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Portfolio selection can be regarded as a type of multi-objective decision problem. However, traditional solution methods rarely discussed the decision maker's nonsatisfaction and hesitation degrees with regard to multiple objectives and they require many extra binary variables, which lead to tedious computational burden. Based on the above, the aim of this paper is to develop a new and unified intuitionistic fuzzy multi-objective linear programming (IFMOLP) model for such portfolio selection problems. The nonmembership functions are constructed by the pessimistic, optimistic, and mixed approaches so as to perfect the traditional intuitionistic fizzy (IF) inequalities and IF theory. The decision maker's hesitation degrees with regard to multiple objectives are represented by using IF inequalities, and the new IFMOLP model based on IF inequalities is proposed. The IFMOLP problems are solved by the S-shaped membership functions without extra binary variables required by the piecewise-linear method. Finally, the portfolio selection model under IF environments based on IFMOLP is established, and a real example is analyzed to demonstrate its validity and superiority. The developed unified IFMOLP model and method can not only effectively solve multi-objective decision problems with nonsatisfaction and hesitation degrees but also remarkably reduce the complexity of the nondeterministic polynomial-hard problems. [ABSTRACT FROM AUTHOR]

Owing to more vague concepts frequently represented in decision data, intuitionistic fuzzy sets (IFSs) are more flexibly used to model real-life decision situations. At the same time, with ever increasing complexity in many decision situations in reality, there are often some challenges for a decision maker to provide complete attribute preference information, i.e., the weights may be completely unknown or partially known. The aim of this paper is to develop an effective method for solving intuitionistic fuzzy multi-attribute decision making (MADM) problems with incomplete weight information. In this method, ratings of alternatives on attributes are expressed with IFSs. The multi-objective programming models are established to calculate unknown weights by using weight information partially known a priori. The derived minimum weighted Minkowski distance power models are used to determine the unknown weights and to generate the ranking order of the alternatives simultaneously. The proposed models are easily extended to intuitionistic fuzzy MADM problems with different weight information structures. An example of the supplier selection problem is examined to demonstrate applicability and flexibility of the proposed models and method. [ABSTRACT FROM AUTHOR]

In this paper, an orthogonal wavelet transform of signal based on complex B-spline bases is given. The new wavelet transform realizes accurate computation of coefficients of complex B-spline base functions. It integrates good properties of orthogonality, symmetry and continuity, and offers better approximations to continuous signal than do the Haar wavelet and Daubechies wavelets. All algorithms of the new orthogonal wavelet transform are based on explicit formulas and easy to be implemented. [ABSTRACT FROM AUTHOR]

The aim of this note is to point out and correct some vital mistakes in the paper by P K Nayak and M Pal, "Linear programming technique to solve two person matrix (games with interval pay-offs). Asia-Pacific Journal of Operational Research, 26(2), 285-305". Lots of serious mistakes on the definitions, conclusions, models, methods, proofs and computing results have been corrected and modified in this note. We also indicate inappropriate formulations regarding their proposed linear programming models for solving generic matrix games with interval pay-offs and suggest a pair of linear programming models with any minimal acceptance degree of the interval inequality constraints which may be allowed to violate. The lexicographic method is suggested so that a rational and credible solution of the generic matrix game with interval pay-offs can be achieved. [ABSTRACT FROM AUTHOR]

A method that constructs an MRA E-tight frame wavelet by using a generalized low pass E-filter is given, and it is showed that all of MRA E-tight frame wavelets can be obtained via the method, where the dilation matrix E is the quincunx matrix or the matrix consists of (0, 1)T and (2, 0)T. Furthermore, the properties of MRA E-tight frame wavelet multipliers as well as E-pseudoscaling function multipliers and generalized low pass E-filter multipliers are characterized. In addition, as an application of these multipliers, we discuss the connectivity of the set of all MRA E-tight frame wavelets in L2(R2). [ABSTRACT FROM AUTHOR]

The aim of this paper is to develop a new methodology for solving group decision making problems in which preference comparisons between alternatives are expressed with Atanassov's intuitionistic fuzzy (IF) preference relations. In this methodology, the generalized ordered weighted averaging (GOWA) operator is extended to develop the Atanassov's IF set (IFS) generalized ordered weighted averaging (IFSGOWA) operator, which can aggregate vague or imprecise information expressed with the Atanassov's IFSs. The Atanassov's IFSGOWA operator based methodology is further developed to solve group decision making problems with Atanassov's IF preference relations. A real example of the agroecological region assessment problem is used to illustrate the implementation and applicability of the proposed methodology. It is also shown that the obtained decision results could be affected by the choice of the parameter lambda and the nature of the weights. [ABSTRACT FROM AUTHOR]

The purpose of this paper is to develop a nonlinear programming model and method for solving fuzzy multi-attribute group decision making (FMAGDM) problems with linguistic variables. In this methodology, alternatives are assessed on qualitative attributes using linguistic terms from the designated linguistic term set, which can be expressed with the triangular fuzzy number set designated a priori. Alternatives for decision makers are assessed on the basis of the distances between the ordered weighted averaging (OWA) comprehensive value and the group best alternative which is unknown a priori. The group best alternative is then estimated through solving an auxiliary nonlinear programming model based on the concept that the sum of the distances of alternatives from the group best alternative for the decision makers should be as small as possible. The obtained group best alternative can be expressed using the designated triangular fuzzy numbers, which are corresponding to the designated linguistic terms. A numerical example is examined to demonstrate the difference between the proposed method and the generalized induced OWA operator method. [ABSTRACT FROM AUTHOR]

The aim of this paper is to use the concept of extended linguistic variables to develop a new methodology for solving multiattribute group decision making problems under linguistic assessments. In this methodology, using the generalized induced ordered weighted averaging operator and extended linguistic variables, linguistic ratings of each alternative on all attributes for each decision maker are aggregated into a comprehensive assessment, which is not always a linguistic term in the linguistic term set designated a priori. Comprehensive assessments of each alternative on all decision makers are similarly aggregated into a comprehensive assessment of the alternative for the group. An optimal linguistic term in the linguistic term set which approaches the comprehensive assessment of each alternative for the group as close as possible is computed and an extended 2-tuple fuzzy linguistic representation is obtained for the alternative. The ranking order of alternatives for the group is generated according to the extended 2-tuple fuzzy linguistic representations. A numerical example is examined to demonstrate applicability and implementation process of the methodology proposed in this paper. [ABSTRACT FROM AUTHOR]

The purpose of the paper is to study how to solve a type of matrix games with payoffs of triangular fuzzy numbers. In this paper, the value of a matrix game with payoffs of triangular fuzzy numbers has been considered as a variable of the triangular fuzzy number. First, based on two auxiliary linear programming models of a classical matrix game and the operations of triangular fuzzy numbers, fuzzy optimization problems are established for two players. Then, based on the order relation of triangular fuzzy numbers the fuzzy optimization problems for players are decomposed into three-objective linear programming models. Finally, using the lexicographic method maximin and minimax strategies for players and the fuzzy value of the matrix game with payoffs of triangular fuzzy numbers can be obtained through solving two corresponding auxiliary linear programming problems, which are easily computed using the existing Simplex method for the linear programming problem. It has been shown that the models proposed in this paper extend the classical matrix game models. A numerical example is provided to illustrate the methodology. [ABSTRACT FROM AUTHOR]

A new coupled-mode formulation based on scalar modes is developed for the anisotropic optical waveguide. In the new formulation, the birefringence property of the material is represented as additional coupling to the coupling due to the refractive-index perturbations. The theory is applied to the direction coupler made of parallel slab waveguides. The numerical results show that the numerical value of the birefringence coupling correction is around 10% as much as that of the refractive-index perturbation coupling for the special case. [ABSTRACT FROM AUTHOR]