A New Approach For Solving Fully Fuzzy Linear Fractional Programming Problems Using The Multi-Objective Linear Programming
A New Approach For Solving Fully Fuzzy Linear Fractional Programming Problems Using The Multi-Objective Linear Programming
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S A. Edalatpanah
Ayandegan Institute of Higher Education
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Abstract. This paper deals with developing an efficient algorithm for solving the fully fuzzy linear
fractional programming problem. To this end, we construct a new method which is obtained from
combination of Charnes−Cooper scheme and the multi-objective linear programming problem. Fur-
thermore, the application of the proposed method in real life problems is presented and this method is
compared with some existing methods. The numerical experiments and comparative results presented
promising results to find the fuzzy optimal solution.
1. Introduction
Consider the following linear fractional programming:
ct x + q F (x)
Max t
= (1.1)
d x+r G(x)
s.t. ⎛ ⎞
Ax ⎝ = ⎠ b,
x 0.
Where x is the decision variables, A is the coefficients of the technological matrices, ct , dt are the coefficients
associated with the objective function. q, r ∈ R. For some values of x, G(x) may be equal to zero. To avoid
such cases, one requires that either
⎧ ⎛ ⎞ ⎛ ⎞ ⎫
⎨ ⎬
x 0, Ax ⎝ = ⎠ b, ⇒ G(x) > 0} or {x 0, Ax ⎝ = ⎠ b, ⇒ G(x) < 0 .
⎩ ⎭
Keywords. Fully fuzzy linear programming, linear fractional programming, linear programming, multi-objective linear
programming; triangular fuzzy number.
1 Department of Mathematics, National Institute of Technology Jamshedpur, 831014 Jamshedpur India.
[email protected]
2 Department of Applied Mathematics, Ayandegan Institute of Higher Education, Tonekabon, Iran.
Nowadays, the problem of linear fractional programming has significant application in different real life areas
such as production planning, financial sector, health care and all engineering fields. However, in real world
applications, certainty, reliability and precision of data is often illusory. The optimal solution of an LP only
depends on a limited number of constraints; therefore much of the collected information has little impact on
the solution. It is useful to consider the knowledge of experts about the parameters as fuzzy data.
The fuzzy linear fractional programming problems in which all the parameters and variables are represented
by fuzzy numbers are known as fully fuzzy linear fractional programming (FFLFP) problems. In the actual
cases the parameters may be uncertain or a vague estimation about the variables is known as those are found
in general by some experiment. To overcome the uncertainty and vagueness, one may use the fuzzy numbers
in the place of the crisp numbers. Thus the crisp system of linear fractional programming problem becomes a
fuzzy system of FLFP problem or FFLFP problem. In the FFLFP problem all the parameters and variables
are considered to be fuzzy numbers. It is an important issue to develop mathematical models and numerical
techniques which apply in real life circumstances that would appropriately treat the general fuzzy or fully fuzzy
linear fractional programming because subtraction and division of fuzzy numbers are not the inverse operations
to addition and multiplication respectively. Nowadays, the problem of FLFP problems has significant application
in different real life areas such as production planning, financial sector, health care and all engineering fields.
For this reason, this is an important area of research in the recent years. In this paper, we consider the FFLFP
problem. In recent years, many methods currently exist for solving FFLFP problem under nonnegative fuzzy
variables.
The concept of fuzzy set and fuzzy numbers was first introduced [13]. In [7], the authors proposed a method
to solve multi-objective linear fractional programming (MOLFP) problem under a fuzzy satisfied. A general
concept of Pareto optimal solution and use two types of fuzzy goals (called fuzzy equal and fuzzy min) was
introduced in [8]. In [13] the concept of linguistic variation was introduced. The FFLP problem by establishing
all the coefficients and variables of a linear program as being fuzzy quantities was introduced in [1].
Recently Pop and Minasian [6], proposed a method for solving fully falsified linear fractional programming
problems where all the parameters and variables are triangular fuzzy numbers. In [10, 11], they considered the
same problem of [6] for solving fully fuzzy linear fractional programming problem.
In this paper, we modified the methods of [6, 11]. First we transform the FFLFP problem into a FFLP
problem with the help of Charnes−Cooper method [3]. Then using a new technique, the FFLP problem will be
converted into a multi-objective linear programming (MOLP) problem. We also prove that this solution can be
considered as an exact solution of FFLFP problem. Finally, we show that advantages of the proposed method
over the existing method [6, 11].
This paper is organized as follows: some basic definitions and notations are presented in Section 2. In Section 3,
the general form of linear fractional programming (LFP) problem is presented. In Section 4, the general form
of FFLFP problem is presented and a new method is proposed for solving FFLFP problems. Advantages of the
proposed method over the existing method with the help of a simple example are provided in Section 5. To
show the application of the proposed method a real life problem is solved in Section 6. In Section 7, we discuss
the importance of our results. Finally, conclusion has been drawn in the last section.
2. Preliminaries
In this section, we have presented some basic concept of fuzzy triangular number, which was very useful in
this paper.
Definition 2.1 ([10]). Let X denotes a universal set. Then a fuzzy subset A of X is defined by its membership
function μà : X → [0, 1]; which assigned a real number μà (X) in the interval [0, 1], to each element x ∈ X,
SOLVING FFLFP PROBLEMS USING MOLP PROBLEMS 287
where the values of μà (X)x shows the grade of membership of x in Ã. A fuzzy subset à can be characterized
as a set of ordered pairs of element x and grade μà (X) and is often written à = (x, μà (x)) : x ∈ X is called a
fuzzy set.
Definition 2.2 ([10]). A fuzzy number à = (b, c, a) is said to be a triangular fuzzy number if its membership
function is given by
⎧
⎪ (x − b)
⎪
⎪ , b x c,
⎪
⎨ (c − b)
⎪
μà (X) = (a − x)
⎪
⎪ , c x a,
⎪
⎪ (a − c)
⎪
⎩
0, else.
Definition 2.3. A triangular fuzzy number (b, c, a) is said to be non-negative (non-positive) triangular fuzzy
number if and only if b 0 (a 0).
Definition 2.4 ([10]). Two triangular fuzzy number à = (b, c, a) and B̃ = (e, f, d) are said to be equal if and
only if b = e, c = f, a = d.
Definition 2.5 ([6]). A ranking is a function R : F (R) → R where F (R) is a set of fuzzy number defined on set
of real numbers, which maps each fuzzy number into the real line, where a natural order exists. Let à = (b, c, a)
is a triangular fuzzy number then (Ã) = b + 2c
4
+a
.
Definition 2.6 ([6]). Letà = (b, c, a), B̃ = (e, f, d) be two triangular fuzzy numbers then the fuzzy arithmetic
is defined as follows:
⎧
⎪ (be, cf, ad) if b 0,
⎪
⎪
⎨
à ⊗ B̃ = ÃB̃ = (bd, cf, ad) if b < 0, a 0,
⎪
⎪
⎪
⎩
(bd, cf, cd) if c < 0,
Definition 2.7. Let à = (b, c, a), B̃ = (e, f, d) be two triangular fuzzy numbers. We say that à is relatively
less than B̃, if and only if:
(i) b < e or
(ii) b = e and (b − c) > (e − f ) or
(iii) b = e, (b − c) = (e − f ) and (a + b) = (d + e).
Note. It is clear from Definition 2.7 that b = e, (b − c) = (e − f ) and (a + b) = (d + e) if and only if à = B̃.
288 S. KUMAR DAS AND T. MANDAL
Now, by the following theorem we show that the linear fractional programming problem can be transform into
a LP problem.
Theorem 3.1. Assume that (y, 0) with y 0 is feasible for the following LP problem:
Max ct y + qα
s.t dt y + rα = 1,
Ay − bα = 0,
α 0, y 0. (3.2)
Then following the condition (3.1), the LFP (3.1) is equivalent into LP (3.2).
Proof. Let x be the feasible solution of LFP (3.1). Define q(x) = (y, α), with α = (dt x + r)−1 and y = αx. Then
y 0, α > 0, Ay − bα = α(Ax − b) = 0, dt y + rα = α(dt x + r) = 1, Thus (y, α), is feasible for LP (3.2).
Conversely, if (y, α), is feasible for LP (3.2) and (y, 0) is feasible for LP (3.2), then α > 0, and x = y/t satisfies
x> = 0, Ax − b = (Ay − bα)/α = 0. Therefore, the feasible set of LFP problem is one-one onto the feasible set
for LP (3.2).
Moreover, the objective functions are related by
Next, we will model the fully fuzzy linear fractional programming problem where all the variables and all
the parameters are triangular fuzzy numbers. Let us consider a general format of fully fuzzy linear fractional
programming problem as follows:
c̃t x̃ + q̃
Max Z̃ =
d˜t x̃ + r̃
s.t. Ãx̃ b̃
x̃ 0. (3.3)
First, we transform problem (3.3) in to a fully fuzzified LP problem using Charnes−Cooper transformation [3],
and obtain the following problem.
Max c̃t ỹ + q̃ t̃
subject to Ãỹ − b̃t̃ 0̃,
˜ + r̃ t̃ 1̃,
dỹ
ỹ, t̃ 0. (3.4)
SOLVING FFLFP PROBLEMS USING MOLP PROBLEMS 289
Let us assume that all the parameters x̃, c̃, q̃, d, ˜ r̃, b̃ and z̃ are represented by triangular fuzzy numbers
((x) , (x) , (x) ), ((c ) , (c ) , (c ) ), ((q) , (q) , (q)r ), ((dt )p , (dt )q , (dt )r ), ((b)p , (b)q , (b)r ), ((r)p , (r)q , (r)r ) and
p q r t p t q t r p q
((a)p , (a)q , (a)r ), respectively. After computing the fuzzy quantities with respect to Definitions 2.2 and 2.3 we
modify the maximization of the objective function and constraints function described by a triangular fuzzy
number with the maximization of three values of the fuzzy number. Then we can rewrite the mentioned FFLP
as follows:
Max (z1 , z2 , z3 ) = ((ct y)p , (ct y)q , (ct y)r ) + ((q)p , (q)q , (q)r ) (3.5)
s.t. ((a)p , (a)q , (a)r ) ⊗ ((y)p , (y)q , (y)r ) − ((bt)p , (bt)q , (bt)r ) 0̃,
((dt y)p , (dt y)q , (dt y)r + (rt)p , (rt)q , (rt)r ) 1̃,
((y)p , (y)q , (y)r ) 0. ((t)p , (t)q , (t)r ) 0.
Remark 3.2. If ỹ ∗ = ((y ∗ )p , (y ∗ )q , (y ∗ )r ) is said to be an exact optimal solution of problem (3.4) then it will
satisfies in the following conditions:
s.t.
((ay)p , (ay)q , (ay)r ) − ((bt)p , (bt)q , (bt)r ) 0̃,
((dt y + rt)p , (dt y + rt)q , (dt y + rt)r ) 1̃,
s.t.
(ay)p − (bt)r 0,
(ay)q − (bt)q 0,
(ay)r − (bt)p 0,
(dt y + r)p + tp 1,
(dt y + r)q + tq 1,
(dt y + r)r + tr 1,
(y)q − (y)p 0, (y)r − (y)q 0, (y)p 0, (t)q − (t)p 0, (t)r − (t)q 0, (t)p 0. (3.7)
290 S. KUMAR DAS AND T. MANDAL
Step 3. Regarding Definition 2.6 the problem (3.7) is converted to the MOLP problem with three crisp objective
functions and the constraints are changed as follows:
(y)q − (y)p 0, (y)r − (y)q 0, (y)p 0, (t)q − (t)p 0, (t)r − (t)q 0, (t)p 0. (3.8)
Step 4. In objective functions the lexicographic method will be used to obtain the optimal solution of the
problem (3.8). So, we get:
Max (ct y + qt)p
s.t.
(Ay)p − (bt)r 0,
(Ay)p − (bt)r − ((Ay)q − (bt)q ) 0,
(Ay)p − (bt)r + ((Ay)r − (bt)p ) 0,
(dt y + r)p + tp 1,
(dt y + r)p + tp − (dt y + r)q − tq 0,
(dt y + r)p + tp + (dt y + r)r + tr 2,
(y)q − (y)p 0, (y)r − (y)q 0, (y)p 0, (t)q − (t)p 0, (t)r − (t)q 0, (t)p 0. (3.9)
If we get a unique optimal solution then it is an optimal solution of the problem (3.5) and stop. Otherwise go
to next step.
Step 5. Solve the following problem over the optimal solutions that are achieved in Step 4 as follows:
s.t.
(ct y + qt)p = l∗
(Ay)p − (bt)r 0,
(Ay)p − (bt)r − ((Ay)q − (bt)q ) 0,
(Ay)p − (bt)r + ((Ay)r − (bt)p ) 0,
(dt y + r)p + tp 1,
SOLVING FFLFP PROBLEMS USING MOLP PROBLEMS 291
(y)q − (y)p 0, (y)r − (y)q 0, (y)p 0, (t)q − (t)p 0, (t)r − (t)q 0, (t)p 0, (3.10)
∗
where l is the optimal value of problem (3.9). If the problem (3.9) has a unique optimal solution, then it is an
optimal solution of problem (3.5) and stop. Otherwise go to next step.
Step 6. Solve the following problem over the optimal solutions that are achieved in Step 5 as follows:
s.t.
(ct y + qt)p − (ct y + qt)q = k ∗
(ct y + qt)p = l∗
(Ay)p − (bt)r 0,
(Ay)p − (bt)r − ((Ay)q − (bt)q ) 0,
(Ay)p − (bt)r + ((Ay)r − (bt)p ) 0,
(dt y + r)p + tp 1,
(dt y + r)p + tp − (dt y + r)q − tq 0,
(dt y + r)p + tp + (dt y + r)r + tr 2,
(y)q − (y)p 0, (y)r − (y)q 0, (y)p 0, (t)q − (t)p 0, (t)r − (t)q 0, (t)p 0, (3.11)
∗
where k is the optimal value of problem (3.10). Hence, the optimal solution of the problem (3.5) is obtained
by solving problems (3.11).
Now by theorem we clarify the lexicographic optimal solution of the problem (3.9) can be considered as an
exact optimal solution of the problem (3.5).
Theorem 3.4. If ỹ ∗ = (y ∗ )p , (y ∗ )q , (y ∗ )r be an optimal solution of problems (3.9)−(3.11), then it is also an
exact optimal solution of the problem (3.10).
Proof. By the method of contradiction, let ỹ ∗ = (y ∗ )p , (y ∗ )q , (y ∗ )r be an optimal solution of (3.9)−(3.11), but
it is not the exact optimal solution of the problem (3.5). Let us we considerỹ 0 = (y 0 )p , (y 0 )q , (y 0 )r , such that
in the case of maximization:
(Ay 0 )p = (b̃1 ),
(Ay 0 )p − (Ay 0 )q = (b̃1 ) − (b̃2 ),
(Ay 0 )p + (Ay 0 )r = (b̃1 ) + (b̃3 ),
(y 0 )p − (y 0 )q 0, (y 0 )r − (y 0 )q 0, (y 0 )p 0.
Case (ii). In case of maximization, let us we consider (ct y ∗ )p = (ct y 0 )p , and (ct y ∗ )p −(ct y ∗ )q (ct y 0 )p −(ct y 0 )q
also, with respect to the assumption we have:
(Ay 0 )p = (b̃1 ),
(Ay 0 )p = (b̃1 ),
4. Numerical example
In order to illustrate the proposed method to solve fully fuzz linear fractional programs, consider the following
example:
Example 4.1 ([6]). Let us consider the following linear fractional program as follows:
x1 − x2 + 1
Max z =
x1 + x2 + 2
s.t. x1 + x2 2,
x1 − x2 1,
x1 , x2 0.
The optimal solution of the problem is x1 = 1, x2 = 0 and the optimal value of z is 2/3 = 0.66667.
We attach now to this problem a fully fuzzified problem. Thus the fully fuzzy linear fractional programming
problem which we want to solve is as follows:
(0, 1, 2) ⊗ ((x1 )p , (x1 )q , (x1 )r ) − (−2, −1, 0) ⊗ ((x2 )p , (x2 )q , (x2 )r ) + (0, 1, 2)
Max
(0, 1, 2) ⊗ ((x1 )p , (x1 )q , (x1 )r ) + (0, 1, 2) ⊗ ((x2 )p , (x2 )q , (x2 )r ) + (1, 2, 3)
s.t.
(0, 1, 2) ⊗ ((x1 )p , (x1 )q , (x1 )r ) + (0, 1, 2) ⊗ ((x2 )p , (x2 )q , (x2 )r ) (1, 2, 3),
(0, 1, 2) ⊗ ((x1 )p , (x1 )q , (x1 )r ) − (−2, −1, 0) ⊗ ((x2 )p , (x2 )q , (x2 )r ) (0, 1, 2),
(x1 )p , (x1 )q , (x1 )r , (x2 )p , (x2 )q , (x2 )r 0.
According to Steps 2 and 3, we get the following multiple objective linear programming problem:
s.t.
−3t3 0,
(y1 )q + (y2 )q − 2t2 0,
2(y1 )r + 2(y2 )r − t1 0,
−2(y2 )r − 2t3 0,
(y1 )q − (y2 )q − t2 0,
2(y1 )r 0,
t1 1,
q q
(y1 ) + (y2 ) + 2t2 1,
2(y1 )r + 2(y2 )r + 3t3 1,
(y)q − (y)p 0, (y)r − (y)q 0, (y)p 0, t1 , t2 , t3 0.
Using Steps 3, 4, 5 and Step 6, the optimal solution of the problem is:
0.66667 = (z1∗ + z2∗ )proposed method = (z1∗ + z2∗ ) method of [2] = 0.66667>(z1∗ + z2∗ ) method of [3 ] = 0.55
(0, 0.66667, 4) = (z ∗ )proposed method >(z ∗ ) method of [2 ] = (−0.21, 0.66667, 5.822)>(z1∗ ) method of [3 ] = (0, 0.55, 1.09).
294 S. KUMAR DAS AND T. MANDAL
Source Destination
Taichung Chiayi Kaohsiung Taipei
Changhua (8, 10, 10.8) (20.4, 22, 24) (8, 10, 10.6) (18.8, 20, 22)
Touliu (14, 15, 16) (18.2, 20, 22) (10, 12, 13) (6, 8, 8.8)
Hsinchu (18.4, 20, 21) (9.6, 12, 13) (7.8, 10, 10.8) (14, 15, 16)
SOLVING FFLFP PROBLEMS USING MOLP PROBLEMS 295
Source Destination
Taichung Chiayi Kaohsiung Taipei
Taichung (1.5, 2, 2.5) (4, 5, 6) (1.3, 2, 2.5) (3, 4, 5)
Touliu (2.5, 3, 4) (2, 3, 4) (2.3, 3, 4) (1.5, 2, 2.5)
Hsinchu (3, 4, 5) (2, 3, 4) (1.5, 2, 2.7) (2, 3, 4)
The real world problem can be modeled to the following FFLFP problem:
⎧ ⎫
⎨ (8, 10, 10.8)x̃11 + (20.4, 22, 24)x̃12 + (8, 10, 10.6)x̃13 + (18.8, 20, 22)x̃14 + ⎬
(14, 15, 16)x̃21 + (18.2, 20, 22)x̃22 + (10, 12, 13)x̃23 + (6, 8, 8.8)x̃24 +
⎩ (18.4, 20, 21)x̃ + (9.6, 12, 13)x̃ + (7.8, 10, 10.8)x̃ + (14, 15, 16)x̃ ⎭
31 32 33 34
Max Z = ⎧ ⎫
⎨ (1.5, 2, 2.5)x̃11 + (4, 5, 6)x̃12 + (1.3, 2, 2.5)x̃13 + (3, 4, 5)x̃14 + ⎬
(2.5, 3, 4)x̃21 + (2, 3, 4)x̃22 + (2.3, 3, 4)x̃23 + (1.5, 2, 2.5)x̃24 +
⎩ (3, 4, 5)x̃ + (2, 3, 4)x̃ + (1.5, 2, 2.7)x̃ + (2, 3, 4)x̃ ⎭
31 32 33 34
s.t.
Figure 1. Membership functions of the optimal solution by the present method and existing
method [6, 11].
By comparing proposed method results with existing method [6, 11], based on Definition 2.7, we conclude
that our result is more efficient than other existing method.
4.64 = (z1∗ + z2∗ )proposed method = (z1∗ + z2∗ ) method of [2 ] = 4.64>(z1∗ + z2∗ ) method of [3 ] = 4.2
(2.26, 4.64, 9.48) = (z ∗ ) proposed method >(z
∗
) method of [2 ] = (2, 4.64, 9)>(z1∗ ) method of [3 ] = (2, 4.2, 11).
7. Conclusions
In this paper, a new solving procedure has been suggested to solve the FFLFP problem. Using
Charnes−Cooper transformation method, we transformed the fully fuzzy linear fractional programming prob-
lem into fully fuzzy linear programming problem. After that, the fully fuzzy linear programming problem is
converted into its equivalent MOLP problem. It is our belief that the proposed method for solution of FFLFP
SOLVING FFLFP PROBLEMS USING MOLP PROBLEMS 297
Figure 2. Membership functions of the optimal solution by the present method and existing
method [6, 11].
problem in real life problem as well as simple problem may be of considerable interest for mathematician working
in this field.
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