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Abstract: This paper represents a new multiobjective Neutrosophic goal programming and
Lexicographic goal programming to solve a multiobjective linear programming problem. Here we
Keywords- Neutrosophic goal programming, Lexicographic goal programming, Bank Three model.
1.
Introduction
Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
98
Some preliminaries
=0.3,0.4,0.5/x1
+
+
0.7,0.2,0.2/x3. is a single valued neutrosophic
set of X defined by
=0.6,0.1,0.2/x1 +
0.3,0.2,0.6/x2 + 0.4,0.1,0.5/x3
2.5
for all x in X
Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
99
() = max { (), () }
A=
[aj i]m.n,
X
=
b=(1 , 2 , . , ) .
() = max { (), () }
() = min { (), () }
4.
A.
Neutrosophic
linear
goal
programming problem (NLGPP) [21]
Find
(4.1)
(1 , 2 , . , )
So as to
Minimize ()
() = min { (), () }
i= 1, 2, ..n.
() = min { (), () }
subject to ()
() = max { (), () }
for all x in
Example 3
Let A and B be two single valued
neutrosophic sets defined in example 1. Then
A
0.6,0.4,0.2/x1 + 0.5,0.2,0.3/x2 +
B =
0.7,0.2,0.2 /X3
(1 , 2 , . , ) ,
for all x in
Example 4
Let A and B be two single valued
neutrosophic sets defined in example 1. Then
A
0.3,0.1,0.5/x1 + 0.3,0.2,0.6/x2 +
B =
0.4,0.1,0.5 /X3
( ())
{
1
()
() +
0
() +
( ())
Minimize 1 () = 1 X
(4.3)
Minimize 2 () = 2 X
k= 1,2, ..q.
With
Truth-membership,
Falsity-membership,
Indeterminacy-membership functions are
+ ()
3.
j= 1, 2, ..m.
()
(4.2)
0
()
() +
1
() +
.
....
Minimize () = X
( ())
Subject to A X and X 0
Where
C=
i=1,2,.n.
(1 , 2 , . , )
+ ()
for
=
1
()
() + (4.4)
0
() +
Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
100
j= 1, 2,..,m.
=1 = 1
B.
Neutrosophic
programming
Lexicographic
goal
Max 1 - 1 + 1
Subject to
2,..,m.
0
Maximize=1
k= 1,2, ..q.
Step-2
Max 2 - 2 + 2
Subject to
2,..,m.
()
j= 1,
1 F1
0
..q.
k= 1,2,
i= 1, 2, ..,n.
Subject to
j= 1,
(4.5)
Minimize =1 ( ())
()
()
j= 1, 2,..,m.
Step-3
Subject to
2,..,m.
+ ( ()))
Subject to
()
j= 1,
2 F2
k= 1,2, ..q.
Which is equivalent to
()
1 F1
=1 = 1
Max 3 - 3 + 3
..q.
k= 1,2,
Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
101
5.
Application
of
Neutrosophic
goal
programming to Bank Three Investment
Problem
Table 1
Investment
Category, j
Return Rate
(%)
Liquid Part
(%)
Required Capital
Asset
(%)
Risk
?
1: Cash
0.0
100.0
0.0
No
2: Short term
4.0
99.5
0.5
No
3: Government: 1 to 5 years
4.5
96.0
4.0
No
4: Government: 5 to 10 years
5.5
90.0
5.0
No
7.0
85.0
7.5
No
6: Installment loans
10.5
0.0
10.0
Yes
7: Mortgage loans
8.5
0.0
10.0
Yes
8: Commercial loans
9.2
0.0
10.0
Yes
Max
0.04x2 + 0.045x3 +0.055x4 + 0.070x5 +
0.105x6 + 0.085x7 + 0.092x8 (Profit)
Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
102
linear programming
investment problem:
Min
20
asset)
1
20
(x6 + x7 + x8)
(Risk -
3.
4.
5.
of
Bank
Threes
20
Min
20
(x6 + x7 + x8)
(Risk - asset)
(Capital - adequacy)
Min
Min
model
x1
(Cash reserve )
0.14
(150)
+0.04
(80)
1.00x1+0.995x2+0.960x3+0.900x4+0.850x5
0.47(150) +0.36(80)
(Liquidity)
xj 0.05 (20+150+80)
j=1,.,8
(Diversification)
x8
(Commercial)
0.30
for all
(20+150+80)
6.
Numerical Example
= 5.67
Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
103
Optimal Objectives
1 =18.67363,
3 =7.096
1 =11.9, 2 =0.60625,
2 =0.942915,
3 =5.00
1 =14.932, 2 =0.6252,
1 =14.932, 2 =0.6252,
3 =5.00
3 =5.00
Conclusion
References
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study,
International journal of modelling
and optimization, vol 4, no. 1, pp 10-15, 2014.
[7]
F.Smarandache, A generalization of the
intuitionistic fuzzy set, International journal of pure
and applied mathematics, vol-24, pp 287-297, 2005.
[9]
B. Jana and T.K. Roy, Multi-objective
intuitionistic fuzzy linear programming
and its application in transportation model,NIFS,
vol. 13, no. 1, pp 1-18, 2007.
[10] G.S. Mahapatra, M. Mitra, and T.K. Roy,
Intuitionistic
fuzzy
multi-objective
mathematical
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on
reliability
optimization model, International
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Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem
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Pintu Das, Rittick Roy, Neutrosophic Goal Programming applied to bank three investment problem