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Fuzzy linear programming (flp) problems have appeared in the literature. Fuzzy set theory has been found extensive applications in various fields. This paper proposes a method for solving linear programming problems with fuzzy parameters based on multiobjective linear programming technique.
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Originaltitel
A Method for Solving Linear Programming Problems With Fuzzy Parameters Based on Multiobjetive Linear Programming Technique
Fuzzy linear programming (flp) problems have appeared in the literature. Fuzzy set theory has been found extensive applications in various fields. This paper proposes a method for solving linear programming problems with fuzzy parameters based on multiobjective linear programming technique.
Fuzzy linear programming (flp) problems have appeared in the literature. Fuzzy set theory has been found extensive applications in various fields. This paper proposes a method for solving linear programming problems with fuzzy parameters based on multiobjective linear programming technique.
World Scientific Publishing Co. k Operational Research Society of Singapore A METHOD FOR SOLVING LINEAR PROGRAMMING PROBLEMS WITH FUZZY PARAMETERS BASED ON MULTIOBJECTIVE LINEAR PROGRAMMING TECHNIQUE M. ZANGIABADI Faculty of Mathematics and Computer Sciences Shahid Bahonar University of Kerman, Kerman, Iran Zangiabadi^raail.uk. ac. ir H. R. MALEKI* Department of Basic Sciences Shiraz Univemity of Technology, Shiraz, Iran maleki@sutech. ac. ir Received 26 October 2005 Accepted 11 November 2006 In the real-world optimization problems, coefficients of the objective function are not known precisely and can be interpreUid as fuzzy numbers. In this paper we define the concepts of optiniality for linear programming problems with fuzzy parameters based on those for miiltiobjective line.ar programniirig problems. Then by using the concept of rompiiriaon of fuzzy numbers, we transform a linear programming problem with fuzzy parameters to a multiobjective linear programming problem. To this end, we propose several theorems which are used to obtain optimal solutions of linc-ar programmitig prob- lems with fuzzy parameters. Finally some examples are given for illustrating the proposed method of solving linear programming problem with fuzzy parameters. Kejjwords: Linear optimization: fuzzy number; ranking function; multiobjective linear programming. 1. Introduction Fuzzy set theory presented by Zadeh (1965) has been found extensive applica- tions in various fields. Following tbe fuzzy decision-mak ing concept proposed by Bellman and Zadeh (1D7U), Zimmermaim (1974, lU7(j) and Tauaka et al. (1974) introduced fuzzy sets into an ordinary LP problem with fuzzy objective and con- straints. Subsequently, several kinds of fuzzy linear programming (FLP) problems have appeared in the literature (Cadenas and Verdegay, 1997; Delgado et at., 1985, 1987, 1989; Ishibuchi aud Tanaka, 199(J; Luhandjula, 1983: Oh'Eigeartaigh, 1982; * Corresponding author. 557 558 M. Zangiabadi & H. R. Maleht Rommelfanger et al, 1989; Tanaka et a/., 1984; Verdegay, 1982; Zimmermann, 1985) and different approaches of resolution bave been proposed. Delgado ei at. (1989) described the more important problems in fuzzy linear programming. In continue, they proposed a resolution method for a general model of FLP problems involving all of the above items. To mathematically model the FLP problem, perhaps a crisp version of it has advantageous because of necessary tools for solving it whicJi will be conventional (Delgado et a/., 1987). For this means Dolgado et al. (1987) coasidered FLP problem in which coefficients of the objective function are fuzzy numbers. To give a resolution method for this problem they introduced an auxihary multiobjective parametric lin- ear programming (MPLP) problem. They showed that, the parametric solution of MPLP is a fuzzy solution for FLP problem. Rommelfanger et al. (1989) presented a method for solving linear prograumiing problems with fuzzy parameter in the objective function. In their method, FLP problem was reduced to a few extreme objective functions. Ishibuchi e( al. (1990) converted the mathematical program- ming problem whose objective function lias interval coefficient into a multiobjective problem using the order relations. Luhandjura (1987) formulated FLP problem as a semi-infinite linear prograimning probleirLs with infinitely many objective functions. Mae(ia (2001) formulated the FLP problem as a two-objective linear programming problem and Zhang et al. (2003) formulated it as a four-objective linear program- ming problem. On the other hand, one of the most convenient methods is based on the concept of comparison of fuzzy numbers by nsing ranking functions (Bortolan and Degani. 1985; Maleki et ai, 2000, 2002; Mishmast et at., 2004: Yazdani Peraei et /., 2001; Yoon, 1996). However, it is clear that using a single ranking function will produce too broad a surmnary of the aforementioned information (as in probability theory when one uses only the average value to represent a certain j)robability distribu- tion). Therefore, a description based on more than one characteristic seems more appropriate (Delgado, 1998; Mishmast, 2004). In this paper, to remove the short- coming in applying ranking functions we associate a A'-dimcntional vector ranking function to a fuzzy number, where the components of that are detcriiiincd on the basis of the decision maker's preferences. The aim of this paper is to extend the Zhang et al. method by using a vector ranking function. In fact, we solve linear programming problem with fuzzy param- eters based on multiobjective linear programming techniques. The paper has the following structure. In Sec. 2, we present comparison of fuzzy numbers by using ranking functions and review the concept of optimality for multiobjective linear prograimning problem. In Sec. 3, we apply a vector ranking function to convert FLP problem to a multiobjective linear programming problem. In Sec. 4, we briefly describe Delgado and Verdegays' method. In Sec. 5, we apply lexicographic ranking function for solving FLP problem. Also some examples are presented. Solving Linear Programming Problems with Fuzzy Parameters .559 2. Preliminaries 2.1. Vector ranking function Let x - {xi,X2,.-.^XnY. y = (yi, y2, ---.yn)' G K" be two vectors, where ' denotes transpose of the vector. Then we write x > y if and only if Xi > yi, for all i belong to iV = {1, 2, . . . , n} ; x > y if and only if a:, > yi, for all i iV; x ^ y if and only if Xi ^ yi, for some i N. Definition 2.1. (Cadenas and Verdegay, 1997) A fuzzy set a on M is called a fuzzy number if it holds: (1) Its membership function is upper semi continuous. (2) There exist three intervals [a, 6], [6,c], [c,d\ such that a is increasing on [a,6], equal to 1 on [6, c], decreasing on [c, d] and equal to 0 anywhere else. We denote the set of all fuzzy numbers by F(E). A simple method for ordering the elements of F(R) consists in the defining of a ranking function R : F(R) v M which maps each fuzzy number into a point of the real line, where a natural order exists. It is obvious tbat more than one ranking function can be defined (Bortolan and Degani, 1985; Cadenas and Verdegay, 1997). Based on the decision maker's preferences, assume there exist k important attributes associated to fuzzy number a such tbat the ith of them can be char- acterized by the ranking function Ri : F{R) -> R. In tbis (-ase, we associate a crisp /c-dimensional vector, R(a), to a as follows: Definition 2.2. The vector function R(.). defined as above, is called a vector ranking function. Moreover, let a and b belong to i^(R), then: tt > 6 if and only if R(a) > R(6). R a > 6 if and only if R(a) > R(6). n = & if and only if R(a) - R(6). RI a / 6 If and only if R() ^ R(6). R Also we write a < 6 if and only if 6 > a; a < 6 if and only if 6 > a. R R R R Example 2.1. Let d bo a fuzzy number. Some vecttor ranking functions may be defined as follow: (a) The Roubcns ranking function which is defined as: 1 f ' R{a) = -x I (inf Or + supar)dr, 2 Jo 560 M. Zangiabadi & H. R. Maleki where ttr is an r-cuts of a, i.e., hr = {x eM. \a{x) > r}, 0 < r < 1. Roubens ranking function is a vector ranking function with k ^ 1 when the decision maker choose Ri{.) as the only characteristic for ordering. (b) It is possible that the decision maker considers expectation, E{a), and variance, Var(a), of the density function associated with a (Delgado et ai., 1998a) as the characteristics for ordering. In this case k = 2 and (c) For fc = 3, based on the the decision maker preferences we may consider R(a) - {V{a), A{a), F(a))', where V{a), A{a) and F{a) are value, ambiguity and fuzziness nof a, respectively, which are defined as: V{a)= f r[La{r) + Ih{r)]dr, Jo A{a)= f r[/2a(r)-La(r)]rfr, Jo rl/2 .1 F{a) = / r[Ih{r) ~ L^{r)] dr + / rlLa{r) - Ra{r)] dr, Jo Jl/2 where both La(.) and Ra{.) are from [0,1] to R and defined as: 'mi{x\x G Supp(a)} if r 0. ifrG{O,l], | { l Supp(a)} if ; = 0, and Supp(a) ^ {x G R\a{x) > 0}. Observe that since a is upper semi-continuous with bounded support, the r-cuts uf a are clustxl and bounded iiatervaLs. Observe, too, that the function La is increas- ing and the function Ra is decreasing. For more details, see Delgado et al. (1998a, 1998b). 2.2. Multiobjective linear progmmming [n this section we briefly describe multiobjective Unear programming problem and the concept of optimality for it. The model: max z(x) Cx, s.t. Ax<b, (2.1) x > 0. wiiere C'isakxji matrix of coefficients of the linear objective functions, A G E"***" and bG K" and xG R", is called a muitiobjective Unear prograinining model (MOLP). Solving Linear Programming Problems with Fuzzy Parameters 561 For the sake of simplicity, we set X - {x G K^'lAx < b, x > 0}. We review the concept of optimaiity for MOLP as usual manner. Definition 2.3. A point x* G X is called a complete optimal solution for MOLP if and only if z(x*) > z(x) for all x G X. Definition 2.4. A point x* G X is called a pareto optimal solution for MOLP if and only if there does not exist another x G X such that z(x) > z(x') and z( x) ^z( x' ) . Definition 2.5. A point x* G X is called a weak pareto optimal solution for MOLP if and only if there does not exist another x G X such that z(x) > z(x' ). Let E''. EP and E'^P denote the set of all complete optimal solutions, pareto optimal solution and all weak pareto optimal solutions for MOLP, respectively, then it is easy to show that E^ C EP C 3. Liner Programming Problem with Fuzzy Parameters In this section, we consider a lijiear programming problem with fuzzy parameters and investigate some methods to solve it. Moreover, we suppose that R is a given vector ranking function. Definition 3.1. The model max z " cx, R (3.1) s.t. X G X. where c = (f?i,f2,... ,Cn) G (F(E))", Ls called a linear programming probiem with fuzzy parameters (FLP). Definition 3.2. A point x* G X is called an R-optimal solution for FLP (3.1) if and only if cx* > cx for all x G X. R Definition 3.3. A point x* G X is called an R-efficient solution for FLP (3.1) if and only if there does not exist another x G X such that cx > cx* and cx ^ ex. R R Definition 3.4. A point x* G X is called an R-weak efficient solution for FLP (3.1) if and tmlv if there does not exist another x G X such that cx' >cx*. In this paper X'^^, X'^'^ and X^*^ denote R-optimal. R-efficieiit and R-weak efficient solution sets, respectively. In addition, from tlieir definitions, it can be easily proved that X" " c X^ c X""". Now, associated with the model (3.1), we consider the following MOLP problem: max z(x) = (i2i(cx) s.t. X G X . (3.2) 562 M. Zangiabadi & H. R. Maleki In a more compact format, MOLP (3.2) is written: max {z(x) = R(cx)|x G X}, (3.3) where R(.) = (/?,(.), R2{.) Rk{.)y. The relationship between the optimal solutions ofthe MOLP (3.3) and the model (3.2) can be characterized by the following theorems. Theorem 3.1. A point x* e X is an R-optimal solution for the model (3.1) if and only ifx.* is a complete optimal solution for MOLP (3.3). Proof. Assume that x' G X is an R-optimal solution of the model (3.1), then for any X G X we have cx' >cx. Now, by definition of > we have R(cx') > R(cx), a R V / ^ >, ^1 for all X G X, and hence z(x*) > z(x) for all x G X.Therefore x* is a complete optimal solution for MOLP (3.3). Conversely, assume x* is a complete optimal solution of MOLP (3.3), then for all X G X we have z(x') > z(x), and hence R(cx*) > R(cx). Therefore ex* >cx, for all X G X. This implies x* Ls an R-optimal soiution for the model (3.1). n Theorem 3.2. A point x* G X zs an R-effcient solution for model (3.1) // and only ifx* is a pareto optirnat solution for MOLP (3.3). Proof. Let X* G X be an R-efficient solution for the model (3.1). Oti the contrary, we suppose that x* is not a pareto optimal solution for MOLP (3.3), i.e., there exists an X G X such that z(x) > z(x*) and z(x) ^ z(x'), hence R(cx) > R(cxV) and R(cx) ^ R(cx*). This impUe.s cx>cx* and cx?^cx', which contradicts that R R X* G X is an R-efficient solution for the model (3.1). On the other hand, let x" G X be a pareto optimal solution for MOLP (3.3). On the contrary, we suppose that x' G X is not an R-efficient solution for the model (3.1), i.e., there exists an x G X such that cx > cx* and cx ^ cx* this implies R R R(cx) > R(cx ) and R(cx) ^ R(cx*). This means z(x) > z(x-) and z(x) ^ z(x*), which contradicts that x' G X Ls a pareto optimal solution for MOLP (3.3). D Theorem 3.3. A point, x" G X is an R-weak effcient soiution for modei (3.1) if and only if x* is a weak pareto optimal solution for MOLP (3.3). Proof. Straight forward. A classic method to generate a pareto (weak pareto) optimal solution of MOLP (3.3) is to use the weighted sums of objective functions, i.e., to consider the solutions of tlic following weighted problem: max {wR(cx)|x G X}, (3.4) where w G W - {w G !R*^|w > 0, ^^^j Wj = 1}. For finding R-efficient solution or R-weak efficient solutions of the model (3.1J, it suffices to use the following theorems. Solving Linear Programming Problems with Fuzzy Parameters 563 Theorem 3.4. Let a point x* e X be an optimal solution of weighted problem (3.4) for some w > 0, then x' is an K-efficient solution for model (3.1). Proof. On the contrary, let x* not be an R-efficient solution of model (3.1). From Theorem 3.2, we conclude that x* is not a pareto optimal solution of MOLP (3.3). Therefore there exists an x G X such that z(x) > z(x' ) and z(x) ^ z(x' ). Hence R(cx) > R(cx*) and R(cx) ^ R(cx*). This means /Ij(cx) > RJ{CJC') for all j e {l,2,...,k} and there exists at least a jo G {1.2,.. .,A;} such that i?j,,(cx) > i2j,,(cx'), now since w > 0 we have: k fc wR(cx*) = ^WjRj{cK*) < "^WjRjic^) = wR(cx). This contradicts that x' is an optimal solution of weighted problem (3.4). D Theorem 3.5. Let a point x* G X 6e an R-efficient solution for model (3.1), then x' is an optimal solution of weighted problem (3.4) for som.e w > 0. Proof. Let x* be an R-efficieiit solution for model (3.1), by Theorem 3.2, it is a pareto optimal solution for MOLP (3.3). By using Theorem 9.6 of Steuer (1986), x* Ls an optimal solution for weighted problem (3.4) for some w > 0. D Theorem 3.6. A point x* is an optimal solution for weighted problem. (3.4) for some w G W / and only if x" is an R-weak efficient solution for model (3.1). Proof. Straight forward. By Theorem 3.4, among the other results, each x G X which is an optimal solution of the weighted problem (3.4) for any w > 0 is an R-efficient optimal solution for model (3.1). On the other hanrl. under the conditions of Theorem 3.5, at least one w > 0 is associated with every R-efRcient optimal sohition, that causes the weighted problem (3.4), to have it as an optimal solution. Note that different methods exist to help the decision maker for assigning weights to the objective func-tions (Diakoulaki et aL, 1995; Nutt, 1980; Pekelman and Sen, 1974; Solyimosi mid Domhi, 198; Steuer. Example 3.1. To illustrate the efficiency of the propostjd method we consider the following problem which is used by Zhang et al. (2003). s.t. xi + 4x2 ^ 14, 4x1 + IO12 < 3 8 , (3.5) 2811 - 5x2 < 56, Xl > 0, X2> 0, 564 M. Zangiabadi & H. R. Maleki where the membership functions of c^ and C2 are x-5 5<x<6, 1 6 <X <7, (20 - x)/13 7 <X <20, l o 20 and ro X <16. X - 16 16 <X <17. 1 17 <X <18, (40 - x)/22 18 <X <40, 10 40 <X. Let us, based on the decision maker's preferences, consider k = Z and R(a) = (K(a), A{a}, F(o))' where V{a),A{a) and F{a) are defined in the previous section. Note that The following MOLP is associated with the problem (3.5): max z(x) = (8.5a:i + 21x2, 17/6xi + 13/3x2, 3.5xi + 23/4x2)', s.t. Xl -i- 4x2 <14, 4x1 + 10x2 <38, (3.6) 28X1 - 5x2 <56, Xl > 0, X2 > 0. To solve the above problem, the following weighted problem is considered: max wji (8.5x1 + 21x2) + uJ2(17/6xi + 13/3x2) + ^3(3.5x1 + 23/4x2), s.t. Xl + 4x2 < 14, 4xi +10x2 <38, (3.7) 28xi - 5x2 <56, Xl > 0, X2 > 0. From Theorem 3.4, if x' is an optimal soiutinn to the weighted problem (3.7) for some w > I), then x" is an R-efficiout solution for model (3.5). The solution of the problem depends on the choice of the weights in problem (3.7). For example, if the Solving Linear Programming Problems with Fuzzy Parameters 565 decision maker sets wi = 0.5, ziJ2 = 0.25, wz = 0.25, then the optimal solution is (xl,x5) = (0,3.5). We denote that our method includes Zhang et al. method (2003) as a special case. To this end we consider the following examples. Example 3.2. Consider FLP problem (3.5). If we set A; ^ 4 and where i2i(a), R2{a), Raia) and R4{a) are defined as: Ri{a) - i nf {xeR| a( x) >0}, i?2(a) - i nf {xGE| a( x) >l }, /?3(a) = sup{x G M[a(x) > 1}, R4{d) = sup{x G R|a(x) > 0}, then The following MOLP is associated with problem (3.5). max z(x) = (5X1 + 16x2. 6x1 + 17x2, 7xi + 18x2, 20xi + 40x2)', s.t. xi + 4X2 < 14, 4x1 + 10X2 < 38, (3.8) 28xi - 5x2 < 56, Xi > 0, X2 > 0. The MOLP (3.8) is exactly the same as an MOLP problem obtained by the method of Zhang et al. (2003, example 2). Example 3.3. Consider FLP problem (3.5). If we set fc = 5 and where Ri{a),R2{a},Rz{a),R4{a) and R.^{d) are defined as: /2i(a) = inf{x G Ria(x) > 0}, R2{d) = inf{x G Rla(x) > 1}, z{h) - sup{x G M(a(x) > 1}, ia) = sup{x G Rjd(x) > 0}, ia) = A{d), 566 M. Zangiabadi & H. R. Maleki where A{d) is defined in the previous section. Then =7, i25(e2) = 13/3. The following MOLP is associated with problem (3.5). max z(x) = (5xi + 16x2,6xi + 17x2,7xi + 18x2,20xi 4-40x2,17/6x] + 13/3x2)', s.t. xi + 4x2 < 14, 4x, -h 10x2 < 38, ^^'^^ 28xi - 5x2 < 56, 3:1 > 0, X2 > 0. To solve the above problem, the following weighted problem is considered: max w;i(5xi -H 16x2) -l-u;2(6xi -H 17x2) + ti;3(7xi + 18x2) + W4(20xi + 40x2) + W5il7/6xi -I- 13/3x2), s.t. xi + 4x2 < 14, 4X1 + 10x2 < 38, ^^'^^^ 28xi - 5x2 < 56, Xl > 0, X2 > 0. From Theorem 3.4, if x* is an optimal solution to the weighted problem (3.10) for some w > 0, then x* is an R-efficient solution for model (3.5). The solution of the problem depends on the choice of the weights in problem (3.10). For example, if the decision maker sets Wi - w?2 = "^3 - W4 ^ O.l,w^ ^ 0.6, then the optimal solution is(:rt,.-c^)-(2.5,2.8). 4. Delgado and Verdegays' Method In this section, we briefly described Delgado and Verdegays' method (1987). We considered the following FLP problem max{cixi +C2X2-!--+CnXn|xe X} (4.1) Where c = (o], co. . . . , Cn), are vaguely stated estimates of the coefficients which are tiefined by means of membership fun('t ion like '0 li Rj < x < r j , hi{x) if r, <x<Ci, 1 if Cj < X < Cj, ffj(x) if Cj < x < Rj Solving Linear Programming Problems with Fuzzy Parameters 567 Delgado and Verdegay (1987) showed that, the fuzzy solution to FLP (4.1) can be obtained from the solution of the MPLP problem. max (c'x, c^x,..., s.t. X e X, where (1 -a) is the subset constituted by vectors whose jtk component is equal to either the upper or the lower bound of Cj , ^j ( l - a) =g~^{l-a) or ipj{l-a) = /i~' (l - a ) , j = 1,2,...,n, that is, c= (CI, C2, . . . , CH) G :(1 -a)-^Cj = t^j(l - a ) or ipj{l - a ) , j" =l , 2, . . . , n. Notice that several approaches can be considered to solve muitiobjective linear programming model (4.2). For (nore detail, see Delgado and Verdegay (1987). Although this method is applicable to solve FLP problem in which the co.sts are fuzzy ones with trapezoid membership functions, but one of the most advantage of this method is giving a fuzzy solution to the FLP problem. Example 4. 1. We consider the following problem which is used by Detgado and Verdegay (1987). max z{x) = ciXi 4-2x2, s.t. 2x1 - i 2 <6, (4.3) Xi -I- 5x2 < 10, Xi >0, X2 > 0. where the membership functions of ci is defined as: { x-2 2<x<3, (5-x)/2 3<x<5, 0 elsewhere. Ill accordance with (4.3), Delgado and Verdegay (1987) solved the following MPLP problem. max 2(x) = [(3 - a)xi -i- 2x2, (3 -I- 2Q)XI -I- 2x2, s.t. 2xi -X2 < 6, ,^ ^^ (4.4) xi -I- 5x2 < 10, Xl > 0, X2 >0, O G [0, 1]. Solving it by means of Multicriterion Simplex Method (Zeleny, 1982), they obtained {x\,xT,) - (3.64.1.27).^'(a) - [13.45 - 3.64a. 13.45 +7.27aj, which is the fuzzy solution for model (4.3). For more details, see Delgado and Verdegay (1987). 568 Af. Zangiabadi & H. R. Maleki 5. Using Lexicographic Ranking Function for Solving Fuzzy Number Linear Programming Problem Suppose that the decision maker orders the components ofthe vector ranking func- tion based on some preferences, by starting with the most important component. In this case we associate a lexicographic ranking function to a fuzzy number. Definition 5.1. A vector x is called lexicographically positive, denoted by x ;^ 0, if the following two conditions hold: 1. X is not identically zero. 2. The first nonzero component of x is positive. A lexicographically nonnegative vector, denoted by >rO, is either the zero vector or a lexicographically positive vector. Definition 5.2. A vector x is lexicographically greater than y, denoted by x ;^ y, if and only if x y ;^ 0. Also X is said to 6e lexicographically greater than or equal to y, denoted by x >:: y, if and only if x y >: 0. Definition 5.3. The vector ranking function 3? whose components are ordered on the basis of the decision maker's preferences, starting with the most imjx)rtant, is called a lexicographic vector ranking function. Moreover, let a and 6 belong to F{ R ), then we define d > h if and only if!)?() a > I) if and only if 3?(a) >- ! a h if and only if 9?(a) = a^b'ii and only if ^{a) / 3 ? Also we write o < 6 if and only if 6 > a; o < & if and only if 6 > a. Now we return to model (3.1) and apply lexicographic vector ranking fim<:tion fo solve it. In model (3.1) sot R = 'R, i.e., the vector ranking function is a lexicographic vector ranking function, thus model (3.1) changes to model (5.1). max z cx, s.t. X e X, Setting R ^ K in Definitions 3.2, 3.3 and 3.4 gives the definition of 3?-optimal solu- tion, ?R-effi{'ient sohition and )ff-weak efficient solution for model (5.1), respectively. As mentioned in Sec. 3 associated with the model (5.1) can be considered the Solving Linear pTogramming Problems with Fuzzy Parameters 569 following MOLP problem: max (Si(ex), 3?2(cx),..., Mk{cx))\ ,^ 2) s.t. X e X. Which in a more compact format can be written as follow: max{3?(cx)| xGX}. (5.3) For solving model (5.2), by using lexicographic maximization process (Steuer, 1986), we recursively construct the following reduced feasible regions: 50 = X, 51 = {y So : Ki(cy) = max{!R,(cx) : x G So}}, Sa - {y G S, ; 5ft2(cy) - max{2(cx) : x G Si }}, Sfc - (y G Sfc_i : JJfc(cy) = max{3efc(cx) : x e Sfc_i}}. The process begins by maximizing objective function 5Ri(cx) which is bounded over So = X. By constraining So to the maximal value of the first criterion. Si is obtained. Then, the second objective function 3?2(cx) which is bounded over Si is maximiztxl. By constraining Si to the maximal value of the second criterion, S2 is obtained. The process continues in this fashion until we obtain either Sit 7^ <?> or for some l{l < I < k), Si,Si+i,... ,Sk = <p. The latter occurs when 3i((cx) is unbounded over Si_i (Steuer, 1986). Now we have the following theorems: Theorem 5.1. Extreme points ofSj,l<j<k, are extreme points of X. Proof. See Theorem 9.33 of Steuer (1986). D Theorem 5.2. Let x* G S^. then x* is an 'R-efficient solution for the model (5.1). Proof. Suppose x ' is not an S-efficient solution for model (5.1). Then there exists an X G X such that c x>c x" and cx?^cx*. It follows that 3?(cx) >: K(cx*) and i?(cx) ^ !R(cx'). Hence 3?(cx) - 3?(cx') t 0, and 3?(cx) - 3(cx*) / 0. Now, we consider the following two cases: Case 1: Let !'f?](cx) > 3fi(cx*). Hence x* does not belong to Si . From Sjt C Sfc-i C - c S(] = X, it follows that x* does not belong to Sfc, which contradicts that x' G Sfc. Case 2: There exists a ( e {2 k] such that %(cx.) - ?R((cx*) > 0 and %{c5(.) - %{cx') - 0 for aU i G {1, 2, . . . ,f - 1}. Since ?R,(cx) - >R,(cx') = 0 for all i G i l . 2 , . . . , i - 1} and X* e Sfc C S^-i C C So - X. we conclude that xG S^, for all i G {1, 2, . . . , t - 1}. On the other hand, 3?,(cx) > U,.{cx*} and x e Si,i E {1.2, . . . , i - l } . imply that x* does not belong to St. This contradicts that x* G Sk- D 570 M. Zangiabadi & If. R. Maleki From Theorem 5.2, if x* e Sfc, then x' is an S-efficient solution for the model (5.1). A situation may happen that the set Sfc is empty. It occurs wfien for an l{l < I < k)^i{cx) is unbounded over Si_i. In this case, we have the option of gaining the flexibility of the decision maker to either change the order of components of vet^tor ranking function corresponding with the remaining objective functions or apply the weighted method in the previous section for solving FLP. Example 5.1. Consider the model (3.5) given in Example 3.1. Let whose components are ordered based on the decision maker's preferences. V{d), A{d) and F{d) are defined in Sec. 2. Note that: V{ci) - 8.5, V{C2} = 21. To find S], the following LP problem is solved. max 2(x) = 8.5xi -I- 21x2, s.t. Xl -!-4x2 < 14, 4xi + 10x2 < 38, (5.4) 28X1 - 5x2 < 56, 3^1 > 0, X2 > 0. We obtain Si = {{x\,xl) = (0,3.5)}. Since S] Is a singleton, then Si = S2 = S.-^. Hence, from Theorem 5.2. (x;,x^) = (0.3.5) is an 9?-efficient solution for model (3.5). Example 5.2. To illustrate the efficiency of the proposed method in comparison with the method proposed by Delgado and Verdegay (1987), Consider the model (4.3) given in Example 4.1. Let. based on the decision maker's preferences, we consider k = 'Sand whose components are ordered based on the decision maker's preferences. V(a), A{a.) and F(o) are defined in Sec. 2. Note that Solving Linear Programming Problems with Fuzzy Parameters 571 To find S| . the following LP problem is solved. max z(x) ^ 19/6x1 + 2x2, s.t. 2xi - X2 < 6, (5.5) Xl + 5x2 < 10, X\ > 0, X2 > 0. We obtain Si = {(Xi,x5) = (3.64,1.27)}. Since Si is a singleton, then Si = S2 = S.v Hence, from the Theorem 5.2, (xj,x5) = (3.64,1.27), 2* = 14.05 is an 9?-efficient solution for model (4.3). Although the optimal solution obtained by our method and the Delgado and Verdegays' method for model (4.3) are the same, but the optimal values of the objective function are different, see Example 4.1. In comparison with our method, Delgado and Verdegay developed an auxil- iary 2" objective parametric linear programming (MPLP) problem related to FLP problem. Clearly, when n is quit large, this auxiliary MPLP problem has so many objective functions. But in our method, the number of objective functions in MOLP correspond to FLP problem is based on the decision maker's preferences. Delgado and Verdegays' method gives a fuzzy solution to the FLP problem, but solution which can be found in our method unfortunately is crisp. However Delgado and Verciegays' metiiod (1987) is only ai)plicable to solve FLP problem in which the costs are fuzzy ones with trapezoid membership functions. Our method is applicable to solve FLP problem in which the costs are fuzzy numbers with any form of membership functions. Remark 5.1. Notice that .several approaches can be considered to solve FLP problems. However some methods may be more suitable than others for particulai" FLP problems. 6. Conclusion III this paper we consider a linear programming problem with fuzzy parameters in the objective function. There are several approaches for .solving this problem whicli use different ranking functions. To improve the draw back of using a single characteristic, we associated a ^-dimensional vector ranking function to a fuzzy number. However when the decision maker has jireforonce in the components of vector ranking function that it can be interpreted by an ordering, an alternative method that gains the privilege of the lexicographic vector ranking function was developed. Acknow ledgments This paper is supported in part by Fuzzy systems and Ai>i)licatioiis Center of Excel- lence, Shahid Bahonar University of Kerman, Kerman. I.R. of Iran. 572 M. Zangiabadi & H. R. Maleki References B<?llman, R and LA Zadeh (1970). Decision making in a fuzzy environment. Management Sci. B, 17, 141-164. Bortolan, G and R Degani (1985). A review of son:ie methods for ranking fuzzy numbers. Fuzzy Sets and Systems, 15, 1-19. Cadenas, JM and JL Verdegay (1997). Using fuzzy numbers in linear programming. 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Applications of fuzzy sets theory to mathematical programming. Information Science, 36, 29-58. Zimmermann, HJ (1974). Optimization in fuzzy environment. Presented at 21 st Int. TIMS and 46st ORSA Conference, Sun Juan, Puerto Rico. Zimmermannn, HJ (1976). Description and optimization of fuzzy Systems. International Joumal of Ceneral Systems, 2, 209-215. Hamid Reza Maleki received his BSc from Sliiraz University in Iran, MSc and PhD from Kerman University in Iran. He is an Assistant Professor of Mathematics in Shiraz University of Technology. His research interests are fuzzy operation research and graph theory. He has published about 17 papers in international journals. Maryam Zangiabadi ret^eived her BSc and MSc both from Kerman University in Iran. She is pursuing a doctoral degret; from the University of Kerman, Iran. She is a Lecturer at the Department of Mathematical Science, Shahrekord University. Her research interests are fuzzy operation rese.arch and graph theory. She has published 2 papers In the proceedings of international conferences. She has published 1 paper in an international journal.