Fuzzy Robust Convex Optimization with Linear Membership Functions
首发时间:2007-01-09
Abstract:In this article, we derive a new kind of uncertain optimization problem by incorporating fuzziness into the current hot research topic robust optimization and thus obtain the so-called fuzzy robust optimization model, in which data is uncertain in a closed but bounded convex set while constraints are required to hold fuzzily. For the proposed fuzzy robust optimization model, we derive its deterministically equivalent form (which is just a traditional optimization problem) for the case that constraints are linear in the uncertainty parameters. We successively apply the proposed model to reformulate the water resource allocation problem in Zhangye, Gansu and solve it numerically.
keywords: Fuzzy robust optimization Deterministic equivalence Asymmetric fuzzy optimization Symmetric fuzzy optimization Convex cone
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模糊Robust最优化及其应用
摘要:本文将Robustness融入模糊优化模型得出了一类模糊Robust优化模型。对线性隶属函数情形,本文导出了其确定性等价问题。本文将该模型应用于甘肃张掖水资源分配问题并进行了数值计算。分析结果表明该模型既能克服Robust优化的过度保守性,又能保证解的相对免疫性。
关键词: 模糊Robust优化 对称模糊优化 非对称模糊优化 凸锥 确定性等价
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No.1063143411683358****
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