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Fuzzy Mathematical Programming

This document discusses fuzzy mathematical programming and Verdegay's approach for obtaining fuzzy solutions to linear programming problems. It presents a sample problem where both the objective function and constraints are fuzzy, formulates the membership functions, and shows the equivalent parametric solution using simplex method.

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50 views12 pages

Fuzzy Mathematical Programming

This document discusses fuzzy mathematical programming and Verdegay's approach for obtaining fuzzy solutions to linear programming problems. It presents a sample problem where both the objective function and constraints are fuzzy, formulates the membership functions, and shows the equivalent parametric solution using simplex method.

Uploaded by

RAJARSHI DEY
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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FUZZY

MATHEMATICAL
PROGRAMMING
Priyanshu Anand
IMH/10065/19
CONTENT

• Introduction

• Verdegay’s Approach

• Problem Statement

• Formulating Membership Function

• Solution

20XX PRESENTATION TITLE 2


INTRODUCTION

Fuzzy Linear Programming (FLP) programs will appear when a kind of ambiguity is occurred in
the parameters of the model and/or in the lack of deterministic information in the classical linear
programming (LP) programs. In this case, the mentioned model will be established based on a
type of ambiguity instead of the crisp data such as fuzzy inputs and so on. In the literature of
fuzzy optimization, there are a lot of researches which are focused on fuzzy linear programming.
An interesting approach is using parametric programming methods in the fuzzy linear
programming. Afterward, various types of LP problems along with their solving methods have
been presented by different authors. Also, this is important to distinguish between flexibility and
uncertainty which appears in the parameters of models including the aim coefficients, the
coefficients matrix, and its constraints and also in the right-hand-side data. Flexibility concept is
modelled using fuzziness and reflects the concept that feasibility of the solutions for every
constraint will be valid based on its satisfaction degree. Furthermore, every constraint has an
accepted tolerance which is predetermined by the decision maker. Moreover, there is uncertainty
that concerns an objective variability in the desired model parameters (random uncertainty) or
the lack of some information of the parameter values.
3
VERDE GAY’S
APPROACH
Verde gay (1982) showed that an LP problem with the crisp target
and some fuzzy constraints is equal to a common parametric LP
model and thus, we are able to use parametric approaches to solve
these FLP problems. Cadenas and Verdegay (2000) provided a
multi-objective LP problem, where the objective coefficients in
the objective function appeared as fuzzy numbers, and also
applied fuzzy ordering approach to solve these models. Nasseri
and Bavandi (2017) considered a Stochastic Interval-Valued
Linear Fractional Programming (SIVLFP) problem, where in their
model, the coefficients and scalars of the objective function are
fractional intervals, and technological coefficients and the
quantities of the constraints in the mentioned model were random
variables with the specific distribution.
VERDE GAY’S APPROACH

Obtaining Fuzzy Solution When Only Some Constraints are Fuzzy


Z = max cx
s.t. (Ax)i ≤ bi, ∀i, and x ≥ 0, where bi, ∀I are in [bi, bi +pi] with given pi.
We can formulate the membership functions for each constraint using the
general formula :

5
PROBLEM STATEMENT
Obtaining Fuzzy Solution When Both the Objective Function and All Constraints are Fuzzy.

Maximize Z = 24.88x1 + 35.18x2 +119.39x3 + 126.84x4 + 90.84x5


Subject to
f1 (x) = (126 x1 + 174 x2 + 420 x3 + 420 x4 +420 x5 ) 10−3 ⩽ 200
f2 (x) = (7.5 x1 + 10 x2 + 59 x3 + 25 x4 +25 x5 ) 10−3 ⩽ 16
f3 (x) = (2 x1 + 2.8 x2 + 5.5 x3 + 6.7 x4 +6.7 x5 ) 10−3 ⩽ 3.85
f4 (x) = (4.2 x3 + 4.2 x4) 10−3 ⩽1

x1, x2, x3, x4, x5≥ 0

Given tolerances-
P1 = 50
P3 = 0.8

6
FORMULATION

We can formulate the membership functions for each constraint using the general formula :

7
SOLUTION

The problem is actually equivalent to-

Maximize α = 24.88x1 + 35.18x2 +119.39x3 + 126.84x4 + 90.84x5


Subject to
f1 (x) = (126 x1 + 174 x2 + 420 x3 + 420 x4 +420 x5 ) 10−3 ⩽ 200 + 50(1 - α)
f2 (x) = (7.5 x1 + 10 x2 + 59 x3 + 25 x4 +25 x5 ) 10−3 ⩽ 16
f3 (x) = (2 x1 + 2.8 x2 + 5.5 x3 + 6.7 x4 +6.7 x5 ) 10−3 ⩽ 3.85 + 0.8(1 – α)
f4 (x) = (4.2 x3 + 4.2 x4) 10−3 ⩽1
x1, x2, x3, x4, x5≥ 0
Using the parametric technique and the simplex method,
the optimal solution is then
x∗ =(0, 0, 0, 5000/21, 5000/21 + 2500/21𝜃)
= (0, 0, 0, 238.095, 238.095 + 119.048𝜃)
and
Z∗ =362800/7 + 75700/7
𝜃 = 51828.571 + 10814.286𝜃
8
GRAPHICALLY

9
TABLE OF DATA

10
TABLE OF DATA

20XX PRESENTATION TITLE 11


THANK YOU

12

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