Dutta & Murthy Multi-Choice Goal Programming Approach

IJRRAS 2 (2) February 2010

MULTI-CHOICE GOAL PROGRAMMING APPROACH FOR A FUZZY

TRANSPORTATION PROBLEM
1

Debashis Dutta and 2A. Satyanarayana Murthy

1
2

Department of Mathematics, National Institute of Technology Warangal , A.P, India.

Department of Mathematics, National Institute of Technology Warangal , A.P, India.

ABSTRACT
A transportation problem with fuzzy demand and supply values and objective function assuming multiple choices is
considered. Two cases are dealt with where the goal function assumes a set of choices and a range. Multi-choice
goal programming methodology is applied for both the cases. This results in a linear programming problem where
some of the constraints are crisp and the remaining fuzzy. A method is proposed to solve this problem. The proposed
method is illustrated through two numerical examples.
Keywords: Transportation problem, goal programming, linear programming, fuzzy constraints, multi-choice
programming, non-linear programming, transformation technique.
1. INTRODUCTION
The classical transportation problem refers to a special class of linear programming problems. In a typical
transportation problem, a product is to be transported from m sources to n destinations and their demand and supply
values are a1, a2,,am and b1,b2,,bn respectively. In addition, there is a penalty cij associated with transporting a
unit of the product from source i to destination j. This penalty may be cost or delivery time or safety of delivery,
etc. In practice, the parameters of transportation problem i.e demand and supply values are not always exactly
known and stable. This paper deals with the case when the penalties are known exactly, but the estimate of the
demand and supply values are only imprecise.
The main approaches to decision making under imprecision includes stochastic programming and fuzzy
programming.
The concept of the fuzzy set theory, first introduced by Zadeh[16], is used for solving different types of linear
programming(LP) problems. Zimmermann[17] first introduced fuzzy linear programming(FLP) as conventional LP.
He used linear membership functions and the min operator as an aggregator for these functions, and assigned an
equivalent LP to fuzzy linear programming problem. Subsequently, Zimmermanns fuzzy linear programming has
developed into several fuzzy optimization methods for solving the transportation problems.
Chanas et.al[8] presented an FLP model for solving transportation problems with crisp cost coefficients and
fuzzy supply and demand values. Also, Chanas and Kuchta[6] proposed the concept of the optimal solution for the
transportation problem with fuzzy cost coefficients expressed as L-R fuzzy numbers, and developed an algorithm for
obtaining the optimal solution. Additionally, Chanas and kuchta[7] designed an algorithm for solving integer fuzzy
transportation problem with fuzzy demand and supply values in the sense of maximizing the joint satisfaction of the
fuzzy goal and the constraints.
The term Goal Programming was introduced by Charnes and Cooper[12] in 1961. Decision makers
sometimes set such goals, even when they are unattainable within the available resources. Such problems are tackled
with the help of the techniques of goal programming. Any constraint incorporated is called a goal. Whether the goals
are attainable or not, the objective function is stated in such a way that its optimization means as close as possible
to the indicated goals.
Multi-choice linear programming problems exist in many managerial decision making problems. Hiller and
Lieberman[13] and Ravindran et. al[15] have considered a mathematical model in which an appropriate constraint is
to be chosen using binary variables.
A method for modeling the multi-choice goal programming problem, using the multiplicative terms of binary
variables to handle the multiple aspiration levels was presented by Chang[9]. He has also given a method where the
multiplicative terms of the binary variables are replaced y a continuous variable[11].

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IJRRAS 2 (2) February 2010

In this paper, two goal programming models, where the multiple aspiration levels of the cost goal are handled
by the use of multiplicative terms of the binary variables and by the use of a continuous variable for a transportation
problem with fuzzy demand and supply values are formulated.
The organization of this paper is as follows. The two transportation models and their respective goal
programming formulations are presented in section two. Section three explains the method of solution of the linear
programming problem with fuzzy and crisp constraints. Two numerical examples on the proposed method are
presented in section four. Section five gives some concluding remarks on the proposed method.
2. MATHEMATICAL MODELS
All fuzzy numbers considered in this paper are trapezoidal fuzzy numbers of the type A = (a 1,a2,a3,a4) having the
following membership function
(x-a1)/(a2-a1),

a1 x a2

1,

a 2 x a3

A(x) =
(a4-x)/(a4-a3)

a3 x a4

0,

otherwise

Consider the transportation model

m

c(x) =

cijxij = { c1,c2,,ck}

i 1 j 1

Subject to
n

xij (ai1, ai2,ai3,ai4) (i=1,2,,m)

(2.1)

j 1

xij (bj1,bj2,bj3,bj4) (j=1,2,,n)

i 1

xij 0 and are integers, i=1,2,,m,j=1,2,,n

The objective function can assume only one of the k choices (aspiration levels) b 1,b2,,bk. We illustrate the
procedure for finding an optimal solution of the above problem for the case with four goals. Since the number of
choices is 4(=22) two binary variables are required to model the situation. We rewrite (2.1) for four choices case as
follows
c(x) = z1z2c1 + (1-z1)z2c2 + z1(1-z2)c3 + (1-z1)(1-z2)c4 = (say)
Subject to
n

xij (ai1,ai2,ai3,ai4) (i=1,2,,m)

(2.2)

j 1

xij (bj1,bj2,bj3,bj4) (j=1,2,,n)

i 1

xij 0 and are integers, i=1,2,,m, j=1,2,,n, z 1 = 0/1, z2 = 0/1

In order to minimize , the flexible membership function goal with the aspired level 1(i.e the highest possible value
of membership function) is used as follows
( gmax - )/(gmax gmin) di+ + di - =1

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Dutta & Murthy Multi-Choice Goal Programming Approach

where gmax and gmin are respectively upper and lower bunds of the aspiration levels of the cost goal and d i+ and di
are respectively, over and under achievements of the ith goal.
Using the goal programming method presented by Chang[9] for a linear programming problem with
minimization type objective function, we construct the following goal programming problem for problem (2.2).
Minimize d1+ + d1- + d2+ + d2Subject to
n

xij (ai1,ai2,ai3,ai4) (i=1,2,,m)

(2.3)

j 1
m

xij (bj1,bj2,bj3,bj4) (j=1,2,,n)

i 1

cijxij d1+ + d1 - =

i 1 j 1

= z1z2c1 + (1-z1)z2c2 + z1(1-z2)c3 + (1-z1)(1-z2)c4

/(gmax gmin) + d2+ - d2 - = gmin/(gmax gmin)
xij 0 and are integers, i=1,2,,m, j=1,2,,n, z 1 = 0/1, z2 = 0/1
The nonlinear constraints of the above problem can be linearized by defining z 3 = z1z2 and adding the linear
constraint z1 + z2 1 2z3 z1 + z2, z3 = 0/1
Hence problem (2.3) can be written as
Minimize d1+ + d1- + d2+ + d2Subject to
n

xij (ai1,ai2,ai3,ai4) (i=1,2,,m)

(2.4)

j 1
m

xij (bj1,bj2,bj3,bj4) (j=1,2,,n)

i 1
m

cijxij d1+ + d1 - =

i 1 j 1

= (c2 c4)z1 + (c3 c4)z2 + (c1 c2 c3 +c4)z3 + c4

/(gmax gmin) + d2+ - d2 - = gmin/(gmax gmin)
xij 0 and are integers, i=1,2,,m, j=1,2,,n, z 1 = 0/1, z2 = 0/1,z3 = 0/1
We now consider the following transportation model where the cost goal can assume any value in a prescribed range
a c(x) b
Subject to
n

xij (ai1,ai2,ai3,ai4) (i=1,2,,m)

(2.5)

j 1

xij (bj1,bj2,bj3,bj4) (j=1,2,,n)

i 1

xij 0 and are integers, i=1,2,,m, j=1,2,,n,

A penalty p is assigned for exceeding the cost goal and there is no penalty for achieving a value lesser than the
aspiration levels. Using the goal programming method given by Chang[11] for a linear programming problem with
minimization type objective function, we construct the following goal programming problem.
Minimize pd+ + e+ + e
Subject to
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Dutta & Murthy Multi-Choice Goal Programming Approach

IJRRAS 2 (2) February 2010

cijxij d+ + d - = y

i 1 j 1

y e+ + e - = a
ayb
d+, d - , e+, e- 0
xij 0 and are integers, i=1,2,,m, j=1,2,,n,

(2.6)

3. SOLUTION OF THE PROBLEM

Problems (2.4) and (2.6) are linear programming problem with fuzzy and crisp constraints as
Minimize fTx
Subject to Ax B
Dx ( or = ) h (crisp constraints)
(3.1)
x0
Where B = [b1,b2,b3,b4] is a column vector of trapezoidal fuzzy numbers. This problem can be solved by
generalizing the method by. Let * be the maximum degree of satisfaction of the fuzzy constraints of problem (2.7).
The membership function of the objective function of problem (2.7) can be determined by solving the following two
linear programming problems.
Minimize fTx
Subject to
Ax d (d-c)*
Ax a + (b-a)*
(3.2)
Dx ( or = ) h
x0
yielding the optimal value f1 and
Minimize fTx
Subject to
Ax d
Ax a
(3.3)
Dx ( or = ) h
x0
yielding the optimal value f0.
The membership function of the objective function of problem (2.7) is therefore
1, if fTx f0
f(x) =

(fTx f1)/(f0 f1), if f0 fTx f1

0, if fTx f1

By applying fuzzy programming technique, we get

Maximize
Subject to
(f1 f0) + fTx f1
(d-c) + Ax d
-(b-a) + Ax a
(3.4)
Dx ( or = ) h
x0
The optimal solution of the above LP gives the optimal solution to the considered fuzzy transportation problem.

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Dutta & Murthy Multi-Choice Goal Programming Approach

4. NUMERICAL EXAMPLES:
Example 1: ( Case with discrete choices)
c(x) = 2x11 + 3x12 + 4x21 + 2x22 = {9,10,11,12}
Subject to
x11 + x12 [1,2,3,4]
x21 + x22 [2,3,5,6]
x11 + x21 [1,2,3,5]
x12 + x22 [2,4,5,6]
xij 0 for i=1,2,j=1,2 and are integers.

(4.1)

The goal programming formulation using (2.4) is

Min d1+ + d1- + d2+ + d2Subject to
x11 + x12 [1,2,3,4]
x21 + x22 [2,3,5,6]
x11 + x21 [1,2,3,5]
x12 + x22 [2,4,5,6]
2x11 + 3x12 + 4x21 + 2x22 - d1+ + d1- - = 0
+ 2z1 + z2 = 12
+ 3d2+ -3d2- = 9

(4.2)

We solve the following two linear programming problems from (3.2) and (3.3)
Minimize d1+ + d1- + d2+ + d2Subject to
x11 + x12 3
x11 + x12 2
x21 + x22 5
x21 + x22 3
x11 + x21 3
(4.3)
x11 + x21 2
x12 + x22 5
x12 + x22 4
2x11 + 3x12 + 4x21 + 2x22 - d1+ + d1- - = 0
+ 2z1 + z2 = 12
+ 3d2+ -3d2- = 9
xij 0 for i=1,2,j=1,2 and are integers.
, d1+,d1-,d2+,d2- 0, z1 = 0/1, z2 = 0/1
The optimal solution of this linear programming problem is x 11 = 2, x22 = 4,
d2- = 4, = 12 with the optimal value of the objective function f1 = 1
Minimize d1+ + d1- + d2+ + d2Subject to
x11 + x12 4
x11 + x12 1
x21 + x22 6
x21 + x22 2
x11 + x21 5
x11 + x21 1
x12 + x22 6
x12 + x22 2
2x11 + 3x12 + 4x21 + 2x22 - d1+ + d1- - = 0
+ 2z1 + z2 = 12

(4.4)

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+ 3d2+ -3d2- = 9
xij 0 for i=1,2,j=1,2 and are integers.
, d1+,d1-,d2+,d2- 0, z1 = 0/1, z2 = 0/1
The optimal solution of this linear programming problem is x12 = 1, x21 = 1, x22 = 1, d2- = 4, = 12 with the
optimal value of the objective function f0 = 0. Hence we have, from (3.4)
Maximize
Subject to
+ d1+ + d1- + d2+ + d2- 1
x11 + x12 + 4
x11 + x12 - 1
x21 + x22 + 6
x21 + x22 - 2
(4.5)
x11 + x21 + 2 5
x11 + x21 - 1
x12 + x22 + 6
x12 + x22 -2 2
2x11 + 3x12 + 4x21 + 2x22 - d1+ + d1- - = 0
+ 2z1 + z2 = 12
+ 3d2+ -3d2- = 9
xij 0 for i=1,2,j=1,2 and are integers.
, d1+,d1-,d2+,d2- 0, z1 = 0/1, z2 = 0/1
Hence the optimal solution of problem (4.1) is x11 = 2, x22 = 4 with the total transportation cost being 12 and with
degree of satisfaction = 1.
Example 2: (Case with continuous choice)
c(x) = 2x11 + 3x12 + 4x21 + 2x22 8 and 10
Subject to
x11 + x12 [1,2,3,4]
x21 + x22 [2,3,5,6]
x11 + x21 [1,2,3,5]
x12 + x22 [2,4,5,6]
penalty 2 is assigned for exceeding the cost goal.
xij 0 for i=1,2,j=1,2 and are integers.

(4.6)

The goal programming formulation is

Min 2d+ + e+ + eSubject to
x11 + x12 [1,2,3,4]
x21 + x22 [2,3,5,6]
x11 + x21 [1,2,3,5]
x12 + x22 [2,4,5,6]

(4.7)

2x11 + 3x12 + 4x21 + 2x22 d+ + d - - y = 0

y e+ + e - = 8
8 y 10
xij 0 for i=1,2,j=1,2 and are integers.
d+, d - ,e+, e - 0
We solve the following two linear programming problems from (3.2) and (3.3)
Min 2d+ + e+ + eSubject to
x11 + x12 3

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x11 + x12 2
x21 + x22 5
x21 + x22 3
x11 + x21 3
(4.8)
x11 + x21 2
x12 + x22 5
x12 + x22 4
2x11 + 3x12 + 4x21 + 2x22 d+ + d - - y = 0
y e+ + e - = 8
8 y 10
xij 0 for i=1,2,j=1,2 and are integers.
d+, d - ,e+, e - 0
The optimal value of the objective function is f1 = 6. Then we have
Min 2d+ + e+ + eSubject to
x11 + x12 4
x11 + x12 1
x21 + x22 6
x21 + x22 2
x11 + x21 5
(4.9)
x11 + x21 1
x12 + x22 6
x12 + x22 2
2x11 + 3x12 + 4x21 + 2x22 d+ + d - - y = 0
y e+ + e - = 8
8 y 10
xij 0 for i=1,2,j=1,2 and are integers.
d+, d - ,e+, e - 0
The optimal value of the objective function is f0 = 0. Hence we have, from (3.4)
Maximize
Subject to
6 + 2d+ + e+ + e - 6
x11 + x12 + 4
x11 + x12 - 1
x21 + x22 + 6
x21 + x22 - 2
x11 + x21 + 2 5
(4.10)
x11 + x21 - 1
x12 + x22 + 6
x12 + x22 -2 2
2x11 + 3x12 + 4x21 + 2x22 d+ + d - - y = 0
y e+ + e - = 8
8 y 10
xij 0 for i=1,2,j=1,2 and are integers.
d+, d - ,e+, e - 0
The optimal solution of problem (4.6) is x11 = 2, x22 = 4 with the total transportation cost being 12 and degree of
satisfaction = 1.
5. CONCLUSIONS
In the present paper, goal programming models are constructed for two transportation problems with fuzzy
demand and supply values, the cost goal assuming a set of discrete values and a range of values respectively. A
method is proposed to find the optimal solution of the resultant linear programming problem with crisp and fuzzy
constraints and hence that of the transportation problem under consideration. Two numerical examples with the
same numerical data were considered in both the cases. The considered example gives the same solution for both the
cases. However, it is noticed that the goal is exceeded in the second case which has also happened for Chang[11].

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Dutta & Murthy Multi-Choice Goal Programming Approach

6. ACKNOWLEDGEMENT
The second author expresses his sincere thanks to the Council of Scientific and Industrial Research(CSIR), India
for providing financial support for this research in the form of a senior research fellowship(Grant
No.09/922(0001)/2006-EMR-1)
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