Title :
Convex maximization on a convex set with fuzzy constraints
Author :
Shi, Jianming ; Inoue, Hiroshi
Author_Institution :
Dept. of Comput. Sci. & Syst. Eng., Muroran Inst. of Technol., Japan
Abstract :
Many people usually work for solving convex-minimization problems with various constraints, even including some fuzzy conditions. In this paper, we present some algorithms for solving convex-maximization problems with some fuzzy constraints. The objective function of the encountered problem is convex, but its feasible region is reverse convex. Even without fuzzy nature, the problem still remains in the category of NP-hardness, which can be solved in typical global optimization. We transform the reverse-convex feasible region to a difference of convex (d.c.) set, then solve the problem by combining the techniques of the d.c. method and the on-line vertices-enumeration method.
Keywords :
computational complexity; constraint theory; convex programming; fuzzy set theory; NP-hardness; convex maximisation; convex set; fuzzy constraints; global optimization; Computer science; Computer science education; Constraint optimization; Fuzzy sets; Fuzzy systems; Humans; Manufacturing processes; Optimization methods; Resource management; Systems engineering and theory; Cutting plane; fuzzy constraints; global optimization;
Journal_Title :
Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
DOI :
10.1109/TSMCA.2004.832829