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Fuzzy Linear Programming: Wang YU Iowa State University 12/07/2001

This document discusses fuzzy linear programming, which modifies traditional linear programming to account for fuzzy or uncertain objectives and constraints. It presents two examples that apply fuzzy modeling to the objective function and/or constraints. The key aspects are representing membership functions for fuzzy goals and constraints, and solving the resulting fuzzy linear program efficiently via simplex-like methods. The solutions provide flexibility to handle imprecise real-world problems compared to traditional linear programming.

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edsie.aj5957
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50 views

Fuzzy Linear Programming: Wang YU Iowa State University 12/07/2001

This document discusses fuzzy linear programming, which modifies traditional linear programming to account for fuzzy or uncertain objectives and constraints. It presents two examples that apply fuzzy modeling to the objective function and/or constraints. The key aspects are representing membership functions for fuzzy goals and constraints, and solving the resulting fuzzy linear program efficiently via simplex-like methods. The solutions provide flexibility to handle imprecise real-world problems compared to traditional linear programming.

Uploaded by

edsie.aj5957
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Fuzzy Linear Programming

Wang YU
Iowa State University
12/07/2001
Fuzzy Sets
• If X is a collection of objects denoted
generically by x, then a fuzzy set à in X is
a set of ordered pairs:
• Ã=
{( x,  ( x)) | x  X }
• A fuzzy set is represented solely by stating
its membership function.
Linear Programming
• Min z=c’x
• St. Ax<=b,
• x>=0,
• Linear Programming can be solved
efficiently by simplex method and interior
point method. In case of special structures,
more efficiently methods can be applied.
Fuzzy Linear Programming
• There are many ways to modify a LP into a
fuzzy LP.
• The objective function maybe fuzzy
• The constraints maybe fuzzy
• The relationship between objective function
and constraints maybe fuzzy.
• ……..
Our model for fuzzy LP
• Ĉ~fuzzy constraints {c,Uc}
• Ĝ~fuzzy goal (objective function) {g,Ug}
• Ď= Ĉ and Ĝ{d,Ud} Ud  min{Uc, Ug}
• Note: Here our decision Ď is fuzzy. If you
want a crisp decision, we can define:
• λ=max Ud to be the optimal decision
Our model for fuzzy LP Cont’d
 C X Z
T

c z
AX b ( A)  B ( b)  d
X 0

1 if BiX  d,
Ui( x)   [0,1] if di  BiX  di  Pi
1 if di  pi  BiX
Our model for fuzzy LP Cont’d
• Maximize λ
• St. λpi+Bix<=di+pi i= 1,2,….M+1
• x>=0
• It’s a regular LP with one more constraint
and can be solved efficiently.
Example A
• Crisp LP
 1 2 x1
max Z ( x)  ( )( ) (z1 , z 2 )  (14,7) at (7,0)
2 1 x2
 x1  3 x2  21 (z1 , z 2 )  (3,21) at (3.4,0.2)
x1  3 x2  27
4 x1  3 x2  45
3x1  x2  30
x1 , x2  0
Example A cont’d
• Fuzzy Objective function ( keep constraints
crisp)
0 z1 ( x)  3
z ( x)  (3)
U1 ( x)  1 - 3  z1 ( x)  14
14  (3)
1 z1 ( x)  14

0 z 2 ( x)  7
z 2 ( x)  7
U 2 ( x)  7  z1 ( x)  21
21  7
1 z1 ( x)  21
Example A cont’d
• Example A cont’d
max 
17  1 2 x1
( )( )( )  x1  3 x2  21
14 2 1 x2
x1  3 x2  27
  0.74 4 x1  3 x2  45
(z1 , z 2 )  (17.38,4.58) 3 x1  x2  30
at (5.03,7.32) x1 , x2  0
Example B
• Crisp LP
min z  41400 x1  44300 x2  48100 x3  49100 x4
0.84 x1  1.44 x2  2.16 x3  2.4 x4  170
16 x1  16 x2  16 x3  16 x4  1300
x1  6
x2 , x3 , x4  0
( x1 , x2 , x3 , x4 , z )  (6,16.29,0,58.96,3864795)
constra int s  (170,1300,6)
Example B cont’d
• Fuzzy Objective function Fuzzy Constraints
• Maximize λ
• St. λpi+Bix<=di+pi i= 1,2,….M+1
• x>=0
• Apply this to both of the objective function
and constraints.
Example B cont’d
• Now d=(3700000,170,1300,6)
• P=(500000,10,100,6)
41400x1  44300x2  48100x3  49100x4  500000  3700000
0.84 x1  1.44 x2  2.16 x3  0.24 x4  10  170
16 x1  16 x2  16 x3  16 x4  100  1300
x1  6  6
x2 , x3 , x4  0
( x1 , x2 , x3 , x4 , z )  (17.414,0,0,66.54,3988250)
constra int s  (174.33,1343.33,17.414)
Conclusion
• Here we showed two cases of fuzzy LP.
Depends on the models used, fuzzy LP can
be very differently. ( The choosing of
models depends on the cases, no general
law exits.)
• In general, the solution of a fuzzy LP is
efficient and give us some advantages to be
more practical.
Conclusion Cont’d
• Advantages of our models:
• 1. Can be calculated efficiently.
• 2. Symmetrical and easy to understand.
• 3. Allow the decision maker to give a fuzzy
description of his objectives and constraints.
• 4. Constraints are given different weights.
Reference
• [1] Fuzzy set theory and its applications
• H.-J. Zimmermann 1991
• [2] Fuzzy set and decision analysis
• H.-J. Zimmermann, L.A.Zadeh, B.R.Gaines
• 1983

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