We give a simple proof of Strassen’s theorem on stochastic dominance using linear programming duality, without requiring measure-theoretic arguments. The result extends to generalized inequalities using conic optimization duality and provides an additional, intuitive optimization formulation for stochastic dominance.

The identification of an optimized model is one of the key issues in the field of fuzzy system modeling. This has gained significant importance since; most of the real life systems are highly complex and nonlinear. Fuzzy model identification involves two stages i.e. identification of input and output membership functions as well as generation of rule base for the system being modeled. The fuzzy...

In this paper, an efficient multi-objective model is proposed to solve time-cost trade off problem considering cash flows. The proposed multi-objective meta-heuristic is based on Ant colony optimization and is called Non Dominated Archiving Ant Colony Optimization (NAACO). The significant feature of this work is consideration of uncertainties in time, cost and more importantly interest rate. A ...

This paper presents an efficient hybrid method, namely fuzzy particleswarm optimization (FPSO) and fuzzy c-means (FCM) algorithms, to solve the fuzzyclustering problem, especially for large sizes. When the problem becomes large, theFCM algorithm may result in uneven distribution of data, making it difficult to findan optimal solution in reasonable amount of time. The PSO algorithm does find ago...

The concept of duality plays an important role in optimization theory .In this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear programming problems using breaking point and duality theory. By using the proposed method the fuzzy optimal solution of fully fuzzy linear programming problem with inequality constraints has been obtained. To illustrate the prop...

This paper adopts the spread of fuzzy variable as a new criteria in practical risk management problems, and develops a novel fuzzy expectation-spread (E-S) model for portfolio optimization problem. Since the spread is defined by Lebesgue-Stieltjes (L-S) integral, its computation for general fuzzy variables is a challenge issue for research, and usually depends on approximation scheme and soft c...

In this paper we develop several polynomial-time interior-point methods (IPM) for solving nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal and the dual cone are not conjugate. This broken symmetry does not allow to apply the standard primal-dual IPM. However, we show that in this situation it is also possible to develop very efficient optimization met...

In recent years, a body of research into “condition numbers” for convex optimization has been developed, aimed at capturing the intuitive notion of problem behavior. This research has been shown to be relevant in studying the efficiency of algorithms (including interior-point algorithms) for convex optimization as well as other behavioral characteristics of these problems such as problem geomet...

This paper considers a capacitated vehicle routing problem with fuzzy random travel time and demand (FRVRP). A chance-constrained multiobjective programming is presented based on fuzzy random theory and converted to a crisp equivalent models under some assumptions. To solve such a multiobjective combinatorial optimization problem, this paper presents a hybrid multiobjective particle swarm optim...