European Journal of Operational Research 133 (2001) 548±556

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Theory and Methodology

Fuzzy goal programming with di€erent importance and priorities

Liang-Hsuan Chen *, Feng-Chou Tsai
Department of Industrial Management Science, National Cheng Kung University, Tainan, Taiwan, ROC
Received 19 May 1999; accepted 6 July 2000

Abstract

This paper formulates fuzzy goal programming (FGP) incorporating di€erent importance and preemptive priorities
by using an additive model to maximize the sum of achievement degrees of all fuzzy goals. In contrast to previous
works, the proposed approach allows the decision-maker to determine a desirable achievement degree for each fuzzy
goal to re¯ect explicitly the relative importance of these goals. This approach can generate a set of achievement degrees
consistent with the decision-maker's expectations, even though the relative importance of the goals may change.
Furthermore, in this paper we incorporate the decision-maker's preemptive priority structure into a single formulation.
The resulting solutions satisfy both the preemptive priority structure and have the maximum achievement degrees in
sum. The proposed approaches' e€ectiveness and computational superiority over the existing approaches are demon-
strated and compared with examples from the literature. Ó 2001 Published by Elsevier Science B.V.

Keywords: Goal programming; Fuzzy goal programming; Preemptive priority; Relative importance

1. Introduction such as probability distribution, penalty function,

The goal programming (GP) model is useful for
decision-makers to consider simultaneously sev-
eral objectives in ®nding a set of acceptable solu-
tions. However, determining precisely the goal
value of each objective is dicult for decision-
makers, since possibly only partial information
can be obtained [41]. To incorporate uncertainty
and imprecision into the formulation, some ap-
proaches are used to reformulate the GP models,
*
Corresponding author. Tel.: +886-6-275-7575; fax: +886-6-
236-2162.
E-mail address: lhchen@mail.ncku.edu.tw (L.-H. Chen).
fuzzy numbers and various types of thresholds
[2,3,19,20,34]. For modeling goals with imprecise
nature, Martel and Aouni [23±25] and Aouni et al.
[1] have reformulated the standard GP model [5]
by introducing the satisfaction degrees as a func-
tion of the goal deviations in the objective function
of the model. The indi€erence threshold concept is
used in the satisfaction function for characterizing
the imprecision associated with the goal values.
This approach can allow the decision-maker to
express his preference structure in the formulation
in an explicit way.
In order to specify imprecise aspiration levels of
the goals in a fuzzy environment, Narasimhan [28]
had initially proposed fuzzy goal programming

0377-2217/01/$ - see front matter Ó 2001 Published by Elsevier Science B.V.

PII: S 0 3 7 7 - 2 2 1 7 ( 0 0 ) 0 0 2 0 1 - 0
 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556
(FGP) by using membership functions. This work
and some related studies [30,33,35] are actually
inspired by a fuzzy programming approach intro-
duced by Zimmermann [43]. The FGP formulation
has widespread applications to various ®elds
[4,9,10,12,26,27,29,31±33,36,37]. Some researchers
[6,13±17,38±40] have provided further investiga-
tions of FGP regarding the problem formulation,
the relative importance and the fuzzy priority of
the fuzzy goals, and associated solution algo-
rithms. In the FGP formulations, most of the
previous researchers except Tiwari et al. [39] have
used the min-operator to ®nd the fuzzy decision
that simultaneously satis®ed fuzzy goals and fuzzy
constraints. Then the maximizing decision is de-
termined to be the maximum degree of member-
ship for the fuzzy decision. The current approach
considers that the fuzzy decision is the intersection
of fuzzy goals and constraints, so that there is no
fundamental di€erence between them. Although
the current approach is ecient in computation,
the application of it may produce ``uniform''
membership degrees for fuzzy goals when the
achievement of some goals is stringently required.
We will illustrate this condition in the following
section, and an additive model is adopted in this
study to aggregate the fuzzy goals for further in-
vestigation of the FGP.
Consideration of di€erent relative importance
and priorities of the goals in the FGP problem is
important because some goals are more important
than others. Narasimhan [28] has used linguistic
variables, such as ``very important'' and ``moder-
ately important'', to describe the fuzzy weights of
the goals, and de®ned the corresponding mem-
bership functions by specifying the desirable in-
tervals of membership degree to re¯ect the
importance. However, this approach may produce
a set of unreasonable answers [14]. Hannan [13]
and Tiwari et al. [39] have used di€erent weights
for the various goals in order to re¯ect the relative
importance of the goals, and considered the
weights as the coecients of the objective function.
This study illustrates that such approaches may
yield counter-intuitive results when the relative
importance of the goals is changed. For actually
re¯ecting the relative importance of the goals in
this paper, we add the decision-maker's desirable
549
achievement degree of each fuzzy goal to the
model in an explicit way.
Furthermore, decision-makers may have an
order in which to achieve the goals, i.e., a pre-
emptive priority structure, so that some goals are
expected to be achieved before others in sequence.
In the literature, the existing approaches categorize
fuzzy goals into k priority levels, where the number
k is less than the number of the fuzzy goals [6,38,
39]. Then k subproblems are solved in sequence by
specifying the membership grades to be achieved
for the fuzzy goals that belong to the higher pri-
ority levels as additional constraints in the sub-
problems for the lower priority levels. Although
the resulting answers can satisfy the decision-ma-
ker's preemptive priority structure in the above
ways, obviously the computational eciency will
decrease when the number of priority levels in-
creases. The eciency for resolution procedure can
be enhanced if we can incorporate the preemptive
priority structure into a single formulation.
This paper will focus on the reformulation of
FGP using an additive model to eciently resolve
the problem with di€erent importance levels and/
or with preemptive priorities. We will reformulate
the FGP by expressing explicitly the decision-ma-
ker's desirable achievement degree of each fuzzy
goal and by incorporating the decision-maker's
preemptive priority structure into a single formu-
lation. In the following section, we compare the
resulting solutions of a particular problem that is
formulated by using both the min-operator and an
additive model to aggregate the fuzzy goals. Sec-
tion 3 describes the FGP problem considering the
fuzzy goals with di€erent desirable achievement
degrees. An FGP problem containing the decision-
maker's preemptive priority structure is presented
in Section 4. The eciency in resolving this prob-
lem is shown in this section. Finally, we provide
conclusions in Section 5.
2. Related models
Since Narasimhan [28] had presented the initial
FGP model and the solution procedure, a few
studies have proposed FGP models for improving
the computational eciency. Hannan [13,14] has
550 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556

introduced conventional deviation variables into The linear membership function li for the ith fuzzy
the model, so that only a conventional linear pro- goal based on Zimmermann [43,44] is de®ned as
gramming formulation is required; although, this 8
> 1 if Gi …x† P gi ;
increases the number of variables in the formula- < G …x† L
i i
tion. Based on piecewise linear approximation li ˆ if Li 6 Gi …x† 6 gi ; …4a†
>
: g i Li
(PLA), Yang et al. [40] have further formulated the 0 if Gi …x† 6 Li ;
problem with fewer variables, which can yield the
same solutions as Narasimhan's [28] and Hannan's or
[14]. Yang et al.'s model can be formulated as 8
> 1 if Gi …x† 6 gi ;
follows. Let Gk …x† denote the kth fuzzy goal with a <U Gi …x†
i
triangular membership function li ˆ if gi 6 Gi …x† 6 Ui ; …4b†
>
: Ui gi
8 0 if Gi …x† P Ui ;
> 0 if Gk …x† P bk ‡ dk2 ;
>
>
>
> G k …x† b k
>
> 1 if bk 6 Gk …x† 6 bk ‡ dk2 ; where Li (or Ui ) is the lower (upper) tolerance limit
< dk2 for the ith fuzzy goal Gi …x† J gi …Gi …x† K gi †. The
lk ˆ 1 if Gk …x† ˆ bk ;
>
> simple additive model is formulated as
>
> b k G k …x†
>
> 1 if bk dk1 6 Gk …x† 6 bk ; Xn
>
: dk1
0 otherwise; Maximize f …l† ˆ lk
kˆ1
…1† Gi …x† Li
subject to li ˆ for some i;
where bk is the aspiration level of the kth goal, and g i Li
dk1 and dk2 are the maximum allowable negative Ui Gi …x†
lj ˆ for some j; j 6ˆ i;
and positive deviations from bk , respectively. Then U i gi
the resulting linear programming formulation is Ax 6 b;
Maximize k li ; lj 6 1;
Gk …x† bk x; li ; lj P 0; i; j 2 f1; . . . ; ng;
subject to k61 ;
dk2 …5†
…2†
bk Gk …x†
k61 ; where Ax 6 b are the crisp system constraints in
dk1
vector. Note that problem (5) is to be optimized by
k; x P 0; for all k maximizing the sum of each goal's achievement
The models mentioned above commonly use degree li (and/or lj ). This use of an additive model
the min-operator for aggregating goals to deter- can obtain the maximum sum of goals' achieve-
mine the decision set, and then to maximize the ment degrees. And more importantly, the
set. Instead, Tiwari et al. [39] have presented a achievement degrees of some goals will not de-
simple additive model to formulate an FGP crease because of a particular goal that is dicult
problem. Adopting their notations, a solution set x to achieve. However, the achievement degrees of
is found for the following FGP problem that all goals will be lower if the min-operator is used
contains m fuzzy goals Gi …x†: for the same conditions. For illustration, we use an
example, given by Narasimhan [28], formulated as
Gi …x† J gi …or Gi …x† K gi †; i ˆ 1; . . . ; m two problems, both by PLA with the min-operator
subject to …3† as in (2) and by PLA with an additive model, to
Ax 6 b; x P 0; compare the resulting solutions. The example is to
®nd the solutions which best achieve pro®t goals
where Gi …x† J … K †gi indicates the ith fuzzy goal and sales goals for two kinds of products. The
approximately greater than or equal to (approxi- problem containing the three fuzzy goals can be
mately less than or equal to) the aspiration level gi . formulated as follows [14,28,38,40]:
 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556 551

G1 : 80x1 ‡ 40x2  630; problem (8) are …l1 ; l2 ; l3 ) ˆ (1.0, 0.438, 1.0) and
G2 : x1  6; …6† (x1 ; x2 ) ˆ (5.88, 4.0). The solution k ˆ 0.64 to
problem (7) actually means (l01 ; l02 ; l03 ) ˆ (0.64,
G3 : x2  4;
0.64, 0.64), considering the respective achievement
where x1 and x2 denote the units of products 1 degree of the fuzzy goal. Based on the resulting
and 2, respectively, the symbol  represents the solutions of (8), the achievement degree of G2 is
linguistic term ``about'', and the right-hand side small because it is dicult to achieve; however, the
of each goal in (6) means the aspiration level of other two goals are completely achieved. In con-
the goal. In this formulation, G1 indicates the trast, the achievement degrees of G1 and G3 lessen
pro®t goal and the others are sales goods for and are equivalent to G2's degree (0.64) in (7). As
products 1 and 2. The maximum allowable a whole, the sum of achievement degrees in
negative and positive deviations of each goal's problem (8) is greater than in problem (7). This
aspiration level are the same, and are set as 10, advantage makes the additive model appealing,
2, and 2, respectively. As mentioned above, and this model will be applied in the following
Yang et al. [40] have solved this problem using sections.
PLA with the min-operator and had the same
solutions as [14,28]. As an illustration, if the
aspiration level of product 1 …G2† is changed 3. The model with di€erential achievement degrees
and, for example, increases to 7, i.e., x1  7, the
PLA formulation based on the same deviation In order to re¯ect the relative importance of the
constants is goals, the weighted average of deviations from
aspiration levels is usually used in conventional
Maximize k
goal programming [18,21,42]. Hannan [13,14] has
subject to k 6 8x1 4x2 ‡ 64; also introduced this approach to formulate the
k 6 8x1 ‡ 4x2 62; objective function of an FGP with fuzzy priority.
k6 0:5x1 ‡ 4:5; Tiwari et al. [39] have proposed a weighted addi-
…7† tive model that incorporates each goal's weight
k 6 0:5x1 2:5;
into thePobjective function of problem (5), i.e.,
k 6 0:5x2 ‡ 3; f …l† ˆ nkˆ1 wk lk , whereP wk denotes the weight of
k 6 0:5x2 1; the kth fuzzy goal, and wk ˆ 1. Weights in the
k; x1 ; x2 P 0: weighted additive model reveal the relative im-
portance of the fuzzy goals. However, the model
According to the same problem as (7), the PLA may produce undesirable solutions when the
with the additive model is formulated as weights are changed. As an illustration, Tiwari
et al.'s example [39] containing ®ve fuzzy goals
Maximize l1 ‡ l2 ‡ l3 with four variables and four system constraints is
subject to l1 6 8x1 4x2 ‡ 64; used here. The ®ve fuzzy goals in the problem are
l1 6 8x1 ‡ 4x2 62; described as
l2 6 0:5x1 ‡ 4:5;
…8† 4x1 ‡ 2x2 ‡ 8x3 ‡ x4 K 35;
l2 6 0:5x1 2:5;
l3 6 0:5x2 ‡ 3; 4x1 ‡ 7x2 ‡ 6x3 ‡ 2x4 J 100;
l3 6 0:5x2 1;
x1 6x2 ‡ 5x3 ‡ 10x4 J 120; …9a†
li ; xj P 0; i ˆ 1; 2; 3; j ˆ 1; 2:
5x1 ‡ 3x2 ‡ 2x4 J 70;
The solutions to problem (7) are k ˆ 0:64,
(x1 ; x2 ) ˆ (6.28, 3.28); however, the solutions to 4x1 ‡ 4x2 ‡ 4x3 K 40
552 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556
subject to
7x1 ‡ 5x2 ‡ 3x3 ‡ 2x4 6 98;
7x1 ‡ x2 ‡ 6x3 ‡ 6x4 6 117;
x1 ‡ x2 ‡ 2x3 ‡ 6x4 6 130; …9b†
9x1 ‡ x2 ‡ 6x4 6 105;
xi P 0; i ˆ 1; . . . ; 4:
The tolerance limits and relative weights of
the ®ve fuzzy goals are (55, 40, 70, 30, 10) and
(0.49, 0.131, 0.153, 0.114, 0.112), respectively.
After formulating the fuzzy goals in (9a) as the
membership functions in problem (5) and con-
sidering the crisp system constraints (9b), the
weighted additive model can be determined.
The resulting respective achievement degrees for
the ®ve fuzzy goals are (1.0, 0.977, 0.636, 0.761,
0.939). Instead, we place more emphasis on the
fourth fuzzy goal, increasing its weight to 0.7,
and the respective relative weights are (0.001,
0.05, 0.2, 0.7, 0.049). The resulting achievement
degrees for the ®ve fuzzy goals will be (0.45, 1.0,
1.0, 0.675, 0.988). Note that the achievement
degree of the fourth fuzzy goal lessens, although
its weight is signi®cantly increased. In other
words, in this situation we obtain an undesirable
consequence.
Instead of the weighted additive model, this
study allows the decision-maker to determine ex-
plicitly a desirable achievement degree for each
fuzzy goal as the importance of the fuzzy goal.
That is, the more important the goal, the higher
the desirable achievement degree. This approach
can ensure that more important goals can have
higher achievement degrees. To do this, we refor-
mulate Tiwari et al.'s model, shown as (5), by
adding a set of desirable achievement degrees as
constraints, i.e., li P ai , where ai is the desirable
achievement degree for the ith fuzzy goal. For il-
lustration, Tiwari et al.'s example described in (9a)
and (9b) is still used. First the membership func-
tions representing the fuzzy goals are determined
using (4a) and/or (4b). Suppose the desirable
achievement degrees for the ®ve fuzzy goals are
(0.8, 0.7, 0.5, 0.6, 0.8), respectively. The model is
formulated as
X
5
Maximize li
iˆ1
subject to the membership functions
…li ; i ˆ 1; . . . ; 5† of …9a†;
the system constraints …9b†;
…10†
l1 P 0:8;
l2 P 0:7;
l3 P 0:5;
l4 P 0:6;
l5 P 0:8:
The above problem can be solved by conven-
tional linear programming, and the resulting
achievement degrees for the ®ve fuzzy goals are
(0.991, 0.988, 0.621, 0.768, 0.952), respectively, all
of which satisfy the requirements. Then, assume
that the ®rst and third goals are to be emphasized,
with their desirable achievement degrees increasing
to 1.0 and 0.8, respectively, while the others re-
main unchanged. Applying this approach, the de-
termined achievement degrees are (1.0, 0.895, 0.8,
0.699, 0.844), which still satis®es the objective.
The determination of a desirable achievement
degree for a goal could be a dicult task for a
decision-maker in a fuzzy environment when using
this method. For assessing desirable achievement
degrees imprecisely, a useful method is to use lin-
guistic terms, such as ``important'', ``somewhat
important'', and ``very important'', and so on, to
verbally describe the importance of each fuzzy
goal. The associated membership functions are
then de®ned. For example, we can de®ne l~I …a† to
represent the membership function of ``impor-
tant'', where l~I …a† 2 ‰0; 1Š, and a denotes the
variable taking an achievement degree in the in-
terval of ‰amin ; amax Š, 0 6 amin 6 amax 6 1. Then some
useful methods [7,8,11,22] for ranking fuzzy
numbers can be employed to map a membership
function representing a fuzzy goal's importance to
a real number in the range of ‰0; 1Š. The real
number obtained can be considered as the desir-
able achievement degree for the fuzzy goal.
Thus, the application of desirable achievement
degrees to indicate the importance of fuzzy goals
is easy and ecient, and can produce satisfying
 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556 553

solutions. However, the use of such an approach …l†pr ˆ …l †pr ; r ˆ 1; 2; . . . ; i 1;

may result in ``no feasible solutions'' when a de- ls 6 1;
cision-maker requires a very high desirable
achievement degree for each fuzzy goal. Under this x; lj P 0; j ˆ 1; . . . ; n;
circumstance, a compromise between goals should …11†
be made by the decision-maker. where …ls †pi represents the membership functions
of the goals in the ith priority level and …l †pr is the
achieved membership value in the rth priority le-
4. The model with preemptive priority
vel, r ˆ 1; 2; . . . ; i 1.
This study proposes a formulation to deal with
Decision-makers usually have a preemptive
such a problem; however, only one single problem
priority for achieving goals. That is, some goals
is necessary to be solved, no matter how many
have a higher priority for their achievement than
priority levels are decided. We incorporate the
the others under system constraints. To deal with
preemptive priority structure into this formulation
this problem, Hannan [13] adds achievement de-
to ®nd a set of solutions that not only satisfy the
grees for the fuzzy goals and their deviation vari-
desired structure, but also optimize the sum of
ables to a goal programming to ®nd the solutions
each fuzzy goal's achievement degree. To illustrate
that possibly satisfy the minimum achievement
the formulation, we still use Tiwari et al.'s [39]
degrees in sequence. Tiwari et al. [38,39] subdi-
example from the previous section to provide
vided such a problem into k subproblems, with k
comparable results. The ®ve fuzzy goals are
priority levels being set by a decision-maker. The
ranked into three priority levels:
desirable achievement degrees of the fuzzy goals
Priority level 1: G1 and G3,
belonging to the ®rst priority levels are achieved
Priority level 2: G2,
foremost. Then they are considered as additional
Priority level 3: G4 and G5.
constraints when solving the subproblems that
According to the above preemptive priority
contain the second-priority-level fuzzy goals. The
structure, this implies that the following relation-
k subproblems are resolved in the sequence of
ship exists for the respective achievement degrees
priority level. Although this approach can ®nd the
for the goals:
solutions that satisfy the preemptive priority
structure, k subproblems should be solved if k l1 P l2 ;
priority levels are considered. Chen [6] has modi- l3 P l2 ;
®ed Tiwari et al.'s [38] method to improve the l2 P l4 and
computational eciency for a FGP problem with l2 P l5 :
symmetrically triangular membership functions of
fuzzy goals and preemptive priority structure; Adding the above relationship to the problem,
however, the number of subproblems to be solved the FGP can be formulated as
is also equivalent to that of the priority levels. X5
For illustration, Tiwari et al. [39] have formu- Maximize li
lated the ith subproblem for the FGP with a pre- iˆ1
emptive priority structure using an additive model, subject to the membership functions
referring to the formulations in (3) and (4a), as …li ; i ˆ 1; . . . ; 5† of …9a†;
follows:
X the system constraints …9b†; …12†
Maximize f …l† ˆ …ls †pi l1 P l2 ;
s
l3 P l2 ;
Gs …x† Ls …12a†
subject to ls ˆ ; l2 P l4 ;
g s Ls
Ax 6 b; l2 P l5 ;
554 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556
The resulting achievement degrees for the ®ve
fuzzy goals are (1.0, 0.864, 0.864, 0.675, 0.807),
respectively. Compared with Tiwari et al.'s solu-
tions (1.0, 0.795, 1.0, 0.624, 0.727), except for G1,
the achievement degrees are not exactly the same.
Instead of a partial achievement in (12), G3 is
achieved fully in Tiwari et al.'s solution. However,
the resulting achievement degrees from (12) com-
pletely satisfy the desired preemptive priority
structure, and the sum of achievement degrees
obtained is greater than Tiwari et al.'s.
Alternatively, the preemptive priority structure
can be incorporated into the problem in other
ways. First, the decision-makers can determine a
desirable achievement degree for each fuzzy goal
based on the preemptive priority structure, as de-
scribed in the previous section. Fuzzy goals be-
longing to the same priority level have an identical
desirable minimum achievement degree. For ex-
ample, the desirable minimum achievement de-
grees for the three priority levels in Tiwari et al.'s
example could be determined as (0.9, 0.8, 0.65),
respectively. The respective desirable achievement
degree is then added to the formulation as con-
straints. The problem is formulated as
X
5
Maximize li
iˆ1
subject to the membership functions
…li ; i ˆ 1; . . . ; 5† of …9a†;
the system constraints …9b†;
…13†
l1 P 0:9;
l3 P 0:9;
l2 P 0:8;
l4 P 0:65;
l5 P 0:65:
The achievement degrees for the ®ve fuzzy goals
in the above problem are (1.0, 0.845, 0.9, 0.662,
0.786), respectively, and all of them meet the re-
quirements. Furthermore, decision-makers cannot
only formulate preemptive priority structure for
the problem as in (12), but also can require mini-
mum achievement degrees for some fuzzy goals
belonging to the same priority level. For example,
if the ®rst-priority-level fuzzy goals, G1 and G3,
are strongly required to be fully achieved, two
additional constraints, l1 ˆ 1:0 and l3 ˆ 1:0,
should be added to (12). In other words, they have
become crisp goals in this situation. Then the re-
sulting achievement degrees are (1.0, 0.795, 1.0,
0.624, 0.727), which are identical to Tiwari et al.'s
solutions. Therefore, the solutions produced
by our approach also can be the same as that by
Tiwari et al.
5. Conclusion
This study has investigated FGP problems with
di€erent importance levels and preemptive priori-
ties. An additive model is suggested to maximize
the total achievement degrees of fuzzy goals, be-
cause the achievement degree of each fuzzy goal
will decrease if a particular goal is dicult to
achieve. Instead of the weighted additive model,
this study allows the decision-maker to determine
explicitly a desirable achievement degree for each
fuzzy goal as the importance of the fuzzy goal.
This approach can ensure that the more important
a fuzzy goal, the higher achievement degree it has,
even though a decision-maker may change the
relative importance of fuzzy goals. For dealing
with fuzzy ``weight (or importance)'', we suggest
that linguistic terms describing the importance of
the fuzzy goals can be applied and that corre-
sponding real values are used as the achievement
degrees after employing some suitable ranking
methods for fuzzy numbers.
To simplify the computational e€orts for FGP
with preemptive priority structure, this study for-
mulates the decision-maker's structure into a sin-
gle problem. We have shown the proposed
approach's computational superiority over the
existing approaches. Although the resulting solu-
tions are not exactly the same as in previous
works, our approach still satis®es the preemptive
priority structure and has the advantages of ob-
taining the maximum sum of achievement degrees.
Furthermore, through the requirement of a mini-
mum desirable achievement degree for the fuzzy
goals belonging to a particular priority level, de-
cision-makers can ®nd the desired achievement
degrees for the fuzzy goals.
 L.-H. Chen, F.-C. Tsai / European Journal of Operational Research 133 (2001) 548±556
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