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PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
A solution approach to fully fuzzy linear fractional
programming problems
T. Loganathan1 , K. Ganesan2
1,2
Department of Mathematics,
Faculty of Engineering and Technology,
SRM Institute of Science & Technology,
Kattankulathur, Chennai - 603203, India.
loganatt@[Link], ganesank@[Link].
Abstract: In this paper, we propose a method of solving the fully fuzzy linear fractional programming
problems, Express all the parameters and variables are triangular fuzzy numbers. Convert all the
triangular fuzzy numbers in their parametric form, we convert the fractional programming problem in
to a single objective linear programming problem in parametric form. We put new fuzzy arithmetic
and fuzzy ranking, we obtain the optimal solution the given fully fuzzy linear fractional programming
problem without converting to its equivalent crisp linear programming problem. A numerical example
is provided to illustrate the efficiency of the proposed method.
Keywords: fractional programming, triangular fuzzy numbers, parametric form, fuzzy arithmetic,
fuzzy ranking.
1. Introduction
Linear fractional programming is a ratio of two linear functions, is optimized. Its applications is used
several fields such as production, financial, corporate, health care etc. Bellman and Zadeh [1]
proposed the concept of decision making in a fuzzy environment. Subsequently, Many authors discussed
the FLFPP. e.g. Chakraborty and Gupta [3], Li [Link] [9], Mehlawat [Link][10], Mitlif [Link] [12],
Muruganandam [Link] [14][15], Nachammai [Link][16], Pop [Link][17], Sanjay Jain [Link] [19], Stanojevic et.
al [20][21], Das et al. [4][5][6][7] have proposed more methods for solving FLFPP. Safaei [Link] [18]
solving FLP problems with fuzzy goal and fuzzy constraints in two-dimensional space by geometric
approach. Pop and Stancu Minasian [17] represent the variables are triangular fuzzy numbers and solving
FFLFP problems. Veeramani [Link] [22] changed the FFLFP problem into a bi-objective LPP and obtained
the optimal solution.
In this paper, we consider the fully fuzzy linear fractional programming problem (FFLFP). First, the
FFLFP problem is reduced into a fully fuzzy linear programming (FFLP) problem and then expressed in
its parametric form. We propose a simplex type algorithm for the solution of fully fuzzy linear
programming problem without changing to an equivalent crisp problem. In section 2, we give some basic
definitions and notations along with some preliminary results to be used in subsequent sections. In section
3, we talk about fully fuzzy linear fractional programming problem and present details of the solutions
method to solve it. In section 4, we present a numerical example to illustrate the efficiency of the solution
approach developed in this paper.
Content from this work may be used under the terms of the Creative Commons Attribution 3.0 licence. Any further distribution
of this work must maintain attribution to the author(s) and the title of the work, journal citation and DOI.
Published under licence by IOP Publishing Ltd 1
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
2. Preliminaries
Definition 2.1. “A fuzzy set a defined on the set of real numbers R is said to be a fuzzy number, if its
membership function a : R [0,1] has the following characteristics:
x1 (1 )x 2 ) min{a(x
(i) a is convex, (i.e.) a( 1 ),a(x
2 )}, [0,1] ,for all x1 , x 2 R
(ii) a is normal, (i.e.) there exists an x ∈ R such that a(x) 1
(iii) a is piecewise continuous.”
Definition 2.2. “A fuzzy number a on R is a triangular fuzzy number if its membership function
a : R [0,1] has the following characteristics:
x a1
, a1 x a2
a 2 a1
a3 x
a(x) ,a 2 x a3
a3 a2
0, otherwise
We denote this triangular fuzzy number as a (a1 , a 2 , a 3 ). We use F(R) to denote the set of all triangular
fuzzy numbers defined on R.”
Definition 2.3. “A triangular fuzzy number a (a1 , a 2 , a 3 ) F(R) can also be represented as an pair
a (a, a) of functions a(r), a(r), for 0 r 1 which satisfies the following requirements:
(i) a(r) is a bounded monotonic increasing left continuous function.
(ii) a(r) is a bounded monotonic decreasing left continuous function.
(iii) a(r) a(r), 0 r 1.
It is also represented by a (a 0 ,a ,a ) where a (a 0 a),a (a a 0 ) are called the left fuzziness
index function and the right fuzziness index function respectively. For an arbitrary triangular fuzzy
number a (a, a) the number a 0 a(1) a(1) is said to be a location index number of a .
2
2.1. Ranking of Triangular Fuzzy Numbers
Several approaches for the ranking of fuzzy numbers have been proposed in the literature. An efficient
approach for comparing the fuzzy numbers is by the use of a ranking function based on their graded
means. We define the magnitude of the triangular fuzzy number a by
a 4a 0 a a a a0
R(a)
4 4
Consider any two triangular fuzzy numbers
a (a1, a 2 , a 3 ) (a 0 , a , a ) and b (b1, b2 , b3 ) (b0 , b , b ) in F(R) we have”
2
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
(i) a b if and only if R(a)
R(b)
(ii) a b if and only if R(a)
R(b)
(iii) a b if and only if R(a)
R(b)
2.2. Arithmetic Operations of TrFN
Ming Ma et. al.[11], analyzed fuzzy computation based on location index, fuzziness index functions. The
location index number used ordinary computation and the fuzziness index functions used the lattice
b L, we derive a b max{a,
guidelines which is least upper bound in the lattice L. let a, and
b}
a b min{a, . If any two triangular fuzzy number a (a , a , a ), b (b , b , b ) and
b} 0 0
{, , , }, the computation operations on the fuzzy numbers then
a b (a 0 ,a ,a ) (b0 , b , b ) (a 0 b0 , max{a , b}, max{a , b})
3. Fully fuzzy linear fractional programming problem (FFLFPP)
A general FFLFPP is given by
max z
c xj j j
d x j j j
n
Subject to a xij j b i , i 1, 2,3,..., m (3.1)
j1
for all j 1,2,3,..., n.
and x j 0,
We assume that, a ij , b i , c j , and x j are TrFN for each i 1,2,3,..., m and j 1,2,3,..., n.
The general fully fuzzy linear fractional programming problem is expressed in matrix form as
c x +
max z
d x +
Subject to x b ,
A (3.2)
and x 0,
(a )
where A ij (mn) , x (x1 , x 2 , x 3 ,..., x n ), b (b1, b 2 , b 3 ,..., b m ) and c (c1 ,c2 ,c3 ,...,c n )
d (d ,d ,d ,...,d ), , F(R).
1 2 3 n
It is assumed that the denominator is positive for all feasible solution.
3.1. Conversion of fuzzy linear fractional programming problem into fuzzy linear programming problem
x Fn (R) : A
We assume that the feasible region S
x b
, x 0 is nonempty and bounded and the
denominator (d x + ) 0.
3
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
then the condition (A x b) 0 will not hold. As a result solution to the LFP cannot be
If (d x + ) 0,
(d x + )
found.
Now we can convert the above LFP into an LP in the following way assuming that 0.
3.2. Transformation of the objective function
c x +
Multiplying both the denominator and the numerator of max z by , where
0.
d x +
c x +
c x +
c x d x
d x
+
We have z
d x +
(d x + ) (d x + )
(c d )x (d x ) x
(d x + ) c d p y g
(d x + )
x
where p c d , y and g .
(d x + )
Hence F(y) p y g.
3.3. Transformation of the constraints
x b 0 ! (A x b) 0 ! (A x b) 0
x b , we have, A
From the constraint A
(d x + ) (d x + )
x bd
x bd x b )
!
(A
! (A x bd x ) (bd x b) 0
0
(d x + ) (d x + ) (d x + )
(A b d ) x
b (d x ) b x b b x b
! 0 ! A d 0 ! A d
(d x + ) (d x + ) (d x + ) (d x + )
x
y h where G A b b
!G d , y and h .
( d x + )
From the above equations we finally obtain the new LP form of the given LFP as follows:
max F(y) p y g
subject to G y h (3.3)
and y 0 .
3.4. Algorithm
Step 1: Convert the objective function in max type, if it is in min type.
Step 2: Transform the FLFPP into an equivalent FLPP.
Step 3: Express the transformed FLPP into its parametric form.
4
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
Step 4: Solve the parametric form FLPP using Simplex method.
Step 5: If the fuzzy optimum value of the transformed problem is
max*F( y) q with y (y 1 , y 2 , y 3 ,..., y n ).
Step 6: Find the value of x (x 1, x 2 , x 3 ,..., x n ), using the value of y (y 1, y 2 , y 3 ,..., y n )
y
and x .
1 dy
Step 7: Substitute the value of x (x 1 , x 2 , x 3 ,..., x n ) in the objective function of the original fuzzy
linear fractional programming problem to get the required optimal solution.
4. Numerical Example
A company makes two products A and B. Added a permanent rate of around 1 rupee to the rate
function.
products Profit(around)/ per Rate (around) / Row Man-
unit per unit material(pound) hours(daily)
A 5 5 3 5 hours
B 3 2 5 2 hours
Available 15 10 hours
Compute how many products A and B should be produced in order to maximize the total profit.
Solution. “The mathematical formulation of the FFLFPP is:
3x
5x
max z 1 2
5x 2x 1
1 2
subject to 3x 5x 15
1 2
2x
5x
10
1 2
x 1 , x 2 0.
Applying the proposed algorithm, the FFLFPP is transformed into an equivalent FFLPP as
max z 5 y1 3 y 2
subject to
y 35
78 y 15
1 2
y 22
55 y 10
1 2
y , y 0.
1 2
That is max z " 3,5,7 # y 1 " 2,3, 4 # y 2
subject to " 76,78,80 # y 1 " 34,35,36 # y 2 "11,15,19 #
" 53,55,57 # y 1 " 21, 22, 23# y 2 " 9,10,11#
and y 1 , y 2 0 .
5
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
Express this FFLP in its parametric form as
Max z " 5, 2 2r , 2 2r # y 1 " 3, 1 r, 1 r # y 2
subject to " 78, 2 2r , 2 2r # y 1 " 35, 1 r, 1 r # y 2 "15, 4 4r , 4 4r #
" 55, 2 2r , 2 2r # y 1 " 22, 1 r , 1 r # y 2 "10, 1 r , 1 r #
and y 1 , y 2 0.
The standard fully fuzzy linear programming (FFLP) problem into its parametric form is
Max z " 5, 2 2r , 2 2r # y 1 " 3, 1 r , 1 r # y 2 (1, 0, 0)s1 (1, 0, 0)s 2
subject to " 78, 2 2r , 2 2r # y 1 " 35, 1 r , 1 r # y 2 (1, 0, 0)s1 "15, 4 4r , 4 4r #
" 55, 2 2r , 2 2r # y 1 " 22, 1 r , 1 r # y 2 (1, 0, 0)s 2 "10, 1 r , 1 r #
and y 1 , y 2 , s1 , s 2 0 .
The initial fuzzy basic feasible solution is s1 "15, 4 4r , 4 4r # , s 2 "10, 1 r , 1 r # .
Table 1: Initial iteration
c j (5, 2-2r , 2-2r) (3, 1-r , 1-r) (0,0,0) (0,0,0)
c B y B x B y1 y 2 s1 s2
(0,0,0) s1 (15, 4-4r , 4-4r) (78, 2-2r , 2-2r) (35, 1-r , 1-r) (1,0,0) (0,0,0)
(0,0,0) s2 (10, 1-r , 1-r) (55, 2-2r , 2-2r) (22, 1-r , 1-r) (0,0,0) (1,0,0)
z j (0,0,0) (0,0,0) (0,0,0) (0,0,0)
(z j c j ) (-5, 2-2r , 2-2r) (-3, 1- r , 1-r) (0,0,0) (0,0,0)
Here leaving variable is s2 and entering variable is y1 .
“Table 2: Optimal iteration
c j (5, 2-2r, 2-2r) (3, 1-r , 1-r) (0,0,0) (0,0,0)
c B y B x B y1 y 2 s1 s2
(3, 1-r , 1-r) y 2 (0.43, 4-4r , 4-4r) (2.23, 4-4r , 4-4r) (1,4-4r,4-4r) (0.03,4-4r,4-4r) (0,4-4r,4-4r)
(0,0,0) s2 (0.57, 4-4r , 4-4r) (5.97, 4-4r , 4-4r) (0,4-4r,4-4r) (-0.63,4-4r,4-4r) (1,4-4r,4-4r)
z j (6.69, 4-4r , 4-4r) (3,4-4r,4-4r) (0.09,4-4r,4-4r) (0,4-4r,4-4r)
(z j c j ) (1.69, 4-4r , 4-4r) (0,4-4r,4-4r) (0.09,4-4r,4-4r) (0,4-4r,4-4r)
current solution is optimal.”
Since all the (z j c j ) 0,
Hence we get y1 0 and y 2 " 0.43,4 4r,4 4r #
6
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
Next, by the proposed algorithm we find the values of x 1 , x 2 using the transformation
(y 1 , y 2 )
(x 1 , x 2 ) .
1 d (y 1 , y 2 )
[(0,0,0), " 0.43,4 4r,4 4r #] " 3,1 r,1 r #
That is (x 1, x 2 )
(0,0,0) [" 5,1 r,1 r #" 2,1 r,1 r #][(0,0,0), " 0.43,4 4r,4 4r #]
! (x 1, x 2 ) " " 0,4 4r,4 4r # , "3.07,4 4r,4 4r # #
! x 1 " 0, 4 4r,4 4r # and x 2 " 3.07,4 4r,4 4r # .
Substituting these values in the original linear fractional objective function, we have
3x
5x 5 " 0, 4 4r, 4 4r # 3 " 3.07, 4 4r, 4 4r #
1 5 " 0, 4 4r, 4 4r # 2 " 3.07, 4 4r, 4 4r # 1 "
max z 1 2
1.29, 4 4r, 4 4r #
2x
5x 1 2
! max z "1.29, 4 4r, 4 4r #
We get the optimal solution of the given problem as max z "1.29, 4 4r, 4 4r # with
x 1 " 0, 4 4r , 4 4r # and x 2 " 3.07, 4 4r , 4 4r # .
Table 3: Optimal solution for different values of “r”
Value of r max z Value of r max z Value of r max z
r0 " 2.71,1.29, 5.29 # r 0.72 (0.17, 1.29, 2.41) r 0.82 " 0.57,1.29, 2.01#
r 0.25 " 1.71,1.29, 4.29 # r 0.74 (0.25, 1.29, 2.33) r 0.85 " 0.69,1.29, 1.89 #
r 0.5 " 0.71,1.29, 3.29 # r 0.75 " 0.29,1.29, 2.29 # r 0.90 " 0.89,1.29, 1.69 #
r 0.68 (0.01, 1.29, 2.57) r 0.78 " 0.41,1.29, 2.17# r 0.95 "1.09,1.29, 1.49#
r 0.70 (0.09, 1.29, 2.49) r 0.80 " 0.49,1.29, 2.09 # r 1 "1.29,1.29, 1.29#
Table 4: Comparison with other methods
Methods max z
veeramani et al. " 0.53, 1.27, 9#
Pop et al. " 0.4, 1.28, 11#
Stanojevic-Stancu Minasian method " 0.4, 1.3, 11#
Safaei method " 0.4, 1.28, 11#
Proposed Method max z for r [0.68,1]
5. Conclusion
We have proposed a new method for the solution of fully fuzzy linear FPP without reducing to its
equivalent crisp form. From table 3, it is evident that the proposed method gives flexibility to the
decision maker to choose his preferred solution whereas the other method does not give such facility
7
PMTIA 2019 IOP Publishing
Journal of Physics: Conference Series 1377 (2019) 012040 doi:10.1088/1742-6596/1377/1/012040
to the decision maker. Also from table 4, we see that the proposed method gives vagueness reduced
results comparing with other methods.
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