In this paper, line search based on Sequential Quadratic Programming is implemented in order to find a solution to Fuzzy Relation Equations. Sequential Quadratic Programming is a gradient-based method that uses a quadratic estimation of the objective function in each iteration’s neighborhood. Unlike analytical approaches, the method can handle equations with any combinations of t-norms and t-co...

In this paper a multi - objective linear fractional programming problem with the fuzzy variables and vector of fuzzy resources is studied and an algorithm based on a parametric approach is proposed. The proposed solving procedure is based on the parametric approach to find the solution, which provides the decision maker with more complete information in line with reality. The simplicity of the ...

Optimization problems are not only formed into a linear programming but also nonlinear programming. In real life, often decision variables restricted on integer. Hence, came the nonlinear programming. One particular form of nonlinear programming is a convex quadratic programming which form the objective function is quadratic and convex and linear constraint functions. In this research designed ...

In this paper we explore the relations between the standard dual problem of a convex generalized fractional programming problem and the “partial” dual problem proposed by Barros et al. (1994). Taking into account the similarities between these dual problems and using basic duality results we propose a new algorithm to directly solve the standard dual of a convex generalized fractional programmi...

a theorem was recently introduced to establish a relationship betweengoal programming and fuzzy programming for vectormaximum problems.in this short note it is shown that the relationship does not exist underall circumstances. the necessary correction is proposed.

Let (QP ) be a 0-1 quadratic program which consists in minimizing a quadratic function subject to linear constraints. In this paper, we present a general method to solve (QP ) by reformulation of the problem into an equivalent 0-1 program with a convex quadratic objective function, followed by the use of a standard mixed integer quadratic programming solver. Our convexification method, which is...

The aim of this study is to investigate multi-dimensional vector variational problems considering data uncertainty in each the objective functional and constraints. We establish robust necessary sufficient efficiency conditions such that any feasible solution could be weakly efficient for under consideration. Emphatically, we present scalar, vector, fractional by using notion a convex functional.

We introduce a system combining the quadratic self-attractive or composite quadratic-cubic nonlinearity, acting in combination with fractional diffraction, which is characterized by its Lévy index ?. The model applies to gas of quantum particles moving flights, term representing Lee-Huang-Yang correction mean-field interactions. A family fundamental solitons constructed numerical form, while de...