Advances in Fuzzy Systems

Volume 2016, Article ID 1538496, 6 pages

http://dx.doi.org/10.1155/2016/1538496

## A New Approach for Solving Fully Fuzzy Linear Programming by Using the Lexicography Method

^{1}Department of Mathematics, Imam Hossein Comprehensive University, Tehran, Iran^{2}Department of Applied Mathematics, Ayandegan Institute of Higher Education, Tonekabon, Iran

Received 14 November 2015; Revised 30 January 2016; Accepted 10 February 2016

Academic Editor: Ashok B. Kulkarni

Copyright © 2016 A. Hosseinzadeh and S. A. Edalatpanah. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

The fully fuzzy linear programming (FFLP) problem has many different applications in sciences and engineering, and various methods have been proposed for solving this problem. Recently, some scholars presented two new methods to solve FFLP. In this paper, by considering the fuzzy numbers and the lexicography method in conjunction with crisp linear programming, we design a new model for solving FFLP. The proposed scheme presented promising results from the aspects of performance and computing efficiency. Moreover, comparison between the new model and two mentioned methods for the studied problem shows a remarkable agreement and reveals that the new model is more reliable in the point of view of optimality.

#### 1. Introduction

Linear programming (LP) or linear optimization is one of most practical techniques in operation research, which finds the best extractable solution with respect to the constraints. Since six decades has passed from its first description and clarification, it is still useful for promoting a new approach for blending real-world problems in the framework of linear programming. Linear programming problem is in the two forms of classical linear programming (LP) and fuzzy linear programming (FLP). In real-world problems, values of the parameters in LP problem should be precisely described and evaluated. However, in real-world applications, the parameters are often illusory. The optimal solution of an LP only depends on a limited number of constraints; therefore, much of the collected information has a little impact on the solution. It is useful to consider the knowledge of experts about the parameters as fuzzy data. The concept of decision in fuzzy environment was first proposed by Bellman and Zadeh [1]. Tanaka et al. [2] proposed a new method for solving the fuzzy mathematical programming problem. Zimmermann [3] developed a method for solving LP problem using multiobjective functions. Buckley and Feuring [4] presented another method for finding the solution in fuzzy, linear programming problem by changing target function into a linear multiobjective problem. Maleki [5] proposed a method for solving LP problem with uncertain constraints using ranking function. A ranking function is a function which maps each fuzzy number into the real line, where a natural order exists. Zhang et al. [6] proposed to put forward solving of LP problem with fuzzy coefficients in target function. Hashemi et al. [7] suggested a two-phase method for solving fuzzy LP problem. Jimenez et al. [8] presented a new method using fuzzy ranking method to rank the fuzzy objective values and to deal with the inequality relation on constraints. Allahviranloo et al. [9] brought up a method for solving fully fuzzy LP problem based on a kind of defuzzification method. Ebrahimnejad and Nasseri [10] solved FLP problem with fuzzy parameters using complementary slackness property. Dehghan et al. [11] proposed some practical methods to solve a fully fuzzy linear system which are comparable to the well-known methods. Then they extended a new method employing linear programming (LP) for solving square and nonsquare fuzzy systems. Lotfi et al. [12] applied the concept of the symmetric triangular fuzzy number and obtained a new method for solving FFLP by converting a FFLP into two corresponding LPs. MishmastNehi et al. [13] defined the concept of optimality for linear programming problems with fuzzy parameters by transforming fuzzy linear programming problems into a multiobjective linear programming problems. Kumar et al. [14] pointed out the shortcomings of the methods of [11, 12]. To overcome these shortcomings, they proposed a new method for finding the fuzzy optimal solution of FFLP problems with equality constraints. This method also had shortcomings which were corrected by Saberi Najafi and Edalatpanah [15]. Shamooshaki et al. [16] using fuzzy numbers and ranking function established a new scheme for FFLP. Ezzati et al. [17] using new ordering on triangular fuzzy numbers and converting FFLP to a multiobjective linear programming (MOLP) problem presented a new method to solve FFLP; see also [18].

In this paper, we design a new model to solve fully fuzzy LP problem. Moreover, comparative results for the proposed scheme and some existing methods [14, 17] are also presented.

The rest of this paper is organized as follows: descriptions and basic operators used in the paper are stated in Section 2. In Section 3, the algorithm of the proposed method is affirmed, and also numerical example is given for illustrating the new method. Finally, conclusions are given in Section 4.

#### 2. Preliminaries

In this section some basic definitions, arithmetic operations, and ranking function are reviewed.

*Definition 1 (see [19]). *A function, usually denoted by (the left shape function) or (the right shape function), is reference function of a fuzzy number if and only if , , and is nonincreasing on . Naturally, a right shape function is similarly defined as .

*Definition 2 (see [19]). *A fuzzy number is said to be a fuzzy number, if there exist reference functions (for left), (for right), and scalers , withwhere is the mean value of and and are called the left and right spreads, respectively. Using its mean value and left and right spreads, and shape functions, such a fuzzy number is symbolically written as .

*Definition 3 (see [19]). *Two type fuzzy numbers and are said to be equal if and only if and and .

Theorem 4 (see [19]). *Let and be two fuzzy numbers of -type. Then one has*(1)*,*(2)*,*(3)*.*

*Remark 5. *The -type fuzzy number is said to be nonnegative fuzzy number if and only if , , .

*Theorem 6 (see [19]). Under the assumptions of Theorem 4,(1)for positive,(2)for positive and negative,(3)for negative*

*Following [17], here we propose a new definition to compare two -type fuzzy numbers.*

*Definition 7. *Let and be two arbitrary -type fuzzy numbers. One says that is relatively less than , which is denoted by , if and only if(i),(ii) and or,(iii), , and .

*Remark 8. *It is clear from the above definition that , , and if only and if

*Definition 9. *A ranking function is a function , where is a set of fuzzy numbers defined on set of real numbers, which maps each fuzzy number into a real line, where a natural order exists. Let be a -type fuzzy number; then .

*Remark 10. *If is a triangle fuzzy number, then .

*3. FFLP Problem Formulation and Proposed Method*

*3. FFLP Problem Formulation and Proposed Method*

*FFLP problems with fuzzy equality constraints and fuzzy variables may be formulated as follows: We know that , , , , and are all -type fuzzy numbers. Next, we establish the new method.*

*Let , , , and , and then the steps of new method are as follows.*

*Step 1. *With respect to fuzzy number definitions, we haveEquivalently, using Definition 3 we have

*Step 2. *Regarding Definition 7, we convert problem (7) into the following multiobjective LP problem:

*Step 3. *In terms of the preference of objective functions, the lexicographic method will be used to obtain a lexicographically optimal solution of problem (8). So, we haveIf problem (9) has optimal solution , then it is an optimal solution of problem (6) and stop. Otherwise go to Step 4.

*Step 4. *We solve the following problem using optimal solutions that are obtained in Step 3:in which is optimal value of problem (9). If problem (10) has exclusive solution of , it is optimal solution of problem (6) and we stop; otherwise proceed to Step 5.

*Step 5. *We solve the following problem using optimized solution in Step 4:in which is optimal value of problem (10). Thus, optimal solution of problem (6) is in the form of obtained by solving problem (11).

*Next, we illustrate the proposed method using an example. To solve the following problem, a mathematical programming solver called Lingo will be used.*

*Example 11. *Let us consider the following FFLP and solve it by the proposed method (Table 1)With regard to proposed scheme we will have the following.