Fuzzy Mathematical Programming
Fuzzy Mathematical Programming
Book Reviews
Benjamin Lev
School of Management, The University of Michigan–Dearborn, 4901 Evergreen Road,
Dearborn, Michigan 48128-1491, [email protected]
The range of books reviewed is wide, covering theory and applications in operations research, statistics, man-
agement science, econometrics, mathematics, computers, and information systems (no software is reviewed). In
addition, we include books in other fields that emphasize technical applications. Publishers who wish to have
their books reviewed should send them to Professor Benjamin Lev. We list the books received; not all books
received can be reviewed because space is limited. Those who would like to review books are urged to send me
their names, addresses, and specific areas of expertise. We commission all reviews and do not accept unsolicited
book reviews. Readers are encouraged to suggest books that might be reviewed or to ask publishers to send
me copies of such books.
The authors or editors of books reviewed in this issue are C. R. Bector, S. Chandra, K. R. Chelst, T. G. Edwards,
D. Li, X. Sun, J. McManus, T. Wood-Harper, M. S. Seppanen, S. Kumar, and C. Chandra.
Bector, C. R., S. Chandra. 2005. Fuzzy Mathe- be developed. This book principally considers trian-
matical Programming and Fuzzy Matrix Games. Springer, gular and trapezoidal fuzzy numbers, i.e., the mem-
Berlin, Heidelberg. 236 pp. $109.00. bership functions of such numbers have the shape
Fuzzy Mathematical Programming and Fuzzy Matrix of a triangle or a trapezoid. The arithmetic of fuzzy
Games studies the extension of mathematical program- numbers with such linear membership functions is
ming and matrix game theory to a fuzzy environ- less computationally expensive than is the general
ment. Before introducing fuzzy sets, the authors begin case. To help readers to understand the fundamen-
with the usual environment, which is called crisp in tals of fuzzy arithmetic, the authors introduce interval
fuzzy-set literature to distinguish it from a fuzzy envi- arithmetic, which allows mathematical computations
ronment. They introduce linear and quadratic pro- to be performed on intervals and provides guaran-
gramming as well as matrix and bi-matrix games. The teed enclosure of real computations on real numbers
authors establish equivalence between a two-person,
in input intervals. Interval arithmetic may be consid-
zero-sum matrix game and a pair of primal-dual,
ered as a special case of fuzzy arithmetic that includes
linear-programming problems, as well as between
the rectangular membership functions. Unfortunately,
a two-person, nonzero-sum (bi-matrix) game and a
the authors do not use interval arithmetic later in the
quadratic-programming problem.
book to show how the results of fuzzy computations
Fuzzy sets are an extension of set theory. In con-
differ from the results of interval computations.
trast to classical set theory, membership in a fuzzy
set is not restricted to be either belonging or nonbe- In practical situations, the decision maker may not
longing. Fuzzy sets allow gradual membership, which be in a position to specify optimization problems pre-
is characterized by the membership function of the cisely, but can specify them in a “fuzzy sense.” For
fuzzy set with values between zero and one. The example, the decision maker might not want to max-
value of the membership function of the set A at imize or minimize the objective function, but might
the element x is interpreted as the degree to which want to “improve the present sales situation con-
x belongs to A; the closer the value is to one, the siderably.” Or, it may not be reasonable to require
more x belongs to A. If some conditions are satisfied, that the constraints be specified precisely. However,
a fuzzy set A in the set of real numbers is called a the decision maker might say, “try to contact 1,300
fuzzy number and the arithmetic of fuzzy numbers can customers, but it will be too bad if less than 1,200
388
Lev: Book Reviews
Interfaces 37(4), pp. 388–395, © 2007 INFORMS 389
customers are contacted.” In such situations, formu- Fuzzy Mathematical Programming and Fuzzy Matrix
lation of the crisp-linear or quadratic-programming Games provides deep theoretical analyses that include
problems does not appear possible. However, such theorems and proofs. The authors illustrate the the-
problems can be formulated under a fuzzy envi- oretical results using small numerical examples with
ronment where the goals and inequalities may be up to four decision variables and up to 10 constraints.
fuzzy, or the coefficients of objective function and/or We recommend the book to researchers and postgrad-
constraints may be stated in terms of fuzzy num- uates who have strong mathematical backgrounds
bers. The authors exploit the linearity of the member- and an interest in mathematical programming, matrix
ship functions of the fuzzy objective function, fuzzy games, and fuzzy sets.
constraints, and/or fuzzy parameters. They redefine
fuzzy problems as crisp ones that can be solved in a
References
traditional way. This would be difficult in the general
Carlsson, C., R. Fuller. 2002. Fuzzy Reasoning in Decision Making and
case. Therefore, they use triangular and trapezoidal Optimization. Springer, New York.
fuzzy numbers only. Fiedler, M., J. Nedoma, J. Ramik, J. Rohn, K. Zimmermann. 2006.
A fuzzy scenario in matrix games can be stated Linear Optimization Problems with Inexact Data. Springer, New
York.
in terms of fuzzy goals and/or fuzzy pay-offs. The
Nishizaki, I., M. Sakawa. 2001. Fuzzy and Multiobjective Games for
authors formulate a question of whether there is a Conflict Resolution. Springer, New York.
relationship between matrix game theory and duality Julius Zilinskas
in mathematical programming in a fuzzy environ- Institute of Psychophysiology and Rehabilitation, Vyduno 4,
ment that is similar to the relationship in a crisp envi- LT-00135, Palanga, Lithuania, [email protected]
ronment. To answer the question, they study duality
in linear and quadratic programming under a fuzzy Chelst, K. R., T. G. Edwards. 2005. Does
environment. The book provides a theoretical frame- This Line Ever Move? Everyday Applications of Opera-
work of duality in fuzzy mathematical programming tions Research. Key Curriculum Press, Emeryville, CA.
and the conceptualization of the solution of the fuzzy 144 pp. $26.95.
game. The analysis leads to equivalent mathematical- Grade-school mathematics curricula are often crit-
programming problems whose solutions correspond icized for failing to provide interesting motivational
to the desired equilibrium solutions for the fuzzy case. examples to enhance the learning experiences of
The book uses the linear membership functions of young students. But, what types of real-world prob-
fuzzy goals and a ranking-function approach for the lems might a teacher use to engage students in math-
solution of fuzzy matrix games using crisp mathemat- ematics? And, how can such problems and their
ical programming. associated solution techniques be effectively dissemi-
The authors finish the book by building a gen- nated to the students? As many of us know, the vast
eral approach of a broad class of fuzzy linear- portfolio of problems that operations researchers and
programming problems, which embeds the classical, management scientists tackle on a daily basis is a
crisp linear-programming problems, as well as var- wonderful source of mathematics applications in the
ious fuzzy linear-programming problems including real world. Certainly, today’s children are intimately
ones with fuzzy goals and/or constraints, and ones familiar with the frustration of waiting in a line at
with coefficients of objective function and/or con- an amusement park, or the difficulties encountered in
straints in terms of fuzzy numbers. making a tricky spending decision; therefore, it stands
Other books on the same topic cover either fuzzy to reason that students might relate quite nicely to a
mathematical programming (Carlsson and Fuller 2002, mathematics text that deals with topics that are based
Fiedler et al. 2006) or fuzzy matrix games (Nishizaki on operations research (OR).
and Sakawa 2001). This book by Bector and Chandra is The primary goal of Does This Line Ever Move?
exceptional because it studies the relationship between Everyday Applications of Operations Research, the enter-
matrix game theory and duality in mathematical pro- taining text under review, is to introduce OR tech-
gramming under a fuzzy environment. niques to new audiences, primarily high-school