Australian Journal of Basic and Applied Sciences, 5(8): 1163-1171, 2011

ISSN 1991-8178

Solving Fuzzy Multi-Objective Linear Programming Problems With Linear

Membership Functions
1
C. Veeramani, 2C. Duraisamy and 3A. Nagoorgani
1
Department of Mathematics & Computer Applications, PSG College of Technology,
Coimbatore-641 004, India.
2
Department of Mathematics, Kongu Engineering College, Erode - 641 046, India.
3
PG& Research Department of Mathematics, Jamal Mohamed College (Autonomous),
Tiruchirappalli-20, India.

Abstract: Fuzzy multi-objective linear programming (FMLOP) problem has its vast applications in the
field of science and engineering. Many authors proposed different method to solve those problems. In
this paper, FMOLP problem in which both technological coefficient and resources are fuzzy with linear
membership function was studied and a novel approach was proposed to solve the above problem using
the technique proposed by Gasimov R. N. and Yenilmez K. (2002).

Key words: linear programming problem, decisive set, multi-objective optimization.

INTRODUCTION

Modeling and optimization under a fuzzy environment are called fuzzy modeling and fuzzy optimization.
Fuzzy multi-objective linear programming is one of the most frequently applied in fuzzy decision making
techniques. Although, it has been investigated and expanded for more than decades by many researchers and
from the varies point of view, it is still useful to develop new approaches in order to better fit the real world
problems within framework of fuzzy multi-objective linear programming.
However, when formulating the multi-objective programming problem which closely describes and
represents the real decision situation, various factors of the real system should be reflected in the description of
the objective functions and the constraints. Naturally, these objective functions and the constraints involve many
parameters whose possible values may be assigned by the experts. In the traditional approaches, such parameters
are fixed at some values in an experimental or subjective manner through the expert's understanding of the
nature of the parameters. Unfortunately, real world situations are often not deterministic. There exist various
types of uncertainties in social, industrial and economic systems, such as randomness of occurrence of events,
imprecision and ambiguity of system data and linguistic vagueness, etc. which come from many ways, including
errors of measurement, deficiency in history and statistical data, insufficient theory, incomplete knowledge
expression and the subjectivity and preference of human judgment, etc. As pointed out by Zimmermann (1978),
various kinds of uncertainties can be categorized as stochastic uncertainty and fuzziness.
Stochastic uncertainty relates to the uncertainty of occurrences of phenomena or events. Its characteristics,
lie in that descriptions of information are crisp and well defined; however, they vary in their frequency of
occurrence. The systems with this type of uncertainty are called stochastic systems, which can be solved by
stochastic optimization techniques using probability theory.
In some other situations, the decision-maker does not think about the frequently used probability
distribution which is always appropriate, especially when the information is vague. It may be related to human
language and behavior, imprecise/ ambiguous system data. Such types of uncertainty are called fuzziness. It
cannot be formulated and solved effectively by traditional mathematics-based optimization techniques and
probability based stochastic optimization approaches. The idea of fuzzy set was first proposed by Zadeh (1965),
as a mean of handling uncertainty that is due to imprecision rather than to randomness.

Literature Review:
In 1970 the concept of fuzzy decision and the decision model under fuzzy environments were proposed by
Bellman and Zadeh. Zimmerman (1978) first considered MOLP problems with fuzzy goals. Tanaka and Asai
(1984) introduced fuzzy linear programming problem in fuzzy environment. There are several methods in the
literature for solving multi-objective linear programming models, by adopting fuzzy programming approaches.

Crossponding Author: C. Veeramani, Department of Mathematics & Computer Applications, PSG College of Technology,
Coimbatore- 641 004, India.
E-mail: [email protected] 
1163

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

In 1980, Sakawa and Yano introduced the concept of –multi-objective programming and (M-) – Pareto
optimality based on the – level sets of the fuzzy numbers. Sakawa, et al. (1989) presented an interactive
decision making method for multi-objective nonlinear programming problems with fuzzy parameters. They
presented several interactive decision making methods not only in objective spaces but also in membership
spaces to derive the satisfying solution for the decision maker efficiently from an (M-) –Pareto optimal
solution set for multi-objective linear, linear fractional and nonlinear programming problems as a generalization
of their previous results. Chanas,(1989) proposed a fuzzy programming in MOLP problem and it was solved by
parametric approach. Lai-Hawng (1992) considered MOLP problem with all parameters, having a triangular
possibility distribution. They used an auxiliary model and it was solved by MOLP methods. Sakawa et al.
(1994) Presented an interactive fuzzy satisfying method for large-scale FMOLP problems with the block angular
structure. Saad (1995) suggested a procedure for solving FMOLP problems and some basic stability notions
have been characterized for FMOLP problems. Sakawa et al. (1996) focused on large-scale FMOLP problems
with the block angular structure. Stanciulescu et.al. (2003) have proposed a new methodology that considers
fuzzy decision variables for solving FMOLP problems. The FMOLP problem has been transformed to its crisp
equivalent, using possibility programming. The crisp MOLP problems, has been solved using the global
criterion method and the distance functions method is proposed by M.G. Iskander (2008).
There have been a number of studies on applications of the FMOLP problems to regional planning
issues, such as regional environmental management, water resource management, and agricultural development
planning etc. In the area of regional environmental management, Sommer and pollatschek (1978) applied a
fuzzy programming approach for solving an air pollution regulation problem. Esogbue (1986) applied FDP
methods to water pollution control planning. Sakawa (1984) formulated an interactive fuzzy multi-objective
nonlinear programming model for water quality management. In water resource management, Slowinski (1986,
1987) proposed an interactive FMOLP method and applied it to water supply planning problems. Kindler (1992)
proposed a fuzzy linear programming formulation for water resource planning problems. In agricultural
development planning, Czyzak (1989) applied a fuzzy linear programming method for solving multi-criteria
agricultural planning problems under uncertainty. Pickens and Hof (1991) applied fuzzy goal programming to
forestry management and planning under uncertainty. Recently, David Peidro et al (2009) proposed fuzzy
optimization for supply chain planning under supply, demand and process uncertainties. In this paper, we have
proposed a FMOLP problem in which technological coefficient and resources are fuzzy. Using Bellman and
Zadeh's fuzzy decision-making process, the FMOLP problem is converted into an equivalent crisp non-linear
programming problem. The non-linear programming problem is solved by fuzzy decisive set method.
The rest of this paper is organized as follows. Section 3, MOLP problem and its solutions are discussed.
Fuzzy model of MOLP is given in section 4. In section 5, solution methodology and algorithm for FMOLP are
analyzed. In section 6, the example illustrated the fact that the developed method can be successfully applied
and conclusion is drawn in Section 7.

Multi-objective Linear Programming (MOLP) Problem:

Multi-objective Linear Programming (MOLP) Problems is an interest area of research, since most real-life
problems have a set of conflict objectives. A mathematical model of the MOLP problem can be written as
follows:

Max
Max
Max (1)
Subject to

where is an – dimensional vector of decision variables. are – distinct linear

objective function of the decision vector . are – dimensional cost factor vectors, A is an mxn
constraint matrix, b is an m – dimensional constant vector.
Definition 3. 1. (Complete Optimal Solution) The point is said to be a complete optimal solution of
the MOLP problem (1), if , for all .
In general, when the objective functions conflict with one another, a complete optimal solution may not
exist and hence, a new concept of optimality, called Pareto optimality, is considered.

1164

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

Definition 3. 2. (Pareto Optimal Solution) The point is said to be a Pareto optimal solution if
there does not exist such that if for all i and for at least one j.

Fuzzy Multi-objective Linear Programming (FMOLP) Problem:

The model (1), all coefficients of A, b and C are crisp numbers. However, in the real-world decision
problems, a decision maker does not always know the exact values of the coefficients taking part in the problem,
and that vagueness in the coefficients may not be a probabilistic type. In this situation, the decision maker can
model inexactness by means of fuzzy parameter. In this section we consider a FMOLP problem with fuzzy
technological coefficients and fuzzy resources. A mathematical model of the FMOLP problem can be written as
follows:

Max
Max
Max (2)
Subject to
where is an – dimensional vector of decision variables. are – distinct linear objective
function of the decision vector , are – dimensional cost factor vectors, is an mxn constraint
fuzzy matrix, is an – dimensional constant fuzzy vector (fuzzy resources).
The membership function of the fuzzy matrix is

where and (tolerance level)for and .

The membership function for the fuzzy resources is

where and (tolerance level), for .

Solution Methodology and Algorithm:

In this section, we first fuzzify the objective function in order to defuzzificate the problem (2). It is done by
calculating the lower and upper bounds of the optimal values. The bounds of the optimal values and are
obtained by solving the standard linear programming problems.
,
Subject to

(3)

Subject to
, (4)

1165

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

Subject to
, (5)

,
Subject to
(6)

Let = min ( , ) and = max ( , ). The objective function takes the values
between and while the technological coefficients take values between and and the right-
hand side numbers takes the values and .
Then, the fuzzy set of optimal value, which subset for , is defined by

(7)

The fuzzy set of the constraint, which subset for , is defined by

(8)

By using the definition of the fuzzy decision proposed by Bellman and Zadeh, we have
(9)

In this case the optimal fuzzy decision is a solution of the problem

(10)

Consequently, the problem (2) is reduced to the following optimization problem

(11)

Notice that, the problem (11) containing the cross product terms are not convex Therefore, the
solution of the problem requires the special approach adopted for solving general non-convex optimization
problems.

The Algorithm of the Fuzzy Decisive Set Method:

This method is based on the idea that, for a fixed value of , the problem (11) is converted in to linear
programming problem. Obtaining the optimal solution is equivalent to determining the maximum value of
so that the feasible set is nonempty. The algorithm of this method for the problem (11) is presented below.
Algorithm:

1166

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

Step 1:
Set =1 and test whether a feasible set satisfying the constraints of the problem (11) exists or not using
phase one of the simplex method. If a feasible set exists, set . Otherwise, set and and
go to the next step.
Step 2:
For the value of , update the value of and using the bisection method as follows:

, if feasible set is nonempty for

, if feasible set is empty for .
Consequently, for each , test whether a feasible set of the problem (11) exists or not using phase one of
the Simplex method and determine the maximum value satisfying the constraints of the problem (11)

Numerical Example:
Consider the following FMOLPP

Subject to
(12)

which takes fuzzy parameters as: , , , ,

, , , , , as used by
Shaocheng (1994).

That is ,

For defuzzification of the problem (12), we first fuzzify the objective function. This is done by calculating
the lower and upper bounds of the optimal values first. The bounds of the optimal values and are
obtained by solving the standard linear programming problems

Subject to
(13)

1167

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

Subject to
(14)

Subject to
(15)

Subject to
(16)

Optimal values of these problems are and

respectively. Therefore, , , and
. By using these optimal values, the problem (12) can be reduced by the following non-linear
programming problem:

that is,

(17)

1168

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

Let us solve the problem (17) by using fuzzy decisive set method.
For , the problem can be written as

Since the feasible set is empty, by taking and , the new value of is tried.

For , the problem (17) can be written as

Since the feasible set is empty, by taking and , the new value of is
tried.
For , the problem (17) can be written as

Since the feasible set is empty, by taking and , the new value of is
tried.
For , the problem (17) can be written as

Since the feasible set is nonempty, by taking and , the new value of
is tried.

1169

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

For , the problem (17) can be written as

Since the feasible set is nonempty, by taking and , the new value of
is tried.

Similarly, we continue the above process, the following values of are obtained:

Consequently, we obtain the optimal value of at the fifteenth iteration by using the fuzzy decisive set
method. The optimal solution is , , , , and

Conclusion:
In this paper, fuzzy multi-objective linear programming problem in which both the resources and the
technological coefficients are fuzzy with linear membership function was studied. Further a FMLOP problem
was converted into an equivalent crisp non-linear programming problem using the concept of max-min
principle. The resultant non-linear programming problem was solved by fuzzy decisive set method. The
discussed method was illustrated through an example. In future proposed method can be extended to solve
problems like FMLOP with triangular or trapezoidal membership function and linear fuzzy fractional
programming problems .

REFERENCES

A.Q., Esogbue, 1986, Optimal Clustering of Fuzzy Data via Fuzzy Dynamic Programming, Fuzzy Sets and
Systems, 18, 283-298.
Bellman R.E., Zadeh L.A. 1970, Decision making in a fuzzy environment, Management Science 17,
141-164.
C.,, Stanciulescu Ph., Fortemps, M. Installee and V. Wertz 2003, Multi-objective fuzzy linear
programming problems with fuzzy decision variables, European Journal of Operational Research, 149, 654-675.
D., Chanas 1989, Fuzzy programming in multiobjective linear programming-a parametric approach,
Fuzzy Set and system 29, 303-313.
G., Sommer and Pollatschek 1978, A fuzzy programming approach to an air pollution regulation problem.
In: R. Trappl and G.J. Klir, Editors, Progress in Cybernetics and Systems Research Vol. III , 303-313.
H., Ishibuchi H. Tanaka 1990, Multi-objective programming in optimization of the interval objective
function, European Journal of Operational Research 48, 219-225.

1170

 
 Aust. J. Basic & Appl. Sci., 5(8): 1163-1171, 2011

H., Tanaka and K., Asai 1984, Fuzzy linear programming problems with fuzzy numbers, Fuzzy Sets and
Systems, 13, 1-10.
H.J., Zimmermann 1978, Fuzzy programming and linear programming with several objective functions,
Fuzzy sets and System 1, 45- 55.
J., Kindler 1992, Rationalizing water requirements with aid of fuzzy allocation model. J.Water Res. Plng.
and Mgmt., ASCE, 118, 308-323.
J.B., Pickens and Hof J.G. 1991, Fuzzy goal programming in forestry: an application with special solution
problems, Fuzzy Sets and Systems, 39, 239-246.
L.A., Zadeh 1965, Fuzzy sets, Information and Control, 8, 69-78.
M., Sakawa and H., Yano 1985, Interactive decision making for multi-objective linear fractional
programming problems with fuzzy parameters. Cybernetics Systems 16, 377-394.
M., Sakawa and H., Yano, 1989, Interactive fuzzy satisficing method for multi-objective nonlinear
programming problems with fuzzy parameters, Fuzzy Sets and Systems, 30, 221-238.
M., Sakawa and K., Sawada 1994, An interactive fuzzy satisficing method for large-scale multi-objective
linear programming problems with block angular structure, Fuzzy Sets and Systems, 67, 5-17.
M., Sakawa Inuiguchi, K., Sawada 1996, A fuzzy satisficing method for large-scale multi-objective
linear programming problems with block angular structure, Fuzzy Sets and Systems 78, 279- 288.
O.M., Saad 1995, Stability on multi-objective linear programming problems with fuzzy parameters,
Fuzzy Sets and Systems, 74, 207-215.
P., Czyzak 1989, Multicriteria agricultural problem solving under uncertainty, Foundations of Control
Engineering, 14, 61-80.
Peidro Mula Poler R. and José-Luis Verdegay 2009, Fuzzy optimization for supply chainplanning under
supply, demand and process uncertainties Fuzzy Sets and Systems, 160, 2640-2657.
R., Slowinski 1986, A multi-criteria fuzzy linear programming method for water supply system
development planning, Fuzzy Sets and Systems, 19, 217-237.
R., Slowinski, 1987, An interactive method for multi-objective linear programming with fuzzy parameters
and its application to water supply planning. In: Kacprzyk, J. and Orlovski, S.A., Editors.
R.N., Gasimov and K., Yenilmez 2002, Solving fuzzy linear programming with linear membership
functions. Turk J. Math. 26, 375-396.
S., Tong 1994, Interval number and fuzzy number linear programming, Fuzzy Sets and Systems 66,301-
306.
S.H., Nasseri M., Sohrabi 2010, Solving Fuzzy Linear Programming by Using Revised Tsao’s Method,
Australian Journal of Basic and Applied Sciences, 4, 4592-4600.
S.K., Das Goswami A. and S.S., Alam 1999, Multi-objective transportation problem with interval; cost,
source and destination parameters., European Journal of Operational Research 117, 100-112.
T., Shaocheng, 1994, Interval number and Fuzzy number linear programming, Fuzzy Sets and Systems 66,
301-306.
V, Iskander 2008, A computational comparison between two evaluation criteria in fuzzy multi-objective
linear programs using possibility programming, Computers and Mathematics with Applications 55, 2506-2511
Y.J., Lai and C.L., Hawng 1992, Fuzzy Mathematical Programming, Lecture notes in Economics and
Mathematical systems, Springer-Verlag.

1171