25-29 Juiy.

2004 Budapest, Hungary

A Generalized Vertex Method for Computing with Fuzzy Intervals

Didier Dubois IRlT / UPS 118, rte dc narbonne F-3 1062 Toulouse, France E-mail: dubois@,i fr rit.

H&ne Fargier
IKIT / UPS 1 18, rtc dc narbonne F-3 1062 Toulouse. France E-mail: fargier@rit.fr

Jerijme Fortin IRlT I UPS

118, rte dc narbonne F-3 1062 Toulouse, France E-mail: fortin@irit.fr

1. INTRODUCTION

In interval computation, the basic problem is: given a func. :, tion f (XI.. . ,x n ) and w intervals [ x z ,x] find the interval
range of the variable y = f ( t ) such that t E x I [ t , . x ; ] [I]. Modeling possible values of variables by means of real intervals accounts for some uncertainty, but we can be more precise by modeling uncertainty on a variable z, by means of a fuzzy intend X,. Thcn onc way to compute the possible fuzzy rangc Y of g is to decompose thc problem in terms of o-cuts and then to apply a standard interval analysis method. This process has drawbacks: it computes only an approximation of Y , and for each a-cut, the interval algorithm has to be completely executed. The goal of interval computation is to find the minimum and the maximum of the function when the different possible values of the variables x7 range in their intervals [.E-,.:]. Some methods are based on finding a finite set of points (called configurationsor poles) on which this minimum and maximum is attained [2]. This i s the idea of the vertex method 131. We want to generalize this idea to the fuzzy casc without resorting to cr-cuts, and we give cxact results for all possibility degrees. In this paper, wc propose an approach to the fuzzy problem, based on a particular representation of fuzzy intenals. This rcprescntation cnablcs computation on fuzzy intervals under different monotonicity assumptions on the function. using the set of what we call fuzzy configurations.
11. A RCFRIXHEKON CLASSICAL IN"1t;RVAL C o ~UTA r10 N r

s..

With n intewals [x,, n:, wc call real configuration an .] element of the sct X = xL[.rf-.x:].Among configurations

0-7803-8353-2/04/$20.002004 IEEE 0

Abstruct- We introduce a new method for computing functions of fuzzy intervals under various monotonicity assumptions on the concerned functions. Our method makes exact computation for all possibility degrees, without resorting to a-cuts. We formally present the notion of left and right profiles of fuzzy intervals as a tool for fuzzy interval computation. Several results show that interval analysis methods can be directly adapted to fuzzy interval computation where end point of intervals are changed into left and right profiles. Our approach is illustrated by numerous simple eKamples all along the paper, and a special section i s devoted to the application of these concepts to different known problems.

of X, let us distinguish the extreme ones. ie thc set H = x { z XI'}.The notion of configuration has been proposed ; . by Buckley for the scheduling problem [4], but in the literature extreme configurations arc also callcd poles [Z]. Under some assumption, the maximum of f over X is actually equal to the maximum of f on 31 or on a subset .. C C_ H.An element U? E H has the form UJ = (ri', . . ,x:;), with E , E (+;-}. To use this idea, we should write two propositions based on some assumed monotony of the considered function. Before, let us give several definitions of monotony, useful for thcse propositions. In thcsc definitions, f is a function from R" to R. Dqfinition I : f is said to be increusing with respect to x , (respectively decreasing) if for all n-tuple ( a l ,u2.. . ,~ ~ - aI+l.. . . .a,) E EX7'-' the restricted func1 , .a,,) tion from W to R f ( ( z l . n 2 : . . , 0 , - ~ , t ~ , n . ~ + 1 : ~ ~ is increasing (respectively decreasing). Definition 2: f is said monotonic with respect fo euch .E, if for cach variable .eL. f is eithcr incrcasing or decreasing according to r7. Dey'inition 3: f is said locally monotonic with respect to each xt if for each variable xZ, for ail n-tuple (a1,( 1 2 . . . . , CL,+^. . a f j ) E E"-] the restricted function f(a1, u2.. . ,ut-1.x,. u,+l. . . ,tilz) is monotonic. In this last definition we should note that f can be increasing for one tuple and decreasing for another. Therefore, a fimction locally monotonic with respect to each argument is not monotonic in thc usual sense (Definition 2). A function i s locally , monotonic with rcspcct to s if the sign of its partial derivative $ does not depend on x t . We can now state a wcll-known proposition: ..r7&) a tuple of n be Proposition I: Let . = (:Q..c~. c variables such that x t E [.;,.E:], and y = f ( z ~ , . .sn) .- = [U-.ys]. If f is locally monotonic with respect to each argu= n z ~ t x , ~f. ( U ) ) ~( ment, then y- = r n i 7 i d E ~ ( f ( . . 1 ) ) and Proposition I enables computations on functions to be performed under a condition of local monotony. This proposition is the ba+s of the (FWA) Algorithm [3] which computes the fuzzy weightcd averagc. We recall another result which decreases the number of fuzzy configmations used for the computation of a function f with stronger monotony conditions:
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Proposition 2: Under the assumption of Proposition I, if

f is locally monotonic with respect to each argument. and

Y j E El, f is incrcasing according to :cf and V j E E2, f is decreasing according to x J , then

Fig. 3. Maxinium of A and B

In this paper, wc' gencralizc the &ion bf 'configuration to fuzzy interval problems, and we give counterparts to the previous propositions.
111. INTUITIVE APPROACIi

the horizontal dit'ference of the left profile of A and the right profile of B (respectively the right profile of A and the left profile of B) (see Figure 4). In the first example

Fuzzy intervals are defined as follow [SI: Dt$nitian 4: A fuzzy interval I, defined by its membership function P I ( . ) is a fuzzy set such that: V(z,y.z) E R3 z E [.r.y] ==. prfz) 2 ~ , z ~ ( , ~ . r ( ~ ~ } . / ~ [ ( ~ ~ ) 1 is said normalized iff 3y E R such that pr(y) = 1 In this paper we only work with normal fuzzy intervals and with upper semi-continuous (USC) membership functions. Fig. 4. Diffcrencc A - B Note that the cr-cut of a fuzzy interval (I, = { x / p ~ ( r ) L a}) is a classical interval. A decomposition by a-cuts we can be used to compute the function on fuzzy intervals. (C = m=(A, D)), have obtained the left profile of C from both left profiles because the function h(x. .I/) = w " ( x . y) is ([f ( X I : . . .Xn)la = f ( [ X & , . . [X,l]a)).For example. increasing with respect to both s and y. We have computed P.,lrl' 6 the right profile of C with the right profiles of A and B for the same reason. Thc function g ( x .y) = II' - g being increasing in x and decreasing in U, we get the left profile of D subtracting . . B+ from A-. and the right profile I)+ subtracting A+ from ..,....... .... ..............,.. ... . . ,.* .. *,....... ,.......... .. . . . . ..-

1i"'XJ

"

,\

B-.
Let us now formalise this intuitive approach rigorously.
IV. PROFILES N D Fuzzy CONFIGURATIONS A

Fig. 1.

Possibility distribtition of two fuzzy intervals A and B

let A and B the fuzzy intervals on Figure 1. Let C be the maximum of A and I (C = riZk(A.B)). C is defined 3 at level ct by C, = mol.(&. Ba), where 9n(Ls is thc b].[c.d])= operator maximum on classical intervals (=([U. [nsas(n. T T L U L ( d ,) ] ) . c). ~ Now, we call left profile (this notion will be formally defined in the next Section) the increasing part of a fuzzy interval I (denoted I-)? and right profile its decreasing part (I+). To obtain the left-profile (respectively right-profile) of C, we make a horizontal comparison, taking the maximum, of the lee-profiles (respectively right-profiles) of A and B (Figure 2). Thcn C is coniplctely dcfincd by C- and C+ (Figure 3). Similarly from the same fuzzy intervals A and B ,
t

We need to define an object (called profile) to handle the increasing or decreasing part of a fuzzy interval. and also operations between such objects. DeBnition 5: A pr011e is a function Cf, from [O. 1 to R. 1 Note that a profile is not requested to be monotonic. In the following, [s-, s+] will represent the support of I. Definifion 6: Let 1 be an USC fuzzy interval. We call lefl projSle of I (dcnoted I-) the profile defined as follows: I - : [O, 1 1 R x I-(/!) = tnf{.?:l,lJ(2) A. 2; 2 .-} 2 We call right profile q f l (denoted I+) profile defined as the following: If : [O,1 1 I 4 x I+(A) = . s u p { r l p [ ( x ) 2 x.s 5 s f } This definition seems complex, but it permits to preserve USC properties across computations, and is simple to use in practice. With this definition, an USC fuzzy interval can be entirely defined by its Icft profilc and its right profile (this is not the case for all fuzzy sets, sincc two profiles only define a convex membership function): From I, we can obtain I + and Fig. 2. tfonmntal comparison of left profi les (on left) and right profi les (on I - by construction (see Definition 6). and conversely, given right) of A and H I+ and I-, we derive pl as follow: irheorenz I : Let I be a USC fuzzy interval, I - and I+ its let us compute thc differencc D = A 8 l3. To obtain the I Icft profile (respectively right profilc) of I), wc can cotnputc Icft and right profiles, then thc membership function ~ L of I

------)

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-.

Now. let us give the definition of a fuzzy extreme configuration.

Dcfirrition 7 Let .c = ( X I . .PJ,. . . ,.c,,) a tuple of n : independent variables, restricted by the fuzzy intervals XI ... .E=,,. A jiizzy atrenze cotzfigtrrution I2 is a n-tuple of left or right profiles: I2 - ( X ~ ' . X ~ 2 ,Xhft), = , where et E {+. -}. We denote 71 the set- of all fuzzy extreme 11 configurations: 3.1 = X, {Xc-, x'} ( x = 2")
~

Fig. 6. Examples o f profi les of a non continuous f u z q interval

V. CAL('~JLA"I'ION F r m u EXTKIIME AND

1 . .

c ON 1-IGURAT10 N S

A. Muin Residts
We have defined notions of profiles and configurations for fuzzy variables. We can see now how to use these concepts for our purpose. which is to provide some tools for computing the range o f a function under fuzzy interval arguments. Dtlfinition 8 Let f be a function of arity n. Let us denote : f the extension o f f applicable to profiles: for any n-tuple of profiles s1 = ( 6 2 1 . 0 2 . . . ,Cl,), f ( Q ) is the profile defined as follo\vs: YA E [U. 1 1
3

We-denote 62, the ath profile of configuration 61. For any f1 E 71, let I1(A) denote the classical configwrition obtained at ,fl,?(A)) E R" is a vertex level A. $](A) = (fl1(A),f22(A):-. of the hyper-rectangle x , [ X , , ] x .

The definition of a fuzzy interval as a pair of profiles is akin to the so-called graded numbers of Herencia [6]. This author also considers fuzzy numbers as mappings from the unit f(QW = f(Q(A)) interval to the set of real intervals. instead of the usual USC = f (Q, (A). Q,( A), . . ' Qn(A>> mapping from the reals to the unit interval. However. profiles are more general because they are not necessarily monotonic. For instance, the extension of maximum and subtraction has Only monotonic profiles are useful to define fuzzy intervals. been used to obtain the profiles o f Figures 2, 4 and 5. however, as shown in the sequel. computations with fuzzy Now, let us define a set I: 5 {-. +}" such that for all interintervals may lead to non-monotonic profiles as intermediary vals x = x &[x;, ,]: E . defines a set of configurations 3i.U,< rcsults. That i s why profiles are defined as functions from [0,1] asfollows:&E = ((1.;' , J $ ) / ( C I . . + . , e n ) E E } Ifthere to R. which associates for each possibility level A E [0,1] a are n fuzzy interv2ls X1, . . .X,L.5 also defines a set of fitzzy single abscissa @(A). For example the result of the maximum configurations: iFtc = { ( X ; L t - ,.S+, r i ) l ( e l . - . . , f a ) E t}. ; of A+ and B- (A and B defined by Figure I ) is not a function With these notations we can state the following theorem: from R to [U, I] (see Figure 5). Theorem 2: Lct ~f = (TI,.CZ,... .xn) be a tuple of rx independent variables, restricted by the fuzzy intcrvals X1. . ,-Y,, defined by their membership functions . p.yi,. .. all USC. f is a function from Rn to R, and Y is the fuzzy set of the possible values of the variable y = f ( z ) . If there is a set E C {(e1:.. .E,).E, E {-.+}}, such that for all a-cuts f attains its maximum and minimum on X , = x,[.Xt], for a configuration in 7-l then Y+ = P ~ L U f (. O ) } ~ ~ ~ ~ ~ { ~ Fig. 5. Maximum of A and R' and Y - = m&Qcg,( f ( 6 2 ) )
. s e I

Non-monotonic profiles can thus appear in the intemiidiate computations, but hopefully, the final result is always a classical fuzzy interval. The above example is meant for illustration of non-monotonic profiles. If the membership function of an upper semi-continuous fuzzy interval has some discontinuity points, it can be useful to display its profiles on separate graphs. See the profiles of I (Figure 6 ) respect Definition 6, and therefore, the membership function of I can be exactly recovered from I - and I f according to Theorem I . Note that the left and right profiles of an USC fuzzy interval are both left-continuous.

Let X E [O. 1 he a possibility degree. By definition of thc right 1 pmfi le, WO know that' Y + (A) = r u m - { ? j l / ~ y ( g ) lFX) 2 = " { yly = f ( z , , . . . .'rIL)> E X,X} 2, And then, under the hypothesis o f the theorem. we can write that: >'+(A) = rnna{yly = j(z;'. . . . ,.&"), ( ~ 1 . . . ,c,) E t}, . which exactly meam Y + ( X ) = m n ~ , , ~ f(f(S2)iA)) i, This equation is true To all X E [O, therefore. w e can conclude that or 11, Y += wihznc,-, { j ( ~ ) ) U
&jot:

As in the interval case, we can state two corollaries based on the monotony of f: Corollqy I: Under the assumption of Theorem 2, if f is locally monotonic with respect to each argument.

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then Y- = ? ~ ~ m ~ , n ( f ( f i ) ) and E'+ = n z u x n , ~ ( f ( Q ) )

P r d . This 1% Tlieeorem 2, where [ = { ( r l : . . i , ) . c * E {-.+}}

Corollary 2: Under the assumption of Theorem 2, if f is locally monotonic with respect to each argument, and V j E Et, f is increasing according to .E, and V j E E2. f is dccrcasing according to -c7, then

1
0

I G
11

'C

, II

. -

Proof: Obvious with Thcokm 2 and Definition 6 of profiles.'

0
Fig 8 Details of the computation of h applied on
I
il
F"

This last corollary was in fact known for strictly increasing functions [SI. In the remainder of this paper, we will not tell f from its cxtcnsion applicable to the profiles f.

<

m"h til

) .

This Approach Is Uwfurl In Practice The above theory looks complex, but lots of applications are really simple. Let us imagine some computations on piecewise linear fuzzy intervals (such fuzzy sets are not hard to implement [7] [SI). The profiles of such fuzzy sets are obviously piecewise linear and can be implemented in the same way. Somc operations on such profiles prescrve the picccwise lincarity propcrty: for example the maximum, minimum, addition. subtraction. Moreover. for addition and subtraction, no new break-points are generated, and for the minimum or maximum, the number of break-points may double in the worst case. Then we can deduce that the complexity of a computation on piecewise linear profiles with these operators is polynomial according to the number of break-points. The implementation of our computation mcthod on functions defined from thcsc operations is easy and can be generalized to other operations.
B. Why

Fig. 9. Superposition of the result of h applied on

fil

partial result. In fact, the function h i s increasing according to x, and decreasing according to y. This is obvious since: h(z,y) = mox(r - y,O). If we had noticed it earlicr, the computation would have been Easier: Corollary 2 recommends to use only configuration on 3-12 = (A+, B - ) , (.4+, B - ) . Therefore only the second and the third line of the Figure 8 would have been useful to determine C complctely. Howevcr. it is not always possible to rewrite the function in such a way that each variable appears once only.

C Example Of Coinputation Using PrC?film .

Let us see a simple example of application of Corollary I . Let h be the function defined by h,(r, y) = mn'n.(s. - y. y) h is locally monotonic with respect to each aryment. Let a and b be two independent variables with values in the fuzzy intervals A and B, defined by the mcmbership functions of Figure 7.

VI. APPLICAI'ION TO SI'ANDAKD PROBLEMS

The previous computation method can be easily applied to more difficult problems. Our motivation first came from the scheduling problem, but during our work on this domain. we saw other problcms to which this theory can be applied.
A. Multiplicntion A very simple application of this method can be the multiplication of two fuzzy numbers overlapping 0. For this application, we can take two fuzzy intend given by their L-R parametrized representations [SI. Let L be any USC from [0,+ E ) to [O, 1 satisfying the following rcquircmcnts: 1. V'n. > 0. L(.c) < 1; Y r < 1. L(.c) > 0; L(0) = 1; either L( 1) = 0 or (Vx. L(.c) > 0. and lirr~.c4+mL,(x) = 0. Under these rcquircments, L is said to be a shape function. Two shape functions L and R and a Four-tuple (m. , s, t ) such that a. E ? t L E R U { -m, +K}, s, t E [O, +m), define a fuzzy intcnal A by the following equation:

..

. . . .

..

. .

. _

rig. 7. Memhership function o f the fimy intervals A and B

We denote by c the variable defined by c = h ( U . ti). Now. we can compute thc fuzzy set C of possible values of c from the expression where .y appears twice. The set of fuzzy extreme configurations is H = {(A-, B - ) , (A+.B-).(.A+. L3-). (-A+. B f ) } . I Acc_ording to Corollary 1, we can apply / E on each element of 7-1, (Figure S), put all the results of these computations on thc same grdph. and compute thcir fuzzy convex hull (Figure 9). Note that we gct a non-monotonic profile on Figure 8 as

25-29 July, 2004 Sudapest, Hungary

The left profile of A is the function A- defined by A- (A) = -- ,Y -e L-'(A), and the right-profile Ac of A is the function 7n E. A+(A) = t * R-I (A) 4The multiplication of two L-R parametrized fuzzy intervals A and 13 defined by their four-tuple ( ~ . E . s . t )and @:V,U ,7:) can then bc done by Corollary 1. Indeed, The function /7(x,.tj) = .x; * ?j is locally monotonic on R'. Thcn we can conclude that the following equations are valid:

1) Problem Definition: A scheduling problem can bc dcfined by a set of tasks (or activitics) which represents the different parts of a project, and a sct of precedence constraints cxpressing that some tasks cannot start before others are completed. In this context, the goal of a project manager is generally to minimize the makespan of the project. Three quantities are computed for each task of the project (they allow to identify the critical tasks): the eariiest starring dute et of a ( A * B ) - =mzn(A- * & . A + * B - . A - * B + . A + * B + ) task 1 i s the date before which we cannot start the task without ( A * B ) += m n x ( A - * B - . A + *B-.A- * B + . A + * B + ) violation of a precedence constraint. The Entest starting date I, is the date after which we cannot start the task without It extends a well-known formula of interval arithmetics [ I ] (page 12). Note that for two profiles @, Q. mzn(ik.P) # delaying the end of the project. The-float f l is the difference Q, and mi77(@,9) # 9 (see for exemple Figure 5). This bctwcen the latest starting date and the earliest starting date. computation is easy with the usual tools in the case of non- A task is then critical it'f its fioat is null. These three quantities are computed by the PERT Algorithm negative fuzzy interval. but our result can be applied to all fuzzy intcrvals. For examplc, consider the two fuzzy intervals based on thrce equations which only use rnira. rrr A and B, defined by Figure 10. A (respectively B) i s a L-L - operators: cl = mtr.r{tV&)lp E PI.%} = mu.c{eJ (1'313 E p r d ( z ) } 1, = mzx{tV(p)ly E - max{I4,'(p)Ip E = T ~ L I P L { /- d J l j E s ~ L c ( ( L ) } ~ fi = 1, - e, where dJ is the duration of the task 3 . pred(i) is the set of tasks preceding i. succ(i) i s the set of tasks following i. We note Ptq3 set of all path from task i to task 3 . and W'(p,,J) the Fig. 10. Possibility disrribution of two fuzzy intervals A and B the length of path P , . ~ P7,7. E e, is the length of the longest path from the starting task parametrized fuzzy interval for L ( x ) = 1 - IZ' VJ: E [O, 1 and 1 L(.c) = 0 Vx > 1, and the four-tuple $,+) (respectively (noted 1) to task 2. I , is the length of the longest path from the $, 1)).Now, L-l = L, therefore the profiles of A starting task to the ending task (noted n) minus the longest path from task t to the ending task. and B are defined as follows: In scheduling problems under uncertainty (on fuzzy PERT) A-(A) = $. A + ( A ) = 1 a task duration can be modeled by an interval, crisp or hzzy. B-(A) = - 1, B+(X)= 1 - x 2 2) Application Of The Profile Method: The expressions of Then we get: ( A - * B-)jA) = * - I) t , and 1, obcy monotony properties and a set of configurations ' (A' * B-)(A) = (1 - h j * ($ - 1) ( A - * B+)(X)= * (- - A) ? can be pointed out where the bounds of thc quantities are (A- * B-)(A) = (1 - ? * ($ - A) +) attained [lo] 11 1). From these results and the theorems of the last section, it is now easy to work on the fuzzy version of The computed profile and the result C'= A * B are shown , on figure 11. The above calculations are in the style of graded the problem. D , is the fuzzy interval reprcsenting the possible valuations numbers [6] but some profiles obtained as partial results are of the duration of task i. E, L, and F, are rcspectively the not monotonic. fuzzy earlier starting date, latest starting date, and float of 1 . The problem defines for each task i three functions computing the earliest starting dates c l ( . > ,the latest starting dates I < ( . ) and the floats f,(.). Thcsc functions of ri variables (if there are 72 tasks in the problem) take a n-tuple of task durations as parameter. First e,(.> is increasing according to each argunxnt. So applying Corollary 2. we directly get two expressions that compute the fuzzy earlier starting date: ' i

(-4,-5.

(4,&

5,

3 (4

Fig. 1 1,

CJ = 11* U and the computed profi las

E,- = rnu.r,{E, D,-lj E p r c d ( z ) } E: 1m a ~ { E , f DJ+13E p r e d ( ~ ) )

+ +

0.Scheduling Prohiem

Similarly, for the fuzzy latest starting date L, and float F,, we know that the ftinctions l'(.) and f i t . ) are locally monotonic with respect to each argument. Moreover, we can find a subset of variabics according to which I t ( . ) and f l ( . ) are increasing [lo]: /,{SI,.. . . . E , , ) is incrcasing with respect
545

For a general description of scheduling problems, the reader should refer to 1 3 9.

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to all r1 such that .j I$ svcc(i) U ( i } , and .f,,(q ,:rrl) :.. is incrcasing with respect to all :cI such that z pred(i) U { z } U succ(i). Thcrcforc we can apply Corollary 2. No morc configurations are necessary in thc fuzzy case than in the interval case. From the results in [IO], we have develloped another algorithm (the Path-Algorithm) for the interval-valued problem [12]. in which, thc computations of Iz(.) and f z ( . ) can bc done on a sinall set o f configurations. This set is the basis of the application of Thcorem 2 in the fuzzy version of the problem. The minimum of I$( .) i s attained on a configuration LJ = [zfl ..: ,.I$;)where the set of task assigned to their maximum ({ilcl = +}) is exactly a path from task 4 to the endding task n. The maximum of I, (.) and fi (.) and the minimum off, (.) is attained on a configuration 13 = (xi . .. . xp) , where the set of tasks assigncd to their maximum ( ( i l = +}) ~~ is exactly a path from the starting task 1 to the endding task 71. With Theorcm 2, wc obtain the exact fuzzy profiles of the latest starting dates and floats with the same time coniplcxity as in the crisp case. weighted average = ~ ? J : C L ( ~ !)~, ,extcnding to profiles the x one of Lcc and Park [ 141.

C. Fwqi Weighted .4verug@

The fuzzy weighted average problem is: givcn rh fuzzy weights i21,7g and n fuzzy &, how to obtain the fuzzy weighted average of the variable y = fu~a(.rcl,.. zcn,SI. . . ,.qZ) . =

V I I. C n N c I>IJ s I ON s We have designed a new approach for fuzzy computations problem. We have seen on scvcral problems under uncertainty how our method can be applied. This list is of course not cxhaustive and lots of problems should find answers with this coinputation method. We have shown that for locally monotonic functions, intcrval analysis techniques are easily extended to fuzzy intervals using profiles. In particular it can bc applied to arithmetic operations which are not monotonic on the whole real line (multiplication, division), to FWA and scheduling. The profile method was developed for functions which reach their maximum and minimum values on the bounds of interval entries. In basic problems of intewd computation, this is of course not always the case. For example with a differentiable function of ( T I , . . ,x n ) , for each variable .r, extrema o f f for z, E [xt,,x:] reached on .CF. 211, or can be on a point 2, or where partial derivatives o f f equal to 0. So it seems possible to model the third possibility in the case of fuzzy problem by adding a constant profile X;(A) = s, for all A. But this is a topic for further research.
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in Applied Mathematics. 1979. H. Q. Yang. H. Yao. and D. Jones. Calculating ftmctions of fiuzy iiumhers. Fuzzy Set arid Svstrrms, vol. 55. pp. 273-283, 1993. W.Dong and F. Woiig. Fuzzy weighted average and iniplemenktion of e the cxrension principe., Fuzzy S f and &stems, vol. 21. pp. 183-199, 1987. J. Bucklcy. Fuzzy pen. in Applicatii~nsof-/iizz,v set mrthvdotqqies in iirdrutriul enximering. Elsevicr. 1989, pp. 103-1 14. D.Dubois. E. Kerre, R. Mesiar, and I I . Prade, Fuzzy interval analysis, in Fundume/ttuls of Fuzzy Sezs. Kluwer, 2000. pp. 483---581. J. tierencia and M. Laniau, A totd orcter for the graded numbers used Journal y f Uncertuinv, Ftuzine.qs in decision prohlems. Iiifei-nationa~ and K n o w l ~ d ~ ~ - B aSystems. vol. 7, pp. 267-.216, 1999. s~?d E. Kerrc and K. Uackeland, Piecewise lincar fuzzy quantitics: a way to wy implement fuzzy information into expert systems and f z databases, in Uncertainty and Intelligent .$stems. Springer-Verlag. 1988. pp. I 19126. E. Kerre, II. Steyaert. E V. Parys, and R. Raekeland, lniplementition of piecewise linear fwzy quantities. InfernutionulJournal vjlntelligcnt .Si;stems, vol. 10, pp. 10-19.-1050. 1995. R. Uellman, A. Esogbue. and 1. Naheshinia. Mathematical aspects q f sclieduling R: appliciztions. Pergamon Press, 1982. D. Dubois, H. Fargier, and V. Galvagnon, On latest starting times and fbats in activity networks with ill-known durations; Etrmpean Journal of Operution Reseurcfi, vol. 147, pp. 266-280, 2003. D. Dubois. H. Fargier, and P. Forrenips. Filzty scheduling: modeling Pexihlc constraints vs. coping with incomplete knowledge. Lt:21mpcun Journul I$ Operation Re.warch, vol. 147, pp. 231-252, 2003. D. Dubois, H. Fargier. and J. Iortin. Comnputational methods for dctcnnining the latest starting times and t h t s of LTsks in interval-valued activity networks. submitted to Joumal of Intelligent Manufacturing. Y - Guh. C . X . Hon, K.-M. Wng, and E. S. Lee, F m y weighted .1. average: a max-min paired elimination method, Computers Math. ,4pplic.. vol. 32, pp. 115-123. 1996. D. Lee and D. Park, An eRi cient aleorithm fx fuzzy weighted average. i Fuzzy Set and $stems, vol. 87, pp. 39-45, 1997.

, ; x

a ; , : .

fht(FWA) Algorithm [3] decomposes the problem into M interval problems (corrcsponding to A a-cuts). Then for each l a-cut, it computes f u u ( w ~ ., . .wn, .q, . .x n ) on cach . vertcx of the hyper-rectanglc (Wi),x . . . (W-rL)G ( X I ) , x x (Xnja7 where (Z), is the cu-cut of Z at level a. The maximal (respectivelyminimal) possible value of 2 at possibility level a is then the greatest (respectively the lowest) computed value. This is due the the fact that the function fwn(.) locally is monotonic with respect to each argument: Proposition 3: The function f iua( .) i s locally monotonic with respect to each argument (according to Definition 3) Applying Corollary i to the fuzzy weighted atrerage yields a gcncralized (FWA) Algorithm, which gives an exact value of the avcragc. for cach possibility level, with a time complexity in 0 ( P ) . the contrary. the classical (FWA) Algorithm On gives the exact value of the average only for a restricted number (say Afl)of possibility degrees (the rest of the result is approximated) with complexity O ( M * 2*). Note that polynomial algorithms have been recently developed for the real interval problem [13], but these algorithms can not be extended to the present profile theory. Their extension is left to hrther research. In the case where all x, are precisely defined. we can order the x, such that for all j < i, .cj 5 xz. With this order, there exists k E [i.11, - 1 such that for all I 5 k. fzun(.) is decreas1 ing with respect to 7 ~ 4 and for all i > k. f7ua(.) is increasing , with respect to w ~ So we can apply Theorem 2 with the set . E = {(- . - t i . . . .+>.(-,-.+,-.- ,+).... . ( - , . - - .-,+)}. and so we obtain a linear algorithm to computc the fuzzy
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