Fuzzy Sets and Systems 29 (1989) 21-29 21

North-Holland

A GENERAL MODEL FOR FUZZY LINEAR

PROGRAMMING

M. DELGADO, J.L. VERDEGAY, M.A. VILA

Departamento de Cienias de la Computacion e lnteligencia Artificial, Facultad de Ciencias,
Universidad de Granada, 18071 Granada, Spain

Received November 1986

Revised May 1987

Abstract: In the current literature there are several models of fuzzy linear programming
problems. The aim of this paper is, t~rst, to describe the more important problems in fuzzy
linear programming and, second, to give a general model of fuzzy linear programming
problems involving all of the above ones. Finally, a resolution method for that general model is
proposed.

Keywords: Fuzzy linear ~rogramming problems; fuzzy constraint; fuzzy numbers.

1. Introduction

Since the pioneer work on fuzzy linear programming (FLP) by Tanaka et al. [8]
and Zimmermann [~_2], in the last past years several kinds of FLP problems have
appeared in the literature [9, 7, 3, 5 , . . . ] and obviously with them d~fferent
approaches of resolution have been proposed too.
Perhaps by the different origins or contexts in which those problems were
formerly considered it seems there is no link among them. However all of these
problems correspond to feasible fuzzifications of a same problem: The conven-
tional linear programming (LP) problem
Max cx
s.t. A x ~ b , (1)
x~>O,

where A is an (m, n) matrix, m ~n, and c, x ~ R n, b ~ R m columns vectors. In

the following ai, i -- 1 , . . . , m, will denote the rows of the matrix A.
This paper has two main purposes. First to describe the different FLP problems
already classic in the literature. Second to give a general model invot~ing all of
the above problems in order to attempt to define one general FLP problem from
which each particular model can be deduced. In the paper, only FLP problems
with no fuzzy objective will be considered. The case of fuzzy costs (or fuzzy
objective) remains for further work.

0165-0114/89/$3.50 © 1989, Elsevier Science Publishers B.V. (North-Holland)

22 M. Delgado, J.L. Verdegay, M.A. Vila

2. Fuzzy linear programming problems

As is well known, the first approach to the FLP problem was introduced by
Bellman and Zadeh in [2]. With X e R ~ a set of possible alternatives, then fuzzy
objective and fuzzy constraints are, respectively fuzzy s e t s / ~ , ~c e IF(X). Thus a
fuzzy decision is the fuzzy set/Jr> ¢ IF(X) defined by
o(x) = ^ x x.
If we want to optimize the decisio~h that is, to find the best x e X which
simultaneously satisfies both objective and constraint (or constraints), we can see
the above problem like a FLP one i~ a wide sense.
Let it be noted that in this basic framework ~of a FLP problem, there are no
additional assumptions about the nature of objective and constraints. Then,
according to the different hypotheses being considered, distinct FLP problems
shall be obtained,
In order to describe the different possible FLP problems, we will consider that
the fuzziness of (1) can appear either in the constraint set or in the coefficients
taking part in the definition of this set.
(a) F L P p r o b l e m s with f u z z y consuaint~: Consider the case in which a decision
maker assumes he can tolerate violations in the accomplishment of the con-
straiats, that is, he permits the constraints to be satisfied 'as well as possible'. For
each constraint in the constraint set this assumption can be represented by
a~x ~ b , i = l, 2, . . . , m,
and modeled by means of a membership function

i if aix <<.b,
~(x) = (asx) if b~ <~a~x <~bt + fi~, (2)
if a~x >~ b~ + b~.
This membership function expresses that the decision maker tolerates violations
in each constraint up the value b~ + / ; , i = I , . . . , m. On the other hand, the
functions ~ are assumed to be non-decreasing and continuous.
Oraphically~ we obtain a picture as shown in Figure 1.
Let it be noted that the functions ~ are defined for every x ¢ X and give the

b.
i
b. ÷~.
.~ a.x
I

Fig. 1.
 A general model for fuzzy linear programming 23

accomplishment degree of the i-th constraint for x e R", but this value is
calculated by means of the functions~ which are defined over R.
N o w the associated problem is usually represented by
Max cx

s.t. Ax ~< b, (3)

x ~>0,
with a clear interpretation.
Problem (3) was formerly described in [12, 8]. For solving it, different
approaches can be considered [12, 8, 10]. In particular, making use of the.
decomposition theorem for fuzzy sets [6], in [10] it was shown that a fuzzy
solution to (3) can be obtained involving as particular values those solutions
proposed in [12, 8]. This fuzzy solution is found from the solution of the
parametric LP problem
Max cx
s.t. A x <~g(t~), (4)
x~>O, ~e(0,1],
where g(a0 is a column vector defined by the inverse functions of the j~,
i = 1,..., m. Obviously the linearityof (3) is preserved and, in particular,if the
are linear (4) becomes
Max cx
s.t. Ax <<-b +/~(1 - tr), (5)
x~>O, ~e(O, 1],
where 6 = (b,, b 2 , . . . , bin).
(b) F L P p r o b l e m s with f u z z y coefficients: If the decision maker does no'l know
exactly the values of the coefficients taking part in the problem (in our case the
a#'s or the b~'s because the costs c~ are supposed fixed ti~roughout) and, moreover,
that vagueness is not of a probabilistic kind, he can model those inexact values by
means of fuzzy numbers.
In the following we will consider Dubois and Prade's definition of a fuzzy
number [4] and, particularly, we will assume fuzzy numbers of LR type. The set
of LR fuzzy numbers will be denoted by N(I~).
In this situation we are considering a FLP problem which may be represented
as
Max cx
n

s.t. ~ijxj~<bi, i= l,...,m, (6)

j=l

xj>~O, j = l, . . . , n,

where ~#, 6i¢l~l(R), i = ~ , . . . , m ; j=l,...,n, are defined by respective

membership functions ~# and/~i.
24 M. Delgado, J.L. Verdegay, M.A. Vila

This kind of problems was introduced and studied by Tanaka et al. [9]. In [9]
fuzzy costs was also supposed in (6) but here, for the sake of simplicity, crisp
costs are considered.
The main feature of (6) is that there are no fuzzy constraints like in (3). Here
the fuzziness is in the coefficients but the decision maker does not permit any
violation in the accomplishment of the constraints. Thus (3) and (6) are
completely different problems.
To solve (6) the following auxiliary conventional LP problem is proposed in [9]:
Max cx
S.t. [(1 - ½h)(a~ + ~) + ½h(a~ - gi)]x
~<(1 - ~h)(b, + b~) + ~h(b, - b~), (7)
[½h(a, + ~,) + (1 - ~h )(a, - o,)]x
<<.½h(b, + 6,) + (1 - ½h)(b, - b,),
x ~>0,
where triangular fuzzy numbers are supposed and h ¢ (0, 1] is a level or degree of
optimism being specified by the decision maker a priori.
To obtain (7) a particular order relation between fuzzy numbers is considered:
for ~, 6 ¢ N(R), ~ >h 6 if
(a + a)k (b + b)k, (a - (b - b)k (8)
hold for all k ¢ [h, 1], where (a + ~)k and (a-_a)k denote the upper and lower
limits of the k-lesel set of ~.
la order to avoid further mistakes, let it be observed that although the relation
(8) is denoted >h, no fuzziness is assumed in the accomplishment of the
constraints in (6).
So far we have described the main FLP problems when crisp costs are
supposed. Obviously some combination of them may be considered, that is, FLP
problems with fuzzy constraints and fuzzy coefficients in such constraints. The
next section is devoted to propose a general model for FLP which shall consider
this last case.

:3. A general model for FLP problems

The aim of this section is to study a model of FLP which permits one: (1) to
involve the particular models so far described, and (2) to give a resolution
method for them and all ~articular problems tha~~,may be deduced from it.
The next situation is considered. Suppose that a decision maker in order to
establish some linear constraint
ailX 1 "~ ai2x 2 " 4 ' ' ' . @ ~linXn ~ b~ (9)
has some information about the constraint as follows: coefficients have values
about a#, j ffi 1 , . . . , n, and never are greater than aq + ~q nor less than aq - aq.
 A general model jor fuzzy linear programming 25

Also the value of the right hand side is about b, i ffi 1 , . . . , m, with limits b~ + be
and b i - b~.
On the other hand, the decision maker tolerate.s violations in the accomplish-
ment of the constraints, some imprecise value d~ being the maximum violation
that he permits.
Obviously all of these imprecisions about the coett~cients can be modeled by
means of fuzzy numbers like in (6). But now, another membership function giving
the accomplishment degree of (9) for each fuzzy number a~lxl + ai2X2 " 4 " ' . . +
as,x,, should be considered. This last membership function will also represent a
fuzzy number giving the violation that the decision maker permits.
Then the problem to consider is,
Max cx

s.t. A x ,~ b, (10)
x~>0,

where A is an (m, n) matrix of fuzzy numbers, m ~<n, b a column vector of fuzzy

numbers and c e R " . Hence (10) has the following elements: For each row,
constraint, in (10),
::1/~,e N(R): /~,:R---, [0, 1], i - 1 , . . . , m, (11)
which defines the fuzzy number in the fight hand side.
Moreover, for each i - 1, . . . , m and j = 1 , . . . , n,
3 oeN(R): 1] (12)
defining the fuzzy numbers in the technological matrix.
Finally, for each row of (10),
:::l,ue elF[I~i(R)]: #' : I~(R )--, [0, 1] (13)
which gives, for every x ¢ R", the accomplishment degree of the fuzzy number
ailX 1 + ai2x 2 + • • • + ai, x , , i -- 1 , . . . , m,
with respect to the i-th constraint, that is, the adequacy between this fuzzy
number and the one b~ with respect to the ~-th constraint.
It is clear that if (13) are classical indicator functions, then (10) coincides with
(6). On the other hand, if only (11) and (12) are conventional indicator functions,
that is, the problem assumes only crisp numbers as coefficients, then (10)
reproduces (3). Therefore problem (10) with the additional membership functions
(11)-(13) generalizes the above models.
The next step is to give a method to solve (10)-(13). As is evident, the main
inconvenience is the presence of fuzzy numbers in each const~'aint. In order to
avoid it, constraints in (10) will be changed into other more tractable ones.
For this, the fuzzy set A x <<.b with fuzziness both in the accomplishment of the
constraints as in the coefficients taking part into them, will be changed into
another more conventional fuzzy constraint set.
In the following we suppose there exists a relation (~) between fuzzy nembers
26 M. Delgado, J.L. Verdegay, M.A° Vila

ranking them,
a, b eN(R) ~ a©b,
which preserves the ranking when fuzzy n,.imbers are multiplied by positive
scalars.
Let T, B • N(R) be fuzzy numbers fixed by the decision maker. We define the
fuzzy set
VA eN(R), /~(A)-sup{a~e[0, 1]lAmB + T ( 1 - a~)}. (14)
/~ • IF[N(I~)] gives, for each A e I~I(R), the degree to which the fuzzy number A
verifies the property A @ B + T ( 1 - ~).
For instance, suppose B = (15, 14, 16) and T - (4, 3.5, 5) are triangular fuzzy
numbers fixed by the decision maker. Consider two different relations ~) defined
VX, Y • N(R) by
X~)t Y ¢~ X °<~ yo, Xt~2 Y ¢~ ,f~< Y
where X = (X °, ~, ~') and Y ffi (yo, y, 17'). Then, if A ffi (16, 13, 17), according to
(14) one has
A~)t B + T ( 1 - a~) ¢:~ 16~<15+4(1-a¢) ¢~ a~<~4.
Thus, for (~)l,/~(A) ffi ~.
On other hand,
A(~zB+ T ( 1 - ~ ) ¢~ 17<~14+3.5(1-a¢) ¢~ a~<~
and therefore, in this ease,/A(A) = ~.
Now, by considering .u e F[0=(R)] tv be a convex fuzzy set if and only if for each
A, B e 0:(R) and each ~, • [0, 1],
/412A + (1 - ~.)B] ~>/~(A) ^/~(B), (15)
it is clear that this definition does not introduce any perturbations if A and B are
fuzzy numbers, because addition of fuzzy numbers and its product by a scalar are
well defined operations. Moreover (15) generalizes the classic definition of fuzzy
convex.
Then we can show that (14) is a fuzzy convex set like (15). In fact, if
M, N • N(R) then/~(M) - o¢ and/~(N) - / 3 , that is

M(~B + T ( 1 - a~), N(~B + r ( 1 - ~1).

Hence for each ~ e [0, 1],
XM ( 9 X e + ~ r ( 1 - ~), (1 - X)N © (1 - X ) e + (1 - x ) r ( 1 - #).
Therefore,
XM + (1 - X)N © e + T[X(1 - ~) + (1 - X)(1 - t0]
= e + r[1 - x~- (1 - x ) p l = Z + r { 1 - [ x ~ + (1 - x)t~l).
If y = ~a~ + (1 - ~)fl e (0, 1] th~n y ~ a¢ ^ ft. If y < a~ ^ fl then
 A general model for fuzzy ;'inearprogramming 27

and since a~ = a~^ r,

which is cont~'~dictory. Therefore (14) is fuzzy convex according to (15).

Now let t~ be a fuzzy number fixed by the decision maker giving his allowed
maximum violation in the accomplishment of the i-th constraint. Thus it makes
sense to change that i-th constraint by the following one (between fuzzy
numbers):
aix (~b~ + t a ( 1 - tr), i ffi l, . . . , m , a~(0,1],
which expresses that for a~ffi 1 the constraint is completely verified with respect
to the wishes of decision maker. Moreover, the smaller a~ is, the smaller the
accomplishment degree for the decision maker shall be.
As intersection of convex fuzzy sets is also a convex fuzzy set, the. fuzzy
constraint set in (10) may be substituted by
Ax~) b + t(1- oO
where A is an (m, n) matrix of fuzzy numbers and b and t column vectors of fuzzy
numbers too (b given as a data of the problem and t ffi ( t l , . . . , tin) being fixed by
the decision maker according to his interests).
Thus we can propose as auxiliary problem to solve (10) the next one,
Max c.x
s.t. Ax(~b+t(l-t~), (16)
x~0, t ~ ( 0 , 1].
It is evident that (16) is a FLP problem like (6) with the main difference that here
the relation ~) can be anyoae the decision maker chooses, not being restricted to
use (8) only. Therefore according to the kind of relation (~ which we assume,
different models of conventional LP problems will be obtained.
To completely clarify the approach proposed to solve (10), let us consider the
next example.

4. Numerical example

Let us suppose the followii~g FLP problem:

Max z = 5xl + ~x2
s.t. (17)

X1, X2 ~ O,
where
= (3, 2, 4), 4 = (4, 2.5, 5.5), 1"8= (18, 16, 19),
2=(2,1,3), i=(1,0.5,2), 7=(7,6,9),
and the decision maker permits violations in the accGmplishment of each
28 M. Delgado, J.L. Verdegay, M.A. Vila

constraint with respective values

tl - (3, 2.5, 3.5), t2 -- (I, 0.5, 1.5).
According to (16), b + t(1 - o:) has two components;
bl + tt(1 - oc) - [18 + 3(1 - c~), 16 + 2.5(1 - a~), 19 -b 3.5(1 - ~)],
b2 + t2(1 - or) -- [7 + (1 - c¢), 6 + 0.5(1 - ~), 9 + 1.5(1 - ~)].
Suppose now ~) is defined for each X, Y e I~I(R), as above, by
X~hYCCX°~<Y ° and X(~2Yok~<Y.
Then, according to the relation that *.he decision maker chooses, two different
auxiliary problems are obtained to solve (17):
Max z -- 5xt + 6x2
s.t. 3xt + 4x2 ~< 18 ÷ 3(1 - a), (18)
?.x~ ÷x2-<.7 + (1 - a),
Xl, X 2 ~ 0 , fi' E (0, !],
and
Max z = 5xt + 6x2
s.t. 4xt + 5.5x2 ~< 16 + 2 . 5 ( 1 - a~), ~ (I9)
3xt + 2x2 ~<6 + 0 . 5 ( 1 - o,),
XI, X2 ~-~O, ~E(O, 1],
respectively.
Solving them, the following solutions are obtained:
xl ~s) =. 2 ÷. 0.2(1 - or)], x~~8) - 3 + 0.6(1 - ~), z <~s)-- 28 + 4.6(1 - c~),
xi~ffi0.11 -0.26(1 - a'), x~tg)-2.82 +0.64(1 - Ix),
z °9) -- 17.53 + 2.56(1 - o~),
which shows that according to the relation (~) used, different solutions for (10)
al~y be obtained.

5. Conclusions

In this paper a general model of FLP has been presented which simultaneously
involves in the constraint set both fuzzy numbers and fuzzy constraints.
Also, an approach has been given to solve it. This approach is based on the
concept of a comparison relation between fuzzy numbers and it has been proved
that for different relations, different auxiliary models and solutions are obtained.
The study of those several auxiliary models and other ones that may be
obtained by considering other comparison relations will be the aim of a
forthcoming paper.
 A general model for fuzzy linear programming 29

Achow|edgment

The attthors would like to thank the referees for helpful suggestions on an
earlier version of this paper°

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