I am looking for new methods and new trends in optimization, which have absorbed many interests. I will be grateful to you if you can give me some information.
In my opinion it is incorrect to ask for optimization in MCDM, if you are referring to this disciplne.
The reason is that if you have, as usual, contradicting criteria such as calling for maximium benefits and at the same time for minimum cost, you can't optimize, it is one or the other. For this reason, what is sought is a balance between both, or a compromise solution, which is produced by all MCDM methods
Nowadays, nature-bio-inspired optimization algorithms are trending. For reference, have a look at these articles: Article Ebola Optimization Search Algorithm: A New Nature-Inspired M...
and
Article A New Optimization Algorithm Inspired by the Quest for the E...
It sounds me a good research in OR if it is related to combinatorial methods that use Math-Heuristics. Investment in problem properties and advanced dispersive knowledge in this direction seems to be more appropriate today, because of the good solvers we already have.
For optimization, MATLAB Simulink can be used. Firstly, find out the optimization parameters. Derive the mathematical function/expression of the complete system. Go to command window(MATLAB), write 'optimtool', then select the solver, no. of variables etc. You've chosen fuzzy-PI algorithm, so do accordingly. Also, there're other commercial optimization softwares available.