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e Past is Crisp, but the Future is Fuzzy - Tutorial Robert Full r e Directory
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Table of Contents
1. Triangular and trapezoidal fuzzy numbers 2. Material implication 3. Fuzzy implications 4. The theory of approximate reasoning 5. Crisp and fuzzy relations 6. Simplied fuzzy reasoning schemes 7. Tsukamotos and Sugenos fuzzy reasoning scheme
8. Fuzzy programming versus goal programming 9. Multiple Objective Programs 10. Application functions for MOP problems 11. The efciency of compromise solutions
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1. Triangular and trapezoidal fuzzy numbers A fuzzy set A of the real line R is dened by its membership function (denoted also by A) A : R [0, 1]. If x R then A(x) is interpreted as the degree of membership of x in A.
Figure 1: Possible membership functions for monthly small salary and big salary.
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If x0 is the amount of the salary then x0 belongs to fuzzy set A1 = small with degree of membership x0 2000 4000
A1 (x0 ) =
and to
otherwise
if 2000 x0 6000
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and we use the notation A = (a, , ). The support of A is (a , b + ). A triangular fuzzy number with center a may be seen as a fuzzy quantity x is close to a or x is approximately equal to a.
Denition 1.1. A fuzzy set A is called triangular fuzzy number with peak (or center) a, left width > 0 and right width > 0 if its membership function has the following form 1 a t if a t a ta A(t) = if a t a + 1 0 otherwise
Denition 1.2. A fuzzy set A is called trapezoidal fuzzy number with tolerance interval [a, b], left width and right width if its membership function
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If A is not a fuzzy number then there exists an [0, 1] such that [A] is 1: a convex subset of R. SectionnotTriangular and trapezoidal fuzzy numbers
a-!
a+"
otherwise
The support of A is (a , b + ).
a-!
b+"
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2. Material implication Let p = x is in A and q = y is in B are crisp propositions, where A and B are crisp sets for the moment. The full interpretation of the material implication p q is that: the degree of truth of p q quanties to what extend q is at least as true as p, i.e. (p q) = (p) 1 0 0 1 1 0 if (p) (q) otherwise (p q) 1 1 1 0
(q) 1 1 0 0
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3. Fuzzy implications Consider the implication statement if pressure is high then volume is small
Figure 4: Membership function for big pressure. The membership function of the fuzzy set A, big pressure, can be interpreted as
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1 is in the fuzzy set big pressure with grade of membership 0 4 is in the fuzzy set big pressure with grade of membership 0.75 x is in the fuzzy set big pressure with grade of membership 1, x 5 1 if u 5
A(u) =
The membership function of the fuzzy set B, small volume, can be interpreted as 1 if v 1 if 1 v 5 otherwise
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1 0
5u if 1 u 5 4 otherwise
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v1 B(v) = 1 4 0
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Figure 5: Membership function for small volume. 5 is in the fuzzy set small volume with grade of membership 0 2 is in the fuzzy set small volume with grade of membership 0.75 x is in the fuzzy set small volume with grade of membership 1, x 1 If p is a proposition of the form x is A where A is a fuzzy set, for example, big pressure and q is a proposition of the form y is B for example, small volume then we dene the implication p q as
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A(x) B(y)
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For example, x is big pressure y is small volume A(x) B(y) Remembering the full interpretation of the material implication pq= We can use the denition 1 0 if A(x) B(y) otherwise 1 0 if (p) (q) otherwise
A(x) B(y) =
4 is big pressure 1 is small volume = 0.75 1 = 1 The most often used fuzzy implication operators are listed in the following table.
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Name Early Zadeh ukasiewicz Mamdani Larsen Standard Strict G del o Gaines Kleene-Dienes Kleene-Dienes-ukasiewicz Yager xy xy xy xy xy xy xy xy xy xy
Denition = max{1 x, min(x, y)} = min{1, 1 x + y} = min{x, y} = xy 1 if x y = 0 otherwise 1 if x y = y otherwise 1 if x y = y/x otherwise = max{1 x, y} = 1 x + xy = yx
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4. The theory of approximate reasoning In 1979 Zadeh introduced the theory of approximate reasoning. This theory provides a powerful framework for reasoning in the face of imprecise and uncertain information. Mary is very young very young young Mary is young
Entailment rule:
Conjuction rule:
pressure is not very high pressure is not very low pressure is not very high and not very low
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pressure is not very high Disjunction rule: or pressure is not very low pressure is not very high or not very low
if
observation conclusion
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if
observation conclusion
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5. Crisp and fuzzy relations A classical relation can be considered as a set of tuples, where a tuple is an ordered pair. A binary tuple is denoted by (u, v), an example of a ternary tuple is (u, v, w) and an example of n-ary tuple is (x1 , . . . , xn ). Denition 5.1. Let X and Y be nonempty sets. A fuzzy relation R is a fuzzy subset of X Y . If X = Y then we say that R is a binary fuzzy relation in X. Let R be a binary fuzzy relation on R. Then R(u, v) is interpreted as the degree of membership of (u, v) in R. Example 5.1. A simple example of a binary fuzzy relation on U = {1, 2, 3}, called approximately equal can be dened as
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R(1, 1) = R(2, 2) = R(3, 3) = 1, R(1, 2) = R(2, 1) = R(2, 3) = R(3, 2) = 0.8, R(1, 3) = R(3, 1) = 0.3. The membership function of R is given by if u = v 1 0.8 if |u v| = 1 R(u, v) = 0.3 if |u v| = 2
In matrix notation it can be represented as 1 0.8 0.3 R = 0.8 1 0.8 0.3 0.8 1
Fuzzy relations are very important because they can describe interactions between variables.
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6. Simplied fuzzy reasoning schemes Suppose that we have the following rule base
1: also 2:
if if if
y is z1 y is z2 y is zn
n:
fact: action:
y is z0
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Suppose further that our data base consists of a single fact x0 . The problem is to derive z0 from the initial content of the data base, x0 , and from the fuzzy rule base = { 1 , . . . , n }.
1:
if if
also
2:
fact: action:
if if if
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Figure 7: Discrete causal link between salary and loan. The data base contains the actual salary, and then one of the rules is applied to obtain the maximal loan can be obtained by the applicant. In fuzzy logic everything is a matter of degree. If x is the amount of the salary then x belongs to fuzzy set
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A1 = small with degree of membership 0 A1 (x) 1 A2 = big with degree of membership 0 A2 (x) 1
Figure 8: Membership functions for small and big. In fuzzy rule-based systems each rule res.
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The degree of match of the input to a rule (wich is the ring strength) is the membership degree of the input in the fuzzy set characterizing the antecedent part of the rule. The overall system output is the weighted average of the individual rule outputs, where the weight of a rule is its ring strength with respect to the input. To illustrate this principle we consider a very simple example mentioned above
1:
if if
also
2:
fact: action:
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Then our reasoning system is the following input to the system is x0 the ring level of the rst rule is 1 = A1 (x0 ) the ring level of the second rule is 2 = A2 (x0 ) the overall system output is computed as the weghted average of the individual rule outputs 1 z1 + 2 z2 z0 = 1 + 2 that is A1 (x0 )z1 + A2 (x0 )z2 z0 = A1 (x0 ) + A2 (x0 ) 1 (x0 2000)/4000 0 if 2000 x0 6000 otherwise
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A1 (x0 ) =
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A1 (x0 ) + A2 (x0 ) = 1
It means that our system output can be written in the form. z0 = 1 z1 + 2 z2 = A1 (x0 )z1 + A2 (x0 )z2 that is, z0 = 1 6000 x0 x0 2000 z1 + 1 z2 4000 4000
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Figure 10: Input/output function derived from fuzzy rules. The (linear) input/oputput relationship is illustrated in gure 10.
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fact : cons. :
: :
also
2
fact : cons. :
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Figure 11: An illustration of Tsukamotos inference mechanism. The ring level of the rst rule: 1 = min{A1 (x0 ), B1 (y0 )} = min{0.7, 0.3} = 0.3, The ring level of the second rule: 2 = min{A2 (x0 ), B2 (y0 )} = min{0.6, 0.8} = 0.6, The crisp inference: z0 = (8 0.3 + 4 0.6)/(0.3 + 0.6) = 6.
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Figure 12: Example of Sugenos inference mechanism. The overall system output is computed as the ring-level-weighted average of the individual rule outputs: z0 = (5 0.2 + 4 0.6)/(0.2 + 0.6) = 4.25.
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8. Fuzzy programming versus goal programming Consider the following simple linear program subject to x 1, x R x min,
What if the decision makers aspiration level (or goal) is b0 = 0.5? The goal is set outside of the conceivable values of the objective function under given constraint. The linear inequality system x 0.5 does not have any solution.
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In goal programming we are searching for a solution from the decision set, which minimizes the distance between the goal and the decision set. That is, |x 0.5| min, subject to x 1, x R The unique solution is x = 1. In fuzzy programming we are searching for a solution that might not even belong to the decision set, and which simultaneously minimizes the (fuzzy) distance between the decision set and the goal. We want to be as close as possible to the goal and to the constraints. Depending on the denition of closeness, the fuzzy version can have the form max min{|x 0.5|, |x 1|}, subject to 1/2 x 1.
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Figure 13: Illustration of the optimal solution. By using the minimum operator to aggregate the fuzzy statements x is close to 0.5 and x is close to 1 we get that the optimal solution is x = 0.75. In our case (see Figure 13), max 1 |x 0.5| |x 1| ,1 , subject to 1/2 x 1. 1/2 1/2
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we have the following single-objective problem max min 1 |x 0.5| |x 1| ,1 , subject to 1/2 x 1. 1/2 1/2
Which - in this very special and simple case - can be written in the form, which has a unique optimal solution x = 0.75. max min{|x 0.5|, |x 1|}, subject to 1/2 x 1,
x2 1
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The aspiration level can not be reached since the maximal value of the objective function is equal to two?
Figure 14: A simple LP. The unique optimal solution is (1, 1) and the optimal value of the objective function is 2.
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Figure 15: The desired value of the objective function is set to 3. This value, however, is unattainable on the decision set [0, 1] [0, 1].
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Figure 16: An illustration of the fuzzy LP. The optimal solution is outside of the decision space [0, 1] [0, 1]. It is - with certain fuzzy coefcients - as close as possible to the goal and to the constraints.
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9. Multiple Objective Programs Consider a multiple objective program (MOP) max f1 (x), . . . , fk (x)
xX
where fi : R R, i = 1, . . . , k are objective functions, Rk is the criterion space, x Rn is the decision variable, Rn is the decision space, X Rn is called the set of feasible alternatives. The image of X in Rk , denoted by ZX , i.e. the set of feasible outcomes is dened as
n
ZX = {z Rk |zi = fi (x), i = 1, . . . , k, x X}. MOP problems may be interpreted as a synthetical notation of a conjuction statement maximize jointly all objectives: maximize the rst objective and maximize the second objective. A good compromise solution to MOP is dened as an x [0, 1] [0, 1] being as good as possible for the whole set of objectives. Denition 9.1. An x X is said to be efcient (or nondominated or
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Pareto-optimal) for the MOP iff there exists no y X such that for all i with strict inequality for at least one i. The set of all Pareto-optimal solutions will be denoted by X . Consider the following Multiple Objective Linear Program (MLP) subject to {x1 + x2 , x1 x2 } max fi (y) fi (x )
x X = {x R2 | 0 x1 , x2 1} The Pareto optimal solutions (the north-east boundary of the image of the decision space) to this problem are X = {(1, x2 ) | x2 [0, 1]}.
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Figure 17: The decision space is [0, 1] [0, 1]. 10. Application functions for MOP problems An application function hi for the MOP max f1 (x), . . . , fk (x) ,
xX
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Figure 18: The image of the decision space. Sometimes called the criterion space. is dened as hi : R [0, 1], where hi (t) measures the degree of fulllment of the decision makers requirements about the i-th objective by the value t. Suppose that the decision maker has some preference parameters, for example
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Figure 19: Explanation of the image of the decision space. reference points which represents desirable leveles on each criterion reservation levels which represent minimal requirements on each criterion
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Figure 20: The problem: {x1 + x2 , x1 x2 } max; subject to x1 , x2 [0, 1]. The set of its Pareto optimal solutions is X = {(1, x2 ), x2 [0, 1]}. If the value of an objective function (at the current point) exceeds his desirable level on this objective then he is totally satised with this alternative.
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If, however, he value of an objective function (at the current point) is below of his reservation level on this objective then he is absolutely not satised with this alternative. Let mi denote the value i.e. mi is the worst possible value for the i-th objective and let Mi denote the value max{fi (x)|x X} min{fi (x)|x X}
hold for each x in X. The most commonly used linear application function for the i-th objective can be dened as hi (fi (x)) = 1
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i.e. Mi is the largest possible value for the i-th objective on X. It is clear that the inequalities mi fi (x) Mi , Mi fi (x) . Mi m i
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It is clear that hi (fi (x)) = 0 hi (fi (x)) = min{fi (x)|x X} = mi , and hi (fi (x)) = 1 hi (fi (x)) = max{fi (x)|x X} = Mi . Let and r1 = m1 = min{f1 (x) = x1 + x2 | 0 x1 , x2 1} = 0 r2 = m2 = min{f2 (x) = x1 x2 | 0 x1 , x2 1} = 1 R1 = M1 = max{f1 (x) = x1 + x2 | 0 x1 , x2 1} = 2 R2 = M2 = max{f2 (x) = x1 x2 | 0 x1 , x2 1} = 1 {x1 + x2 , x1 x2 } max
be the reference points for the rts and the second objectives, respectively in the MLP problem, subject to
0 x1 , x2 1.
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Then we can build the following application functions 2 (x1 + x2 ) x1 + x2 = , 2 2 1 (x1 x2 ) 1 + x1 x2 h2 (f2 (x)) = h2 (x1 x2 ) = 1 = . 2 2 h1 (f1 (x)) = h1 (x1 + x2 ) = 1 Consider now the MLP problem with k objective functions max f1 (x), f2 (x), . . . , fk (x) .
xX
With the notation of Hi (x) = hi (fi (x)), Hi (x) may be considered as the degree of membership of x in the fuzzy set good solutions for the i-th objective. Then a good compromise solution to MLP may be dened as an x X being as good as possible for the whole set of objectives.
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Taking into consideration the nature of Hi , it is quite reasonable to look for such a kind of solution by means of the following auxiliary problem max H1 (x), . . . , Hk (x) .
xX
For max H1 (x), . . . , Hk (x) may be interpreted as a synthetical notation of a conjuction statement maximize jointly all objectives, and Hi (x) [0, 1], it is reasonable to use a t-norm T to represent the connective and. In this way max H1 (x), . . . , Hk (x)
xX
Let us suppose the decision maker chooses the minimum operator to represent his evaluation of the connective and in the problem of: maximize the rst objective and maximize the second objective.
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Then the original biobjective problem turns into the single-objetive LP, max min subject to 0 x1 , x2 1. That is, max x1 + x2 2 1 + x1 x2 2 subject to 0 x1 , x2 1, Then an optimal solution is x = 1, and x = 1 and (f1 (1, 1), f2 (1, 1)) = 1 2 (2, 0) is a Pareto-optimal solution to the original biobjective problem.
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x1 + x2 1 + x1 x2 , 2 2
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Consider the following linear biobjective programming problem subject to max{2x1 + x2 , x1 2x2 } x1 + x2 4,
3x1 + x2 6,
2x1 + x2 , attains its maximum at point (4, 0), whereas the second one has its maximum at point (2, 0). x1 2x2 ,
The Pareto optimal solutions are {(x1 , 0), x1 [2, 4]}. Let r1 = 4, and r2 = 5 be the reservation levels and let R1 = 7, R2 = 3 be the reference points for the rts and the second objectives, respectively
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x1, x2 0.
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o_1 3
o_2
(2, 0) 2
(4, 0) 4 x_1
Figure 21: Illustration of the decision space and the objectives of the biobjective problem. Pareto optimal solutions are: {(x1 , 0), x1 [2, 4]}.
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x1 , x2 0.
3x1 + x2 6,
Then we can build the following application functions if f1 (x) 7 7 f1 (x) h1 (f1 (x)) = if 4 f1 (x) 7 1 3 0 if f1 (x) 4 1
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Let us suppose the decision maker chooses the minimum operator to represent his evaluation of the connective and in the problem of: maximize the rst objective and maximize the second objective. Then the original biobjective problem turns into the single-objetive LP, max min{h1 (f1 (x1 , x2 )), h2 (f2 (x1 , x2 ))} subject to 3x1 + x2 6, x1 + x2 4,
x1 , x2 0.
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x1 , x2 0.
3x1 + x2 6,
Which can be written in the form, max subject to h2 (x1 2x2 ) h1 (2x1 + x2 )
x1 , x2 0.
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3x1 + x2 6,
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3x1 + x2 6,
x = (23/7, 0) is also an efcient solution for the original biobjective problem since it lies in the segment {(x1 , 0), x1 [2, 4]}.
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The optimal values of the objective functions are 46/7 and 23/7.
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11. The efciency of compromise solutions One of the most important questions is the efciency of the obtained compromise solutions. Theorem 11.1. Let x be an optimal solution to max T (H1 (x), . . . , Hk (x))
xX
where T is a t-norm, Hi (x) = hi (fi (x)), hi is an increasing application function, i = 1, . . . , k. If hi is strictly increasing on the interval [ri , Ri ] for i = 1, . . . , k. Then x is efcient for the problem max f1 (x), . . . , fk (x)
xX
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Proof. (i) Suppose that x is not efcient. If x were dominated, then x X such that fi (x ) fi (x ) for all i and with a strict inequality for at least one i. Consequently, from the monotonicity of T and hi we get T (H1 (x ), . . . , Hk (x )) T (H1 (x ), . . . , Hk (x )) which means that x is also an optimal solution to the auxiliary problem. So x is not unique. (ii) Suppose that x is not efcient. If x were dominated, then x X such that fi (x ) fi (x )
for all i and with a strict inequality for at least one i. Taking into consideration that Hi (x ) = hi (fi (x )) (0, 1)
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for all i and T is strict, and hi is monoton increasing we get T (H1 (x ), . . . , Hk (x )) < T (H1 (x ), . . . , Hk (x )) which means that x is not an optimal solution to the auxiliary problem. So x is not efcient. If we use linear application functions then they are strictly increasing on [ri , Ri ], and, therefore any optimal solution x to the auxiliary problem is an efcient solution to the original MOP problem if either (i) x is unique; (ii) T is strict and Hi (x ) (0, 1), i = 1, . . . k.
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