Draft 1.0 November 4, 2010 CHAPTER 1 of the book Lodwick, Weldon A. (2011). Flexible and Un- certainty Optimization (to be published) Interval Analysis, Fuzzy Set Theory and Possibility Theory in Optimization Weldon A. Lodwick University of Colorado Denver Department of Mathematical and Statistical Sciences, Campus Box 170 P.O. Box 173364 Denver, CO 80217-3364, U.S.A. Email:
[email protected] Abstract: This study explores the interconnections between interval analysis, fuzzy interval analysis, and interval, fuzzy, and possibility optimization. The key ideas considered are: (1) Fuzzy and possibility optimization are impor- tant methods in applied optimization problems, (2) Fuzzy sets and possibility distributions are distinct which in the context of optimization lead to ‡exible optimization on one hand and optimization under uncertainty on the other, (3) There are two ways to view possibility analysis leading to two distinct types of possibility optimization under uncertainty, single and dual distribu- tion optimization, and (4) The semantic (meaning) of constraint set in the presence of fuzziness and possibility needs to be known a-priori in order to determine what the constraint set is and how to compute its elements. The thesis of this exposition is that optimization problems that intend to model real problems are very (most) often satis…cing and epistemic and that the math- ematical language of fuzzy sets and possibility theory are well-suited theories for stating and solving a wide classes of optimization problems. Keywords: Fuzzy optimization, possibility optimization, interval analysis, constraint fuzzy interval arithmetic 1 Introduction This exposition explores interval analysis, fuzzy interval analysis, fuzzy set theory, and possibility theory as they relate to optimization which is both a synthesis of the author’s previous work bringing together, transforming, 1 and updating many ideas found in [49],[50], [51], [52], [58], [63], [64], [118], [116], and [117] as well as some new material dealing with the computation of constraint sets.