Mathematical Sciences International Research Journal Volume 7 Spl Issue ISSN 2278-8697
ROBUST RANKING METHOD OF MULTI OBJECTIVE
FUZZY LINEAR PROGRAMMING PROBLEMS WITH
OCTAGONAL FUZZY NUMBERS
N. Sudha
Department of Mathematics, Idhaya College for Women,
Kumbakonam –612001. Tamilnadu, India, [email protected]
R.Irene Hepzibah
Department of Mathematics, A.V.C. College (Autonomous),
Mannampandal – 609305, Tamilnadu, India, [email protected]
N. Anitha
Department of Mathematics, Annai college of Arts and Science,
Kumbakonam – 612001. Tamilnadu, India, [email protected]
Abstract: In this paper multi-objective optimization problems with fuzzy parameters in the objective
functions and constraints are considered.The paper aims at solving multi objective linear programming
problems in which the parameters are octagonal fuzzy numbers with the help of robust ranking method.
Preemptive optimization method is utilized to solve the multi-objective optimization problem. The
fuzzy linear programming problems can be transformed into crisp value problem to obtain an optimal
solution using simplex method. Numerical example is provided to check the effectiveness of the
proposed method.
Keywords: Octagonal Fuzzy Number, Multi Objective Linear Programming Problem, Ranking
Technique, Simplex Method.
1. Introduction:Making a decision becomes a part of our daily life. Multi-objective decision making is
one of the most widely used methods in the decision making area. Linear programming is one of the
most frequently applied operations research technique. An application of fuzzy optimization techniques
to linear programming problems with multiple objectives has been presented by Nasseri. S.H [5],
Zimmerman (1978) [13] and Tanaka [11]. Zimmerman introduced fuzzy linear programming in fuzzy
environment. The aim of the paper is to solve Multi objective Linear Programming Problem in which
decision variable cost coefficient involving in objective function and the right hand side coefficient in
the constraints are octagonal fuzzy numbers with the help of robust ranking method. In this paper we
consider a linear multi objective mathematical programming problem in which the coefficients defining
the objective functions are given as fuzzy numbers, and where moreover, each objective can be defined
by a different decision maker, with which the respective ways of comparing the fuzzy numbers involved.
2. Preliminaries:
2.1 Fuzzy Set:A fuzzy said ܽ in R is a set of ordered pairs: ܽ ൌ ሼሺݔǡ ߤܽ ሺݔሻሻȁܴ߳ݔሽ, If ߤܽ ሺݔሻ is called the
membership function of ݔin ܽ which maps R to a subset of non-negative real numbers whose
supremum is finite. Ifܵܽߤ ݔݑ ሺݔሻ ൌ ͳ, the fuzzy set ܽ is called normal. The membership function maps
each element of ݔto a value between (0, 1).
~ ~
2.2 Fuzzy Number : A fuzzy number A is a convex normalized fuzzy set A of the real line Rsuch
that
~
1. It exists exactly one x0 ÎRwith ߤܽ ሺ Ͳݔሻ = 1 (x0 is called the mean value of A)
2. 2. ߤܽ ሺݔሻ is piecewise continuous.
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2.3 Octagonal Fuzzy Number:A fuzzy number is the normal Octagonal fuzzy number is denoted by
(a1,a2,a3,a4,a5,a6,a7,a8) where a1≤a2≤a3≤a4≤a5≤a6≤a7≤a8 are real numbers and its membership function (x) is
given below
Ͳ݂ ݔݎ൏ ܽͳ
ݔ ۓെܽ
ͳ
ۖ݇ ൬ ൰ ݂ ͳܽݎ ݔ ܽʹ
ۖ ܽ ʹ െ ܽ ͳ
ۖ ݂݇ ʹܽݎ ݔ ܽ͵
ۖ݇ ሺͳ െ ݇ሻ ൬ ݔെ ܽ͵ ൰ ݂ ܽݎ ݔ ܽ
͵ Ͷ
ۖ ܽͶ െ ܽ͵
ߤܽ ሺݔሻ ൌ ͳ݂ܽݎͶ ݔ ܽͷ
۔ ܽ െ ݔ
ۖ ݇ ሺͳ െ ݇ሻ ൬ܽ െ ܽ ൰ ݂ܽݎͷ ݔ ܽ
ͷ
ۖ
ۖ ݂݇ܽݎ ݔ ܽ
ۖ݇ ൬ ܽ ͺ െ ݔ
൰ ݂ܽݎ ݔ ܽͺ
ۖ ܽͺ െ ܽ
ە Ͳ݂ ݔݎ ܽͺ
Remark 2.4: Ifk =0,the octagonal fuzzy number reduces to the trapezoidalnumber (a3,a4,a5,a6) and if
k=1, it reduces to the trapezoidal number (a1,a4,a5,a8).
Remark 2.5: According to the above mentioned definition, octagonal fuzzy number ܣሚɘ is the ordered
quadruple ൫݈ͳ ሺݎሻǡ ͳݏሺݐሻǡ ʹݏሺݐሻǡ ݈ʹ ሺݐሻ൯ , for א ݎሾͲǡ ݇ሿ and א ݐሾ݇ǡ ɘሿ
ݔെ ܽͳ ݔെ ܽ͵
݈ͳ ሺݎሻ ൌ ݇ ൬ ൰ǡ ͳݏሺݐሻ ൌ ݇ ሺͳ െ ݇ሻ ൬ ൰ǡ
ܽʹ െ ܽͳ ܽͶ െ ܽ͵
ܽ െ ݔ ܽͺ െ ݔ
ʹݏሺݐሻ ൌ ݇ ሺͳ െ ݇ሻ ൬ ൰ǡ ݈ʹ ሺݐሻ ൌ ݇ ൬ ൰
ܽ െ ܽͷ ܽͺ െ ܽ
Definition 2.6: An octagonal fuzzy number denoted by ܣሚɘ is defined to be the ordered quadruple
ܣሚɘ ൌ ൫݈ͳ ሺݎሻǡ ͳݏሺݐሻǡ ʹݏሺݐሻǡ ݈ʹ ሺݐሻ൯ , for א ݎሾͲǡ ݇ሿ and א ݐሾ݇ǡ ɘሿ
where
݈ͳ ሺݎሻ is a bounded left continuous non decreasing function over ሾͲǡ ɘͳ ሿǡ ሾͲ ɘͳ ݇ሿ
ͳݏሺݐሻ is a bounded left continuous non decreasing function over ሾ݇ǡ ɘʹ ሿǡ ሾ݇ ɘʹ ɘሿ
ʹݏሺݐሻ is a bounded left continuous non decreasing function over ሾ݇ǡ ɘʹ ሿǡ ሾ݇ ɘʹ ɘሿ
݈ʹ ሺݎሻ is a bounded left continuous non decreasing function over ሾͲǡ ɘͳ ሿǡ ሾͲ ɘͳ ݇ሿ
Remark 2.7: Ifω=1, then the above-defined number is called a normal octagonalfuzzy number
3.1 Robust Ranking Technique:To provide results which are consistent with human intuition, robust
ranking technique is used and it satisfies compensation, linearity and additive properties. If ܽ is a convex
ͳ
fuzzy number, the robust ranking index is defined by Âሺܽሻ ൌ ͲሺͲǤͷሻ ሺܽߙ ܮǡ ܽߙܷ ሻ݀ߙ
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where ሺܽߙ ܮǡ ܽߙܷ ሻ ൌ ሾሼሺܾ െ ܽሻߙ ܽǡ ݀ െ ሺ݀ െ ܿሻߙሽǡ ሼሺ݂ െ ݁ሻߙ ݁ǡ ݄ െ ሺ݄ െ ݃ሻߙሽሿ is the ߙ - level cut of a
fuzzy number ܽ. Here this method is proposed for ranking the objective values. The representative value
of fuzzy number ܽ is given by Robust ranking index R(ܽ).
3.2 Ranking Functions:A convenient method for comparing of the fuzzy numbers is by use of ranking
functions. We define a ranking function Â:F(R)®R. which maps each fuzzy number into the real line.
Now, suppose that ܽ and ܾ෨ be two octagonal fuzzy numbers. Therefore, we define orders on F(R) as
following:
ܽ Â෨ if and only if Âሺܽሻ Âሺܾ෨ሻ
෨
ܽ Â if and only if Âሺܽሻ Âሺܾ෨ሻ
ൌ෨
ܽ Â if and only if Âሺܽሻ ൌ Âሺܾ෨ሻ
Where ܽ and ܾ are in F(R). Also we write ܽ Â෨ if and only if ܾ෨ Â
෨
4. Fuzzy Multi – Objective Linear Programming Problem:
4.1 Multi – Objective Linear Programming Problem: A Linear Multi – objective optimization
problem is stated as
Minimize Z ൌ [C1x+ C2x+….+ Cnx]
Subject to constraints AX ܾǡ ݔ Ͳ (1)
where Cj, j=1,2,…,n is an N vector of cost coefficients, A an m×n – coefficients matrix of constraints and b
an m vector of demand (resource) availability.
4.2 Fuzziness in the Constraints: Two different models can be considered. In the first the fuzzification
of (1) leads to the following model:
Minimize Z ൌ [C1x+ C2x+….+ Cnx]
Subject to constraints AX ݃ ܾǡ ݔ Ͳ (2)
where the symbol ݃ indicates, as usual that there exists membership functions. ߤͳ ǣ ݔ՜ ሾͲǡ ͳሿǡ ݅ ൌ
ͳǡʹǡ ǥ ǡ ݉ expressing for each ܴܰ߳ݔthe accomplishment degree of the i constraint.
th
4.3 Fuzziness in the Objective Functions: We can suppose that the coefficients in the objective
functions are given by fuzzy numbers. Then the corresponding model can be defined as
݂ ݂ ݂
Minimize : ൣܺ ͳܥǡ ܺ ʹܥǡ ǥ ǡ ܺ ݊ܥ൧
Subject to constraints AX ܾǡ ݔ Ͳ (3)
݂
where each ݆ܥǡ ݅ ൌ ͳǡʹǡ ǥ ǡ ݊ is an N- vector of fuzzy numbers, for the sake of simplicity, assume that all
the fuzzy numbers giving the fuzzy costs of the objective function have an octagonal shape.
5.1 Numerical Example:Consider the following fuzzy bi – objective optimization problem
ݖݔܽܯǁͳ ൌ ܿͳ ݔͳ ܿʹ ݔʹ , ݖݔܽܯǁʹ ൌ ݀ͳ ݔͳ ݀ʹ ݔʹ
Subject to constraints ܽͳͳ ݔͳ ܽͳʹ ݔʹ Âܾͳ , ܽʹͳ ݔͳ ܽʹʹ ݔʹ Âܾʹ , ݔͳ ǡ ݔʹ ÂͲ
where ܿͳ ൌ ሺെʹǡ െͳǡͲǡͳǡʹǡ͵ǡǡሻ , ܿʹ ൌ ሺͳǡʹǡ͵ǡͶǡͷǡǡͻǡͳͲሻ
݀ͳ ൌ ሺെʹǡ െͳǡͳǡʹǡʹǡͶǡǡͺሻ , ݀ͳ ൌ ሺെʹǡ െͳǡͳǡʹǡ͵ǡǡǡͻሻ
ܽͳͳ ൌ ሺǡͺǡͻǡͳͳǡͳͷǡͳǡͳͺǡʹͲሻ , ܽͳʹ ൌ ሺͳǡʹǡͶǡͷǡͺǡͳͲǡͳʹǡͳͶሻ
ܽʹͳ ൌ ሺʹǡ͵ǡǡǡͺǡͳͲǡͳͳǡͳ͵ሻ , ܽʹʹ ൌ ሺͷǡǡͺǡͻǡͳͲǡͳͳǡͳ͵ǡͳͶሻ
ܾͳ ൌ ሺͻͲǡͳͲͲǡͳʹͲǡͳ͵ͲǡͳͷͲǡͳͲǡͳͲǡͳͺͲሻ , ܾʹ ൌ ሺͳͳͷǡͳʹͲǡͳ͵Ͳǡͳ͵ͷǡͳ͵ͷǡͳͶͷǡͳͶͷǡͳͷͷሻ
Solution:
Step 1:Using robust ranking technique. The given octagonal fuzzy number can be converted into a crisp
value.
ͳ
Âሺܽሻ ൌ නሺͲǤͷሻ ሺܽߙ ܮǡ ܽߙܷ ሻ݀ߙ
Ͳ
where ሺܽߙ ܮǡ ܽߙܷ ሻ ൌ ሾሼሺܾ െ ܽሻߙ ܽሽ ሼ݀ െ ሺ݀ െ ܿሻߙሽ ሼሺ݂ െ ݁ሻߙ ݁ሽ ሼ݄ െ ሺ݄ െ ݃ሻߙሽሿ
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ͳ ͳ
Âሺܿͳ ሻ ൌ Âሺെʹǡ െͳǡͲǡͳǡʹǡ͵ǡǡሻ ൌ නሺͲǤͷሻ ሾߙ െ ʹ ͳ െ ߙ ߙ ʹ െ ߙሿ݀ߙ ൌ නሺͲǤͷሻ ሺͺሻ݀ߙ ൌ Ͷ
Ͳ Ͳ
Similarly, Âሺܿʹ ሻ ൌ ܴሺͳǡʹǡ͵ǡͶǡͷǡǡͻǡͳͲሻ ൌ ͳͲ
Âሺ݀ͳ ሻ ൌ Âሺെʹǡ െͳǡͳǡʹǡʹǡͶǡǡͺሻ ൌ ͷ , Âሺ݀ͳ ሻ ൌ Âሺെʹǡ െͳǡͳǡʹǡ͵ǡǡǡͻሻ ൌ
Âሺܽͳͳ ሻ ൌ ÂሺǡͺǡͻǡͳͳǡͳͷǡͳǡͳͺǡʹͲሻ ൌ ʹ , Âሺܽͳʹ ሻ ൌ ÂሺͳǡʹǡͶǡͷǡͺǡͳͲǡͳʹǡͳͶሻ ൌ ͳͶ
Âሺܽʹͳ ሻ ൌ Âሺʹǡ͵ǡǡǡͺǡͳͲǡͳͳǡͳ͵ሻ ൌ ͳͷ , Âሺܽʹʹ ሻ ൌ ܴሺͷǡǡͺǡͻǡͳͲǡͳͳǡͳ͵ǡͳͶሻ ൌ ͳͻ
Âሺܾͳ ሻ ൌ ÂሺͻͲǡͳͲͲǡͳʹͲǡͳ͵ͲǡͳͷͲǡͳͲǡͳͲǡͳͺͲሻ ൌ ʹ
Âሺܾʹ ሻ ൌ ÂሺͳͳͷǡͳʹͲǡͳ͵Ͳǡͳ͵ͷǡͳ͵ͷǡͳͶͷǡͳͶͷǡͳͷͷሻ ൌ ʹͲ
Step 2: The crisp valued linear programming problem can be formulated as follows. Suppose we decide
that the first objective is preferable.
ݖ݁ݖ݅݉݅ݔܽܯǁͳ ൌ Ͷ ͳݔ ͳͲ ʹݔ Ͳ ͵ݔ ͲݔͶ
subject to constraints,
ʹ ͳݔ ͳͶ ʹݔ ͵ݔ ͲݔͶ ൌ ʹͷ
ͳͷ ͳݔ ͳͻ ʹݔ Ͳ ͵ݔ ݔͶ ൌ ʹͲ and ͳݔǡ ʹݔǡ ͵ݔǡ ݔͶ Ͳ
Enter into fuzzy simplex table and the results are tabulated below.
Table 5.1
ܤܥ Basis x1 x2 x3 x4 ܾ݅ Ratio
4 10 0 0
0 ͵ݔ 26 14 1 0 275 19.64
0 ݔͶ 15 19 0 1 270 14.21←
݆ݖെ ݆ܿ -4 -10 ↑ 0 0 Ͳ෨ 0
Here ߛͳ ൌ ͳݖെ ܿͳ ൌ െͶ ൏ Ͳ , ߛʹ ൌ ʹݖെ ܿʹ ൌ െͳͲ ൏ Ͳߚ this impliesߛʹ ൏ ߛͳ .
Hence related to the fuzzy non basic variableߛʹ , ݔʹ is an entering variable. According to the minimum
ratio test given in the step 3 of the fuzzy simplex algorithm, ݔͶ is a leaving variable. Now after pivoting
the resulting table is as follows:
Table 5.2
Basis x1 x2 x3 x4 ܾ݅
CB
4 10 0 0
0 ͵ݔ 14.9 0 1 -0.70 76.06
10 ʹݔ 0.79 1 0 0.05 14.21
݆ݖെ ݆ܿ 3.9 0 0 0.50 142
Since all ݆ݖെ ݆ܿ Ͳ,then the current solution is optimal.
Therefore solution is ͳݔൌ Ͳ , ʹݔൌ ͳͶǤʹ and ͳݖ݁ݖ݅݉݅ݔܽܯൌ ͳͶʹ
Next, we impose an extra constraint: Ͷ ͳݔ ͳͲ ʹݔ ͳͶʹ
We take it second objective ݖݔܽܯǁʹ ൌ ͷ ͳݔ ʹݔ
Subject to constraints ʹ ͳݔ ͳͶ ʹݔ ʹͷ ,
ͳͷ ͳݔ ͳͻ ʹݔ ʹͲ ,
Ͷ ͳݔ ͳͲ ʹݔ ͳͶʹ , ݔͳ ǡ ݔʹ Ͳ
Standard Fuzzy Linear Programming Problem:
ݖݔܽܯǁʹ ൌ ͷ ͳݔ ʹݔ Ͳ ͵ݔ ͲݔͶ Ͳݔͷ
subject to constraints,
ʹ ͳݔ ͳͶ ʹݔ ͵ݔ ͲݔͶ Ͳݔͷ ൌ ʹͷ
ͳͷ ͳݔ ͳͻ ʹݔ Ͳ ͵ݔ ݔͶ Ͳݔͷ ൌ ʹͲ
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Ͷ ͳݔ ͳͲ ʹݔ Ͳ ͵ݔ ͲݔͶ ݔͷ ൌ ͳͶʹand
ͳݔǡ ʹݔǡ ͵ݔǡ ݔͶ ǡ ݔͷ Ͳ
Enter into fuzzy simplex table.
Table 5.3
Basis x1 x2 x3 x4 x5 ܾ݅ Ratio
CB 5 6 0 0 0 0
0 ͵ݔ 26 14 1 0 0 275 19.6
0 ݔͶ 15 19 0 1 0 270 14.2
0 ݔͷ 4 10 0 0 1 142 14.2←
݆ݖെ ݆ܿ -5 -6 ↑ 0 0 0 0
It is obvious that ʹݔis an entering variable fuzzy variable and ݔͷ is an leaving fuzzy variable.
Table 5.4
Basis x1 x2 x3 x4 x5 ܾ݅ Ratio
CB 5 6 0 0 0
0 ͵ݔ 20.4 0 1 0 -1.4 76.2 3.735
0 ݔͶ 7.4 0 0 1 -1.9 0.2 0.027←
6 ʹݔ 0.4 1 0 0 0.1 14.2 35.5
݆ݖെ ݆ܿ -2.6↑ 0 0 0 0.6
It is obvious that ݔͳ is an entering variable fuzzy variable and ݔͶ is an leaving fuzzy variable.
Table 5.5
Basis x1 x2 x3 x4 x5 ܾ݅
CB 5 6 0 0 0
0 0 1 -2.75 2.6
0 ͵ݔ 75.6
1 0 0 0.13 -0.2
5 ͳݔ 0.03
0 1 0 -0.05 0.2
6 ʹݔ 14.2
݆ݖെ ݆ܿ 0 0 0 0 0.6
From the fuzzy simplex table 5.5 we observe that ݆ݖെ ݆ܿ Ͳ, then the current solution is optimal.
Hence ͳݔൌ ͲǤͲ͵and ʹݔൌ ͳͶǤʹ
The optimal solution is ݖ݁ݖ݅݉݅ݔܽܯǁʹ ൌ ͷሺͲǤͲ͵ሻ ሺͳͶǤʹሻ
ݖ݁ݖ݅݉݅ݔܽܯǁʹ ൌ ͺͷǤ͵ͷ
And the fuzzy optimal value of its first objective function is ݖǁͳ ൌ ͳͶʹ
The fuzzy optimal value of its second objective function is ݖǁʹ ൌ ͺͷǤ͵ͷ
Conclusion:In this paper, Multi objective fuzzy linear programming problem is solved with fuzzy
coefficients in the objective function and constraints. In particular octagonal fuzzy numbers are used as
coefficients and converting them into a crisp value using robust ranking method technique to derive a
fuzzy optimal solution.
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