Abstract
In this paper, a new concept of deviation distance and deviation degree between two closed intervals is being introduced. A new algorithm has been proposed to solve a Fully Fuzzy Multiobjective Linear Programming (FFMOLP) problem with all the constraints as fuzzy inequalities. In the algorithm, the FFMOLP problem is transformed into Crisp Nonlinear Programming (CNLP) problem by using the proposed concept of deviation degree, fuzzy nearest interval approximation, and goal programming (GP) technique. Then, it is proved that the δ-optimal solution of the CNLP problem is the fuzzy Pareto optimal solution of FFMOLP problem. Finally, to illustrate our method and to show its effectiveness, numerical examples are solved and are compared with the existing methods.
Keywords
Introduction
Multiobjective linear programming problem plays a vital role in many areas of engineering and management as it is helpful for Decision Maker (DM) to consider simultaneously several objectives in order to obtain a set of adequate solutions.
Moreover, in most of the situations, the coefficients of multiobjective models are not known precisely due to inexistent or scarce nature of relevant data, inadequate information, etc. To deal with such imprecise situations, Zimmermann [7] has applied fuzzy set theory concepts in multiobjective linear programming problem in 1978. In the past four decades, many researchers [6, 13] have proposed different methods based on the concept of deviation degree, GP, membership function, etc, for solving various types of fuzzy multiobjective linear programming problems. In recent years, some authors have shifted their focus from partially fuzzy linear programming problems, in which either decision variables or decision parameters are fuzzy but not all of them are fuzzy in nature, to Fully Fuzzy Linear Programming (FFLP) problem in which decision variables and decision parameters both are fuzzy in nature. Allahviranloo et al. [19] have introduced a new method for solving the FFLP problem using ranking function. Lotfi et al. [5] defined the FFLP problem with all the parameters and variables as triangular fuzzy numbers. Kumar et al. [1] have given a new method, in which, there is no restriction on the elements of coefficient matrix for solving FFLP problem. Kumar and Kaur [10] have introduced a new method called Mehar’s method for solving FFLP problem with trapezoidal fuzzy numbers. Ezzati et al. [16] have given a new lexicographical ordering for triangular fuzzy numbers and converted the FFLP problem into crisp multiobjective linear programming problem. Then, they have found the exact optimal solution of FFLP problem. Recently, Jayalakshmi and Pandian [12] have found the proper efficient solution of FFMOLP problem using Total objective-segregationmethod.
In most of the methods fuzzy numbers are replaced by real numbers due to which most of the information is lost. The aim of this paper is to convert the FFMOLP problem into Multiobjective Interval Linear Programming (MOILP) problem by using fuzzy nearest interval approximation instead of converting fuzzy problem directly into crisp problem in order to avoid the pitfall of fuzziness. The paper is organized as follows: in Section 2, we have given some basic definitions related to closed intervals and fuzzy set theory; a concept of deviation distance and deviation degree is introduced in Section 3; Section 4 provides a new method for solving FFMOLP problem and finding its fuzzy Pareto optimal solution; and in Section 5, a comparison is made between the existing method and proposed method through numerical examples; Finally, the conclusion is drawn inSection 6.
Preliminaries
In this section, some basic definitions related to closed interval and fuzzy set theory have been reviewed.
A ≤
mw
B iff m (A) ≤ m (B) and w (A) ≥ w (B), A <
mw
B iff m (A) < m (B) and w (A) > w (B).
is normal, i.e. there exist an element x such that ; is fuzzy convex, i.e. ∀ x, y ∈ R, ∀ λ ∈ [0, 1]; is upper semi-continuous; is bounded, where .
If be a non-negative triangular fuzzy number, then
In particular, is defined by , for all .
iff iff iff
We can easily observe the following fuzzy order relation on F (R) using Definitions 2.2 and 2.11:
Let then iff and , iff and . iff and , iff and .
Both of the above order relations ⪯ mw and ⪰ mw are reflexive, antisymmetric and transitive and hence, define partial ordering between fuzzy numbers.
Deviation distance and deviation degree between two closed intervals
Ishibuchi and Tanaka [8] have proposed two different concepts of ordering two closed intervals on the basis of their end points, and their center and width. Various approaches [3, 19] have been adopted by many researchers to solve the interval programming problem using the closed interval ordering concept.
Cheng et al. [6] have extended the concept of distance measure between two triangular fuzzy numbers to deviation degree between two triangular fuzzy numbers. In this section, we define a new concept of deviation degree between two closed intervals with the help of their center and width as follows:
the positive deviation distance of A from B is
the negative deviation distance of A from B is
In an interval programming problem, since different constraints may have different scale, the deviation distance of two closed intervals may also have different scale. Therefore, it is appropriate to normalize all the deviation distance to the same scale. For comparing two kinds of inequality constraints, we define two kinds of deviation degree as follows:
the positive deviation degree of A from B is
the negative deviation distance of A from B is
where M = max {a L , b L } and m = min {a L , b L }.
Fully fuzzy multiobjective linear programming problem
In the literature two type of approaches are used to solve the fuzzy linear programming problem. One of them is using different ranking functions, each fuzzy number is converted into the single point of the real line and corresponding to that we obtain the crisp linear programming problem. The other approach ranks fuzzy numbers by means of a fuzzy relationship. In this approach, DM takes different degree of satisfaction of constraints for the desirable optimal solution, which allows DM to look for a non dominated solution. In this section, we propose a new algorithm to solve the FFMOLP problem and find the fuzzy Pareto optimal solution to it. This is based on the second approach which provides cushion to DM to decide how much DM wants to compromise with the feasibility for the desire objective function value.
FFMOLP problem with k objectives, m inequality constraints and n variables can be formulated as follows:
In the multiobjective programming problem, it is unlikely that all the objective functions will attain their optimal values at the same time due to the conflicting nature of the objective functions; hence, it is very difficult to maximize all the objective functions simultaneously. Hence, Pareto optimal solution provides a better compromise solution.
In fuzzy environment, fuzzy Pareto optimal solution has been defined by various authors [6, 17] using the deviation degree, membership function and magnitude of fuzzy number for different kind of fuzzy multiobjective linear programming problems, in which fuzzy objective functions are replaced by a single numbers. Therefore, critical information is lost in the process. In order to avoid such situations, we are comparing fuzzy objective functions on the basis of their center value and width of the fuzzy objective functions, respectively. Now, we will define a fuzzy Pareto optimal solution based on the concept of fuzzy order relations ⪯ mw and ≺ mw for FFMOLP problem as follows:
satisfying constraints of (P1), There does not exist any where , j = 1, 2, …, n, satisfying constraints of (P1) such that
Procedure to find the fuzzy Pareto optimal solution of FFMOLP problem
In this subsection, a new algorithm is proposed to find the fuzzy Pareto optimal solution of (P1). The steps of the proposed algorithm are given as follows:
Let and be the aspiration level of the centers and the widths of the k objective function of (P4), which are the optimal solutions of 2k CNLP problems respectively.
Let S and S′ be the set of all the feasible solutions of (P2) and (P3) respectively.
We claim if and only if .
Let
Using Definition 3.2, we can easily observe that is a feasible solution of (P4), corresponding to the feasible solution of (P3).
Since (P4) and 2k CNLP problems have same constraints, therefore is also a feasible solution of 2k CNLP problems. Hence,
Since also satisfy the constraints of (P4), therefore is the feasible solution of 2k CNLP problems. Therefore,
Using the constraints of (P5), we get
From (8), we get
In this section, the proposed method is illustrated with the help of two examples and compares the proposed method with the Total objective-segregation method [12].
Using Definitions 2.7 and 2.11, convert aboveproblem into MOILP problem as follows:
Using Steps 3–6, and , (10) can be written as
where,
and , q = 1, 2 are the aspiration level of center and width of the q-th objective function of (10) corresponding to the different values of deviation degree δ and their values are given in Table 1 below.
Solving (11) by LINGO 14.0 and using Theorem 4.1, we obtain the fuzzy Parteo optimal solution and the fuzzy objective functions values of problem (9) for different values of δ which are listed in Table 2.
Now, using Total objective-segregation method [12], the fuzzy optimal solution, fuzzy objective functions values and the real values corresponding to fuzzy objective functions of problem (9) are listed in Table 3.
Using the Definition 2.9, comparison between the fuzzy objective functions value is drawn as follows: For δ = 0.001 to 0.0003, 0.0005 to 0.0008and 0.001, we can easily see from Table 2 and 3 that
For δ = 0.0004 and 0.0009,
where M = Proposed method and N = Total objective-segregation method.
Therefore, from the above observations, we can easily conclude that the proposed method gives better solution than the Total objective-segregation method [12].
The following example problem is taken from Jayalakshmi and Pandian [12].
Using Definitions 2.7 and 2.11, convert problem (12) into MOILP problem as follows:
where,
Solving (14) by LINGO 14.0 and using Theorem 4.1, we obtain the fuzzy Parteo optimal solution and the fuzzy objective functions value of problem (12) and and the real values corresponding to the fuzzy objective functions of problem (12) (Definition 2.8) for different values of δ are listed in Table 5.
Now, using Total objective-segregation method [12], the fuzzy optimal solution, fuzzy objective functions values and the real values corresponding to fuzzy objective functions of problem (12) are listed in Table 6.
Next, we have compared the fuzzy objective functions value obtain by proposed method and Total objective-segregation method [12] with the help of Definition 2.9 as follows:
for all values of δ = 0.001 to 0.0001 in Tables 5 and 6, we can easily observe that
Next, we will solve the following linear programming with fuzzy parameters which is a particular case of our problem, taken from Jimenez et al. [14]
Solving (17) by LINGO 14.0. we obtain the fuzzy optimal solution and the fuzzy objective function value of problem (15) for different values of δ, which are listed in Table 8.
The optimal value and the fuzzy objective function value for different value of α obtain by Jimenez et al. method [14] and the real value corresponding to the fuzzy objective function are listed in Table 9.
With the help of Definition 2.9, we can easily observe from Table 8 and 9 that the proposed method give better result than Jimenez et al. method [14].
In this paper, a new method has been proposed in which FFMOLP problem is first converted into MOILP problem by nearest interval approximations in order to avoid pitfalls of the essential information. Then with the help of deviation degree and GP approach, MOILP can be transformed into CNLP problem and fuzzy Pareto optimal solution for FFMOLP problem can be obtained by solving CNLP problem using LINGO 14.0 software. Our method can also solve the FFLP problem. This method gives the flexibility to the DM to choose the value of deviation degree δ between the two closed intervals in each constraint. In the end, a comparison is made with the existing method. The proposed method has the following advantages: captures basic features of the original fuzzy quantities and avoid pitfalls of fuzziness. the optimal solution is a fuzzy pareto optimal solution. DM need to know only about arithmetic operations of TrFN and near interval approximation of TrFN. Hence, it is very easy to apply and understand. Without any difficulty it can be easily implemented into a programming language.
Footnotes
Acknowledgments
The second author is thankful to the Council of Scientific and Industrial Research (CSIR), New Delhi, India, for the financial support (09/045(1153)/2012-EMR-I).
