Using Genetic Algorithms and Core Values of Cooperative Games to Solve Fuzzy Multiobjective Optimization Problems

A new methodology for solving the fuzzy multiobjective optimization problems is proposed in this paper by considering the fusion of cooperative game theory and genetic algorithm. The original fuzzy multiobjective optimization problem needs to be transformed into a scalar optimization problem, which is a conventional optimization problem. Usually, the assignments of suitable coefficients to the corresponding scalar optimization problem are subjectively determined by the decision makers. However, these assignments may cause some biases by their subjectivity. Therefore, this paper proposes a mechanical procedure to avoid this subjective biases. We are going to formulate a cooperative game using the α-level functions of the multiple fuzzy objective functions. Under this setting, the suitable coefficients can be determined mechanically by involving the core values of the cooperative game, which is formulated using the multiple fuzzy objective functions. We shall prove that the optimal solutions of the transformed scalar optimization problem are indeed the nondominated solutions of fuzzy multiobjective optimization problem. Since the core-nondominated solutions will depend on the coefficients that are determined by the core values of cooperative game, there will be a lot of core-nondominated solutions that will also depend on the corresponding coefficients. In order to obtain the best core-nondominated solution, we shall invoke the genetic algorithms by evolving the coefficients.