
    • Year and Date
      2012-08-18
    • Related Report
      2013 Final Research Report
  • [Presentation] Ill-known set approach to disjunctive variables : Calculations of Graded ill-known intervals2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 14^<th> International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems
    • Place of Presentation
      Catania, Italy
    • Year and Date
      2012-07-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Ill-Known Set Approach to Disjunctive Variables: Calculations of Graded Ill-Known Intervals2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      14th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2012
    • Place of Presentation
      Catania, Italy
    • Related Report
      2012 Research-status Report
  • [Presentation] Inclusion Degrees of Graded Ill-Known Sets2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      Rough Sets and Knowledge Technology: 7th International Conference, RSKT 2012
    • Place of Presentation
      Chengdu, China
    • Related Report
      2012 Research-status Report
  • [Presentation] Function Values of Graded Ill-known Sets2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 9th Workshop on Uncertainty Processing (WUPES 2012)
    • Place of Presentation
      Marianske Lazne, Czech Republic
    • Related Report
      2012 Research-status Report
  • [Presentation] Fuzzy Programming Approaches to Robust Optimization2012

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      Modeling Decisions for Artificial Intelligence, 9th International Conference, MDAI 2012
    • Place of Presentation
      Girona, Catalonia, Spain
    • Related Report
      2012 Research-status Report
    • Invited
  • [Presentation] Linear Programming with Graded Ill-Known Sets2012

    • Author(s)
      Shizuya Kawamura, Masahiro Inuiguchi
    • Organizer
      Modeling Decisions for Artificial Intelligence, 9th International Conference, MDAI 2012
    • Place of Presentation
      Girona, Catalonia, Spain
    • Related Report
      2012 Research-status Report
  • [Presentation] Linear necessity measures and possibilistic LP2011

    • Author(s)
      Masahiro Inuiguchi, Tatsuya Higuchi, Masayo Tsurumi
    • Organizer
      The 6^<th> International Conference on Rough Sets and Knowledge Technology
    • Place of Presentation
      Banff, Canada
    • Year and Date
      2011-10-11
    • Related Report
      2013 Final Research Report
  • [Presentation] Fuzzy LP with general necessity measures2011

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 14^<th> Czech-Japan Seminar on Data Analysis and Decision Making
    • Place of Presentation
      Hejnice, Czech Republic
    • Year and Date
      2011-09-19
    • Related Report
      2013 Final Research Report
  • [Presentation] Possibilistic LP uging general necessity measures2011

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      The 8^<th> International Conference on Modeling Decision for Artificial
    • Place of Presentation
      Changsha, Hunan, China
    • Year and Date
      2011-07-29
    • Related Report
      2013 Final Research Report
  • [Presentation] Possibilistic LP Using General Necessity Measures2011

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      Modeling Decisions for Artificial Intelligence
    • Place of Presentation
      Changsha, Hunan, China
    • Related Report
      2011 Research-status Report
  • [Presentation] Fuzzy LP with General Necessity Measures2011

    • Author(s)
      Masahiro Inuiguchi
    • Organizer
      Cz-Jp Seminar on Data Analysis and Decision Making
    • Place of Presentation
      Hejnice, Czech Republic
    • Related Report
      2011 Research-status Report
  • [Presentation] Linear Necessity Measures and Possibilistic LP2011

    • Author(s)
      Masahiro Inuiguchi, Tatsuya Higuch, Masayo Tsurumi
    • Organizer
      Rough Sets and Knowledge Technology
    • Place of Presentation
      Banff, Canada
    • Related Report
      2011 Research-status Report
  • [Book] Fuzzy Portfolio Optimization : Advances in Hybrid Multi-criteria Methodologies2014

    • Author(s)
      Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra, Springer-Verlag
    • Related Report
      2013 Final Research Report
  • [Book] Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies2014

    • Author(s)
      Pankaj Gupta, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Suresh Chandra
    • Total Pages
      320
    • Publisher
      Springer
    • Related Report
      2013 Annual Research Report

URL: 

Published: 2011-08-05   Modified: 2019-07-29  

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