Penalty Function Method For Solving Fuzzy Nonlinear Programming Problem-33 PDF
Penalty Function Method For Solving Fuzzy Nonlinear Programming Problem-33 PDF
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Penalty Function Method For Solving Fuzzy
Nonlinear Programming Problem
1
A.F.Jameel and
2
Radhi.A.Z
1
School of Mathematical Sciences, 11800 USM, University Science Malaysia, Penang, Malaysia
2
Department of Mathematics, College of Science, the University of AlMustansiriyah Iraq Baghdad
Abstract: In this work, the fuzzy nonlinear programming problem (FNLPP) has been developed and their result have
also discussed. The numerical solutions of crisp problems and have been compared and the fuzzy solution and its
effectiveness have also been presented and discussed. The penalty function method has been developed and mixed
with Nelder and Mends algorithm of direct optimization problem solutionhave been used together to solve this
FNLPP.
Keyword: Fuzzy set theory, fuzzy numbers, decision making, nonlinear programming, Nelder and Mends algorithm,
penalty function method.
I. Introduction
Fuzzy nonlinear programming problem (FNLPP) is useful in solving problems which are dicult, impossible to solve due to
the imprecise, subjective nature of the problem formulation or have an accurate solution. In this paper, we will discuss the
concepts of fuzzy decision making introduced by [2] and the maximum decision [20] that is used in NLPP to nd the optimal
decision (solution). This decision making was used in fuzzy linear and nonlinear programming problems [1],[8], [9] and [15].
Furthermore, these problemshave fuzzy objective function and fuzzy variables in the constraints [5], [10], [11] and[17] where
the fuzzy left and right hand side coecients on constraints [18]. In addition, the fuzzy NLPP is used in quadratic
programming [6], [12] and [16] which hasa fuzzy multi objective function and fuzzy parameters on constraints so in our
NLPP that have fuzzy properties on.However, the fuzzy nonlinear programming problem is not just an alternative or even a
superior way of analyzing a given problem, it's useful in solving problems in which difficult or impossible to use due to the
inherent qualitative imprecise or subjective nature of the problem formulation or to have an accurate solution.The outline of
this study is as follows: In section two we introduce some important definitions that are useful in our problem. Section3 we
state the general nonlinear programming problem in fuzzy environment by transforming the crisp problem into the fuzzy
problem. Section 4 we present and develop the regular penalty function method and mixed it with Nelder and Mends
algorithm in order to solve FNLPP. Finally, in section 5, we show the efficiency of our study by present numerical example
involving FNLPP.
II. Primetimes
1. Fuzzy Set [20]:
If x is a collection of objects denoted generally by X, then a fuzzy set A
~
in X is a set of order pairs: A
~
= {(x, ) x (
A
~
) | x
eX},where ) x (
A
~
: x [0, 1] is called the membership function or grade of membership (also degree of compatibility
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or degree of truth) of x in A
~
which maps x to the membership range M (when M contains only the two points 0 and 1), A
~
is a nonfuzzy and ) x (
A
~
is identical to the characteristic function of crisp set. The range of membership function is a
subset of the non-negative real numbers whose supremum is finite. Elements with a zero degree of membership are normally
not listed.
2. Fuzzy Numbers with Linear Member Ship Function [3]:
The function L: X [0, 1] is a function with two parameters defined as:
1,
( ; , ) ,
0,
L x
if x
x
if x
if x
o
o |
o | o o |
|
|
<
+
= s s +
>
Where L is called the trapezoidal linear membership function.
Fig. 1 L-Function.
3. Fuzzy Decision Making [2]:
Assume that we are given a fuzzy goal (fuzzy objective function) G
~
and fuzzy constraints C
~
in a space of alternatives X.
The G
~
and C
~
combine to form a decision, D
~
, which is a fuzzy set resulting from intersection of G
~
andC
~
. In symbols,
D
~
C
~
is, correspondingly, the membership function of D
~
can be defined as:
D
~
= Min {
G
~
,
C
~
}.More generally, suppose that we have n goals
n 2 1
G
~
,..., G
~
, G
~
and m constraints
m 2 1
C
~
,..., C
~
, C
~
. The, the resultant decision is defined as:
D
~
=
1
G
~
2
G
~
n
G
~
1
C
~
2
C
~
m
C
~
and correspondingly:
D
~
= Min {min {
1
G
~
,
2
G
~
, ,
n
G
~
}, min {
1
C
~
,
2
C
~
, ,
m
C
~
}}
= Min {
1
G
~
,
2
G
~
, ,
n
G
~
,
1
C
~
,
2
C
~
, ,
m
C
~
} = Min {
j
G
~
,
j
C
~
}
for j = 1, 2,, n and i = 1, 2, , m.
4. Maximum Decision Maker [20]:
If the decision-maker wants to have crisp decision proposal, it seems appropriate to suggest to him the divided which has
the highest degree of membership in the fuzzy set decision. Let us call this the maximizing decision, defined by:
o |
x
(x)
1
0
0.5
+
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X
max
= { } ) x ( ), x ( Min Max ) x ( M Max
i j
C
~
D
~
x
D
~
x
= ,
where
j
D
and
i
C
=
m
1 i
2
i
))) x ( g , 0 (min(
2
1
=
m
1 i
2
i
)) x ( g (
k
o
) , x ( ) max ( min
k
x x
o
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3. Stop when the penalty terms o
ok
, or o
k
is zero and the constraints satisfies the solution at once
when the penalty terms is zero.
4. The convergence of the solution of (NLPP) is using the penalty function method and its properties can be found in [4].
5. Use this formula (3-4) in Nelderand Meads [14] algorithm for the direct solution of the optimization problem.
IV. Fuzzy Nonlinear Programming Problem
Consider the crisp NLPP below:
Min/Max f(x)
Subject to:
=
n
1 j
j ij
x a
s (>) b
i
, i = 1, 2 m; j = 1, 2 n (5)
For all x
j
> 0 and x
j
e R
n
.
Now, the fuzzy version for problem (1) is as follows:
x a
~
M / n i
~
M f(x
j
)
Subject to:
=
n
1 j
j ij
x a
~
s (>)
i
b
~
, i = 1, 2, , m; j = 1, 2, , n (6)
For all x
j
> 0 and x
j
e R
n
.
Note that, the i-th constraint of problem (2) is called fuzzy technological constraint with fuzzy technological coefficients and
fuzzy right hand side numbers, where
ij
a
~
is the fuzzy technological coefficient and
i
b
~
is the fuzzy right hand side
numbers, where i=1, 2, , m and j=1, 2, , n.This problem can be solved using fuzzy decision making properties by using
definition (3) and (4) in section II as follows:
1. To fuzzify the objective function, calculate the lower and the upper bounds z
and z
u
receptively of the optimal values are
obtained by solving the crisp NLPP as follows:
z
1
= Min/Max f(x
j
)
Subject to:
=
n
1 j
j ij
x a
> (s) b
i
(7)
x
j
> 0, x
j
e R
n
and i = 1, 2, , m; j =1, 2, , n.
z
2
= Min/Max f(x
j
)
Subject to:
2
1
2
1
=
m
1 i
2
i
)) x ( g (
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=
n
1 j
j ij
x a
> (s) b
i
+ p
i
(8)
x
j
> 0, x
j
e R
n
and i = 1, 2, , m; j =1, 2, , n.
z
3
= Min/Max f(x
j
)
Subject to:
=
+
n
1 j
j ij ij
x ) d a (
> (s) b
i
+ p
i
(9)
x
j
> 0, x
j
e R
n
and i = 1, 2, , m; j =1, 2, , n.
and
z
4
= Min/Max f(x
j
)
Subject to:
=
+
n
1 j
j ij ij
x ) d a (
> (s) b
i
(10)
x
j
> 0, x
j
e R
n
and i = 1, 2, , m; j =1, 2, , n.
Where,
i
p
,
ij
d >0 are any chosen constants represented the limits of
i
b
and
ij
a .Whenever the objective function takes the
value between z
1
, z
2
, z
3
and z
4
by letting z
= min (z
1
, z
2
, z
3
, z
4
) and z
u
= max (z
1
, z
2
, z
3
, z
4
). Let M
~
be the fuzzy set
representing the objective function f(x
j
), such that:
M
~
= {(x, ) x (
M
~
) | x e R
n
}
Where:
1, ( )
( )
( ) , ( )
0, ( )
if z f x
u j
f x z
j
x if z f x z
j u
M
z z
u
if f x z
j
<
= s s
<
This represents the satisfaction of the aspiration level of the objective.Note that, p
i
and d
ij
are any chosen constant represented
the limits of b
i
and d
ij
and can be found as follows:
= ) x ( a
~
ij
{(x, ) x (
ij
a
~ ) | x e R}
Where:
1,
( ) ,
0,
if x a
ij
a d x
ij ij
x if a x a d
a ij ij ij
ij
d
ij
if x a d
ij ij
<
= s s +
> +
See Fig.1
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Fig. 2Membership function of
ij
a
(x) .
Also:
= ) x ( b
~
i
{(x, ) x (
i
b
~
) | x e R}
where:
1,
( ) ,
0,
if x b
i
b p x
j i
x if b x b p
i i i
b
i p
i
if x b p
i i
<
= s s +
> +
See Fig.4.
Fig.3The membership functionof
i
b
(x).
Note that if any
ij
a
~
and
i
b
~
is negative, say
ij
a
~
, then:
ij
a
~
= {(x, ) x (
ij
a
~
) | x e R}
where
1, ( )
( )
( ) , ( )
0,
if x a d
ij ij
x a d
ij ij
x if a d x a
a ij ij ij
ij
d
ij
if x a
ij
< +
+ +
= + s s
>
1
0
x
(the degree of fyziness)
(x)
ij
a
~
ij
ij ij
d
x d a +
a
ij
d
ij
a
ij
+b
ij
1
0
b
i
pi p
i
+b
i
x
(x)
i
b
~
i
i i
p
x p b +
(the degree of fyziness)
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Fig. 4 Membership function of
ij
-a
(x).
Similarly, use the same way in
i
b
~
.
2.Now, to fuzzify the i-th constraints
=
n
1 j
j ij
x a
~
s (>)
i
~
b , i = 1, 2, , m
Let
i
C
~
be the fuzzy set for i-th constraints, such that:
i
C
~
={(x, ) x (
i
C
~
) | x e R
n
}
) x (
i
C
~
can be defined by
1
1
1 1
1
1
0,
( ) , ( )
1, ( )
i
n
i ij j
j
n
i ij j
n n
j
ij j i ij ij j i n C
j j
ij j i
j
n
i ij ij j i
j
if b a x
b a x
x if a x b a d x p
d x p
if b a d x p
=
=
= =
=
=
<
= s s + +
> + +
Then we have the following crisp NLPP problem:
Max
Subject to:
1
g : ) x (
M
~
s 0
2
g : ) x (
1
C
~
s 0 (11)
1 m
g
+
: ) x (
m
C
~
s 0
Where x > 0, 0 ss 1 and x e R
n
, which is equivalent to the problem (12):
Min ()
Subject to:
1
0
x
(x)
ij
a
~
ij
ij ij
d
) d a ( x + +
-(a
ij
+d
ij
)
d
ij
-a
ij
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1
g :
z z
z ) x ( f
u
j
> 0
2
g : b
1
[(a
11
+ d
11
)x
1
+ + (a
1n
+ d
1n
)x
n
] p
1
> 0 (12)
1 m
g
+
: b
m
[(a
m1
+ d
m1
)x
1
+ + (a
mn
+ d
mn
)x
n
] p
m
> 0
x
j
= (x
1
, x
2
, , x
n
) > 0, x
j
e R
n
and 0 ss 1.
The penalty function for problem (8) is given by:
Min (x
j
, , o) = +
| |
+
=
o
1 m
1 i
2
i
) g , 0 ( Min
2
1
, j =1, 2, , n.
V. Numerical Example
Consider the following crisp nonlinear programming problem:
Min z = x
1
+ x
2
x
1
x
2
Subject to:
g
1
: 8x
1
3x
2
>6 (13)
g
2
: 3x
1
+ 6x
2
> 4
x
1
, x
2
> 0
The solution of the crisp problem by using the penalty function method:
Min (x
1
, x
2
, o) = x
1
+ x
2
x
1
x
2
+
| |
=
o
2
1 i
2
i
) g , 0 ( Min
2
1
in algorithm (2.7.1), we get the following optimal results:
At o=7510
4
the penalty term
| |
=
o
2
1 i
2
i
) g , 0 ( Min
2
1
equal to zero, for any given points x
1
=1.5, x
2
= 2, we have:
*
1
x = 0.16437888, and
*
2
x = 0.58449170,
Therefore z
*
= 0.6279249 which satisfy the constraints:
*
1
g = 2.931 and
*
2
g = 8.68410
5
The fuzzy version of the above problems:
n i
~
M x
1
+ x
2
x
1
x
2
= z
Subject to:
g
1
: 8
~
x
1
3
~
x
2
> 6
~
(14)
g
2
: 3
~
x
1
+ 6
~
x
2
> 4
~
x
1
, x
2
>.0
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1. Let M
~
be the fuzzy set of the objective function z, such that M
~
={(x, ) x (
M
~
) | x e R}, where ) x (
M
~
can be defined as:
0,
1 2 1 2
1 2 1 2
( ) ,
1 2 1 2
1,
1 2 1 2
if x x x x z
x x x x z
x if z x x x x z
u
M
z z
u
if x x x x z
u
+ <
+
= s + s
+ >
First, we find the chosen coefficients d
ij
and p
i
then we obtain :
a
ij
=
(
6 3
3 8
, d
ij
=
(
3 4
2 1
, then a
ij
+ d
ij
=
(
9 7
1 7
b
i
=
(
4
6
, p
i
=
(
4
1
, then b
i
+ p
i
=
(
8
5
, where i = 1, 2 and j = 1, 2.
and the lower and upper bounds z
and z
u
for the optimal values can be found by solving four crisp NLPP as follows:
z
1
= Min x
1
+ x
2
x
1
x
2
Subject to:
g
1
: 8x
1
3x
2
>6 (15)
g
2
: 3x
1
+ 6x
2
> 4
x
1
, x
2
> 0.
z
1
have the same solution of z in (13).
z
2
= Min x
1
+ x
2
x
1
x
2
Subject to:
g
1
: 8x
1
3x
2
>5
g
2
: 3x
1
+ 6x
2
> 8 (16)
x
1
, x
2
> 0.
Using algorithm in section IV, we get the following optimal results:
At o= 110
7
the penalty term
| |
=
o
2
1 i
2
i
) g , 0 ( Min
2
1
equal to zero, we get the results:
*
1
x = 0.15383577 and
*
2
x = 1.25643698,
Therefore z
2
= 1.2169878 ,
*
1
g = 2.910
6
and
*
2
g = 1.29110
4
z
3
= Min x
1
+ x
2
x
1
x
2
Subject to:
g
1
: 7x
1
x
2
>5 (17)
g
2
: 7x
1
+ 9x
2
> 8
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x
1
, x
2
> 0.
By using the algorithm method in section IV, the penalty term
| |
=
o
2
1 i
2
i
) g , 0 ( Min
2
1
equal to zero at o= 110
5
, so we get
the optimal results:
*
1
x = 0.43310236 and
*
2
x = 0.55203368.
Therefore z
3
=0.74604895 that satisfies the constraintsg
1
=1.416 andg
2
= 1.96310
3
Finally, z
4
= Min x
1
+ x
2
x
1
x
2
Subject to:
g
1
: 7x
1
x
2
>6 (18)
g
2
: 7x
1
+ 9x
2
> 4
x
1
, x
2
> 0.
Also, by using the algorithm section IV, the penalty term
| |
=
o
2
1 i
2
i
) g , 0 ( Min
2
1
equal to zero at o= 110
8
, with the
optimal results:
*
1
x = 0.42857293,and
*
2
x = 0.14166517,
Therefore z
4
= 0.33426089That satisfy the constraintsg
1
= 3.674,and g
2
= 3.999.
Hence z
4
= Max {z
1
, z
2
, z
3
, z
4
}=1.21698780 and z
= Min {z
1
, z
2
, z
3
, z
4
} = 0.33426089. Therefore:
< +
s + s
+
+ <
=
33426089 . 0 x x x x if , 0
21698780 . 1 x x x x 33426089 . 0 if ,
33426089 . 0 21698780 . 1
33426089 . 0 x x x x
x x x x 216980 . 1 if , 1
) x (
2 1 2 1
2 1 2 1
2 1 2 1
2 1 2 1
M
~
2-also let
1
C
= s s +
+ +
> + +
And let
2
C
+
= + s s + +
+ +
> + +
1.By using fuzzy decision making as in problem (12), we have the following crisp NLPP:
Max
Subject to:
1
g : ) x (
M
~
s 0
2
g : ) x (
1
C
~
s 0
3
g : ) x (
m
C
~
s 0
Where x > 0, 0 ss 1 and x e R
2
, which is equivalent to the problem below:
Min ()
Subject to:
1
g :
33426098 . 0 2169878 . 1
33426098 . 0 x x x x
2 1 2 1
+
> 0
2
g :
1 x 2 x
x 3 x 8 x 6
2 1
2 2 1
+ +
+ +
> 0 (19)
3
g :
1 2
1 2
4 3x 6x
4x 3x 4
+ +
> 0
x
1
, x
2
> 0, 0 ss 1
The penalty function of the above problem is:
Min (x
1
, x
2
, , o) = +
| |
=
o
3
1 i
2
i
) g , 0 ( Min
2
1
Table I Result of problem (13)
o x
1
x
2
10 1.5 2 0.5
100 0.84819258 0.06900019 0.34780614
1000 0.80510498 0.00681909 0.23532029
110
4
0.80037352 0.00049138 0.22322137
110
5
0.80228107 0.00009775 0.22153426
2510
4
0.79977446 00000580 0.22114719
510
5
0.79977446 00000580 0.22114719
7510
5
0.79975981 0.00000066 0.22115274
110
6
0.79975981 0.00000066 0.22115274
2510
5
0.79975981 0.00000066 0.22115274
510
6
0.79975981 0.00000066 0.22115274
7510
5
0.79975981 0.00000066 0.22115274
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Page | 12
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110
7
0.79975981 0.00000047 0.22115274
2510
6
0.79975981 0.00000047 0.22115274
510
7
0.79975981 0.00000047 0.22115274
7510
6
0.79974898 0.00001033 0.2114567
110
8
0.79974898 0.00001033 0.2114567
At o= 110
8
the penalty term
| |
=
o
2
1 i
2
i
) g , 0 ( Min
2
1
equal to zero, so we have the optimal solutions:
*
1
x = 0.79974898,
*
2
x = 0.00001033 and
*
= 0.2114567,
that satisfiesapproximately the constraints g
1
= 3.06110
1
, g
2
= 6.4210
6
and g
3
= 1.20210
3
and z
Af
= 0.79975104, such that z
< z
Af
< z
u
, wherez
Af
is the solution after the fuzziness .
VI. Conclusion
In this work, the a numerical method of fuzzy nonlinear programming problem is presented. Furthermore, it is proposed that
the results solutionof fuzzy optimization is a generalization of the solution of the crisp optimization problem. In our work, the
penalty function mixed with Nelder and Mends algorithm have been successfully employed to solve numerical problems in
fuzzy environment with fuzzy objective function and fuzzy technological constraints. The numerical results of our proposed
method satisfied the fuzzy set theory properties.
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