Fuzzy Methodologies for Interactive Multicriteria Optimization

Interactive methods to solve large-scale problems with multicriteria formulation are proposed. The mixed use of techniques which have proved their eMciency in large-scale dynamic optimization, combined with techniques based on fuzzy set theory, is suggested. The latter enables us to consider inaccuracies, inherent in decisionmakers' judgements, without a significant increase in computational effort. Two different procedures are studied based on the hypothesis of local imprecise knowledge of the overall decision function. In the first procedure we assume that the decisionmaker can estimate in an approximate numerical way his local trade-offs between criteria; in the second one we assume that the only disposable items of information are linguistic ones. These methodologies were applied to a problem of optimal scheduling in a hydrothermal power system with water resources constraints. Some computational results are included.