Abstract
This paper focuses on extending and applying a fuzzy approach for utilization with the fully fuzzy multi-objective and multi-level integer quadratic programming (FFMMQP) problems. First, the decomposition technique is used to convert the fuzzy problem for each level into three crisp multi-objective integer quadratic (MQP) problems namely, Middle-MQP, Upper-MQP and Lower-MQP problem. Each crisp problem has its own variables. Furthermore, the functions of each problem have several quadratic functions. Then by considering the individual solution of each objective function, the middle, upper and lower membership functions are constructed. Second, the concept of the tolerance membership function and multi-objective optimization in the decomposition form is used to establish decomposed Tchebycheff problems to achieve the Pareto optimal fuzzy solution for the FFMMQP problems. An example is provided to prove the theoretical results.
Keywords
Introduction
The research on fuzzy linear programming (FLP) has risen highly since Bellman and Zadeh [4] proposed the concept of decision making in fuzzy environment. The most common approach to treat the challenge of solving the (FLP) problems is to change the fuzzy linear programming into the corresponding crisp linear programming [21, 26]. By allowing all of the parameters and variables in the FLP problem to be fuzzy, we obtain a fully fuzzy linear programming (FFLP) problem [1, 9]. Hepzibah and Umamaheswari [14] presented a new method for solving the fuzzy quadratic programming problem by converting it into a fuzzy linear complimentarity problem. A computational algorithm based on the degree of deviation is proposed to obtain a Pareto-optimal solution of the fully fuzzy multi-objective linear programming (FFMOLP) problem [5]. Sharma and Aggarwal [25] proposed a method to solve the FFMOLP problem based on the nearest interval approximation of the fuzzy number and interval programming. A fuzzy compromise solution for the FFMOLP problems was obtained by Hamadameen and Hassan [10]. Arana-Jimenez [3] presented a new method based on a multiple objective linear programming (MOLP) problem to determine a non-dominated solution for the FFLP problem.
The multi-level programming problems are attractive for many researchers because of their application in several areas such as competitive economic organization, biofuel production, supply chains, government systems, and so on. Several mathematical models for such problems have been exhibited [2, 28]. Han et al. [12], in their work on the multi-level decision making, used the particle swarm optimization as an approach for solving the bi-level and tri-level programming problems. The authors also presented a survey of the theoretical research results and the related technique developments to multilevel decision-making [20]. Kumar and Rakshit [19] introduced the fuzzy goal programming (FGP) procedure for a fuzzy three level quadratic fractional programming problem and also for a fuzzy multi-level quadratic fractional programming problem [18]. They also modified the FGP in [17] to solve the bi-level quadratic fractional programming problem. Hosseini [13] developed an approach based on the Taylor series to solve the non-linear quadratic multi-level programming problem.
Due to the lack of efficient algorithms for tackling fully fuzzy multi-level programming problems, we have been motivated to work on developing a new algorithm or improving current methods to solve these types of problems more efficiently. The work on this paper is based on the concepts which were discussed in [22]. In [22], the authors discussed the fuzzy approach to deal with the three-level nonlinear multi-objective decision making. However, the existing method [22] cannot be used to find the Pareto optimal fuzzy solution of the FFMMQP problems. In this paper, we extend the same idea by explaining new methodological developments in fully fuzzy data.
The modified fuzzy approach will be expected to be applicable to real-life decision problems in many areas, such as engineering management, supply chain management, risk investment, transportation problems, and others.
This paper is organized into five sections. In the next section, some necessary definitions and arithmetic operations of triangular fuzzy numbers are reviewed. In Section 3, the fully fuzzy multi-objective and multi-level integer quadratic programming problems are formulated and a detailed methodology to solve this kind of problems is explained. An illustrative numerical example about the proposed method is presented in Section 4. Finally, a conclusion is provided in Section 5.
Preliminary concept
In this section, some necessary concepts of fuzzy sets and triangular fuzzy number are presented.
Addition:
Subtraction:
Scalar multiplication:
Multiplication:
b3 ≥ 0,
Methodology
Formulation of the fully fuzzy multi-objective and multi-level integer quadratic programming problems
Let’s consider the following fully fuzzy multi-objective and multi-level integer quadratic programming (FFMMQP) problems:
1st level decision maker [DM1]:
2nd level decision maker [DM2]:
⋮
Pth level decision maker [DM
p
]:
Where
r = 1, 2, …, m1 for the 1st level objective functions,
r = 1, 2, …, m2 for the 2nd level objective functions,
⋮
r = 1, 2, …, m p for the pth level objective functions.
Where
Jayalakshmi and Pandian [15] presented the bound and decomposition method to determine an optimal fuzzy solution for the fully fuzzy linear programming (FFLP) problems. Conforming to this method, the FFMMQP problems are decomposed into three crisp multi-objective integer quadratic programming MQP problems with bounded variable constraints for each level, and the three crisp MQP problems are solved one at a time.
Let all of the fuzzy parameters and the fuzzy variables of both objective functions and constraints for each level in Equations (1) and (2) be represented by triangular fuzzy numbers. Each of these has the following values:
Hence, Equation (1) can be reformulated as follows:
1st level decision maker[DM1]:
where (x2, y2, t2) , (x3, y3, t3) , …, (x p , y p , t p ) solves
2nd level decision maker[DM2]:
where (x3, y3, t3) , (x4, y4, t4) , …, (x p , y p , t p ) solves
⋮
where (x p , y p , t p ) solves,
Pth level decision maker[DM
p
]:
subject to
And the crisp form of the quadratic objective functions of the ith-LDM is obtained as follows:
Now, using the arithmetic operations as stated in Definition 2.2, Equation (3) can be changed into the following deterministic MQP problem for each level:
ith level decision maker [DM
i
] , (i = 1, 2, …, p):
where (x j , y j , t j ) solves, (j = i + 1, 2, …, p), (r = 1, 2, …, m i )
subject to
The relationship x j ≤ y j ≤ t j , (j = 1, 2, …, n), and is called a bounded constraint.
From the decomposition of Equation (5), three crisp MQP problems, namely, the middle MQP problem (M-MQP), the upper MQP problem (U-MQP) and the lower MQP problem (L-MQP) are constructed as follows:
ith level decision maker [DM
i
] , (i = 1, 2, …, p):
where y j solves, (j = i + 1, 2, …, p)
(r = 1, 2, …, m i ),
subject to
where (t j ) solves, (j = i + 1, 2, …, p),
(r = 1, 2, …, m i )
subject to
Furthermore,
where x j solves, (j = i + 1, 2, …, p)
(r = 1, 2, …, m i )
subject to
To prepare the fuzzy programming model [22] to achieve the Pareto optimal fuzzy solution of Equation (5), all of the objective functions at each level and decision vectors are reconstructed into fuzzy goals by selecting imprecise aspiration levels for them. Then, they are characterized by the associated membership functions by describing tolerance limits for the achievement of the aspired levels of the corresponding fuzzy goals.
Construction of membership functions
Let
As obtained above, the optimal solution of each objective function is described by the triangular fuzzy number. The membership function for the defined fuzzy decision of the rth objective function at the ith level is decomposed into three sub-membership functions, namely, the middle-membership functions (M-MF), the upper-membership functions (U-MF) and the lower-membership functions (L-MF).
The sub-membership functions for the rth objective function at the ith level are formulated in the following manner:
and
Now, we can obtain the solution of the ith level decision maker ith-LDM problem by solving the following sub-Tchebycheff problems, namely, the middle-Tchebycheff (M-Tch) problems, the upper-Tchebycheff (U-Tch) problems and the lower-Tchebycheff (L-Tch) problems.
Thus, the solutions of the ith-LDM are
Let
Then, the membership functions of the ith-LDM can be assumed as follows:
and
Let
and
Finally, to obtain a satisfactory solution, which is also a Pareto optimal solution (in the fuzzy form) with overall satisfaction,
and
If the solution is not satisfactory for any one of the DMs, the membership functions or the tolerances of the DMs are re-adjusted. Again, this process can be continued until a satisfactory solution is achieved.
Numerical example
The following example demonstrates the computational procedure of the fully fuzzy multi-objective and multi-level integer quadratic programming FFMMQP problems:
[FLDM]:
where
[SLDM]:
where
[TLDM]:
The first step in the solution procedure is to use the bound and decomposition method [15] to transform the original FFMMQP problem to the MMQP problem with crisp coefficients and crisp decision variables. Let
First, the FLDM can be re-formulated as follows:
[FLDM]:
where (x2, y2, t2) , (x3, y3, t3) solves,
subject to
The individual optimal solutions of the decision variables and the objective functions of the FLDM are provided in Table 1.
The individual optimal solutions of the decision variables and the objective functions of the FLDM
The individual optimal solutions of the decision variables and the objective functions of the FLDM
The individual optimal fuzzy solutions of the FLDM are
By using Equations (12) and (14), we build the sub-membership functions
whose fuzzy solutions are
Second, the SLDM can be re-written in the following form:
[SLDM]:
The individual optimal solutions of the decision variables and the objective functions of the SLDM are summarized in Table 2.
The individual optimal solutions of the decision variables and the objective functions of the SLDM
However, as obtained in FLDM, the SLDM fuzzy solutions are
Third, the TLDM can be formulated in a similar way as follows:
[TLDM]:
The individual optimal solutions of the decision variables and the objective functions of the TLDM are summarized in Table 3.
The individual optimal solutions of the decision variables and the objective functions of the TLDM
The TLDM can be treated in a similar way as discussed in the FLDM. Then, the TLDM fuzzy solutions are
Let (1, 4) , (1, 3) and (1, 3) be the tolerance values on the lower decision vectors x1, x2, the middle decision vectors y1, y2, and the upper decision vectors t1, t2, respectively, as considered by the FLDM and SLDM. By using Equations (24) and (26), the TLDM solves the following sub-Tchebycheff problems:
Then, the Pareto optimal fuzzy solution of the FFMMQP problem using a decomposed fuzzy approach is obtained as follows:
In this paper, a new modified fuzzy approach was modeled to deal with the fully fuzzy multi-objective and multi-level integer quadratic programming (FFMMQP) problems. In the proposed approach, each fuzzy problem was converted to three crisp multi-objective quadratic problems based on the decomposition technique. Then the concept of a tolerance membership functions and multi-objective optimization in the decomposition form was used to generate the Pareto optimal fuzzy solution for the given FFMMQP problems. To check the validity of the method, one numerical example was provided. Obtained results clarify that the proposed technique creates a powerful tool which demanded for solving the fully fuzzy multi-level problems. The work will be able to help solve real life and industrial problems which are usually complicated, uncertain and continuously subject to changes, by considering the fuzziness in the formulation of the model. For future research, one possible direction is to apply the proposed approach to deal with the real world decision making situation such as a multi-level logistics planning problem under fully fuzzy environments.
