Fuzzy Linear Programming

Wang YU Iowa State University 12/07/2001

Fuzzy Sets
If X is a collection of objects denoted generically by x, then a fuzzy set in X is a set of ordered pairs: =

{(x, ( x)) | x X }

A fuzzy set is represented solely by stating its membership function.

Linear Programming
Min z=cx St. Ax<=b, x>=0, Linear Programming can be solved efficiently by simplex method and interior point method. In case of special structures, more efficiently methods can be applied.

Fuzzy Linear Programming

There are many ways to modify a LP into a fuzzy LP. The objective function maybe fuzzy The constraints maybe fuzzy The relationship between objective function and constraints maybe fuzzy. ..

Our model for fuzzy LP

~fuzzy constraints {c,Uc} ~fuzzy goal (objective function) {g,Ug} = and {d,Ud} Ud min{Uc,Ug} Note: Here our decision is fuzzy. If you want a crisp decision, we can define: =max Ud to be the optimal decision

Our model for fuzzy LP Contd

C X Z
T

AX b X 0
1 Ui( x) [0,1] 1

( A) B
if BiX d,

( b) d

if di BiX di Pi if di pi BiX

Our model for fuzzy LP Contd

Maximize St. pi+Bix<=di+pi i= 1,2,.M+1 x>=0 Its a regular LP with one more constraint and can be solved efficiently.

Example A
Crisp LP
1 2 x1 max Z ( x) ( )( ) 2 1 x2 x1 3x2 21 x1 3x2 27 4 x1 3x2 45 3 x1 x2 30 x1 , x2 0 (z1 , z 2 ) (14,7) at (7,0) (z1 , z 2 ) (3,21) at (3.4,0.2)

Example A contd
Fuzzy Objective function ( keep constraints crisp)
0 z 1 ( x ) 3 z ( x) (3) U1 ( x) 1 - 3 z1 ( x) 14 14 (3) 1 z1 ( x) 14 0 z 2 ( x) 7 z 2 ( x) 7 U 2 ( x) 7 z1 ( x) 21 21 7 1 z1 ( x) 21

Example A contd
Example A contd
max 17 1 2 x1 ( )( )( ) 14 2 1 x2 x1 3x2 21 x1 3x2 27 4 x1 3x2 45 3x1 x2 30 x1 , x2 0

0.74 (z1 , z 2 ) (17.38,4.58) at (5.03,7.32 )

Example B
Crisp LP
min z 41400x1 44300x2 48100x3 49100x4 0.84 x1 1.44 x2 2.16 x3 2.4 x4 170 16 x1 16 x2 16 x3 16 x4 1300 x1 6 x2 , x3 , x4 0 ( x1 , x2 , x3 , x4 , z ) (6,16.29,0,58.96,3864795) constra int s (170,1300,6)

Example B contd
Fuzzy Objective function Fuzzy Constraints Maximize St. pi+Bix<=di+pi i= 1,2,.M+1 x>=0 Apply this to both of the objective function and constraints.

Example B contd
Now d=(3700000,170,1300,6) P=(500000,10,100,6)
41400x1 44300x2 48100x3 49100x4 500000 3700000 0.84 x1 1.44 x2 2.16 x3 0.24 x4 10 170 16 x1 16 x2 16 x3 16 x4 100 1300 x1 6 6 x2 , x3 , x4 0 ( x1 , x2 , x3 , x4 , z ) (17.414,0,0,66.54,3988250) constra int s (174.33,1343.33,17.414)

Conclusion
Here we showed two cases of fuzzy LP. Depends on the models used, fuzzy LP can be very differently. ( The choosing of models depends on the cases, no general law exits.) In general, the solution of a fuzzy LP is efficient and give us some advantages to be more practical.

Conclusion Contd
Advantages of our models: 1. Can be calculated efficiently. 2. Symmetrical and easy to understand. 3. Allow the decision maker to give a fuzzy description of his objectives and constraints. 4. Constraints are given different weights.

Reference
[1] Fuzzy set theory and its applications H.-J. Zimmermann 1991 [2] Fuzzy set and decision analysis H.-J. Zimmermann, L.A.Zadeh, B.R.Gaines 1983