5441336552

5441336552



A classic method to generate a pareto (weak pareto) optimal solution of MOLP (4) is to use the weighted sums of objective functions, i.e., to consider the Solutions of the following weighted problem:

Max{wR(cx)|x € X}    (5)

where w = (u»i, u>2,..., Wk) > 0 and w ^ 0. Now, for finding R-efficient solution or R-weak efficient Solutions of the model (2), it suffices to use the following theorems.

Theorem 3.8 Let a point x* € X be an optimal solution of weighted problem (5) for some w > 0, then xł is an R-efficient solution for model (2).

Theorem 3.9 Let a point x* € X be an R-efficient solution for model (2) , then x* is an optimal solution of weighted problem (5) for some w > 0.

Theorem 3.10 Let x' be an optimal solution of weighted problem (5) for some w > 0 and w ^ 0, then x* is an R-weak efficient solution for model (2).

Before closing this section, we shall give a numeri-cal example for illustrating the method.

Example 3.11 Consider the following FLP problem:

max z(x) = ćixi +ćiXi, s.t. xi + 4x2 < 14,

4xi + 10x2 < 38,    (6)

28xi — 5x2 < 14,

x > 0,y > 0.

where the membership functions ofc\

( 0

x < 5,

I x — 5

5 < x < 6,

cM =< i

6 < x < 7,

(20 — x)/13

7 < x < 20,

{ 0

20 <x.

and

( 0

x< 16,

I x —16

16 < x < 17,

C2(x)={ 1

17 < x < 18,

(40 — x)/22

18 < x < 40,

l 0

40 <x.

Let, based on the decision maker’s preferences, consider K = 3 and

R(a) = (V(aM(a),F(a))'

where V(a), A(a) and F(d) are ualue, ambiguity and fuzziness of a, respectiuely, which are defined in pre-mous section.

Notę that

V(Ą) =8.5,V(Ą) =21,

A(ći) = 17/6, A(c2) = 2/3,

F(ći) = 3.5,F(c2) = 11.5.

So associated with problem (6), we have the following MOLP :

max z(x) = (8.5xi + 21x2,17/6xi - 2/3x2,

3.5xi + 11.5x2)', s.t. Xi+4x2<14,

4xi + 10x2 < 38,

28xi - 5x2 < 14,

x > 0,y >0.

To solve the above problem, we consider the following weighted problem:

max wi(8.5xi + 21x2)

+in2(17/6xi — 2/3x2)

+ui3(3.5xi + 11.5x2), s.t. xi + 4x2 < 14,    (8)

4xi + 10x2 < 38,

28xi — 5x2 < 14, x > 0,y > 0.

From Theorem 3.8, if x* is an optimal solution to the weighted problem (8) for some w > 0, then x* is an R-efficient solution for model (6). The solution of the problem depends on the choice of the weights in problem (8). For example, if we set wi = 0.5, w2 = 0.25, W3 = 0.25, then the solution is (*J,xS) = (1.0769,3.2308).

4 conclusion

In this paper we consider a linear programming problem with fuzzy parameters in objective function. There are several approaches for solving this problem which use different ranking function. To improve the draw back of using a single characteristic, we associated a k-dimensional vector ranking function to a fuzzy number. Our aim is solving FLP based on multiobjective linear programming techniąues, as a continuation of the Zhang et al. method by using the vector ranking function.



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