2019Croatian Operational Research ReviewOpen access

A fuzzy goal programming approach to solving decentralized bi-level multi-objective linear fractional programming problems

Tunjo Perić, Zoran Babić, Maid Omerović

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Abstract

This paper presents a new approach for solving decentralized bi-level multi-objective linear fractional programming problems.The main goal was to find a simple algorithm with high confidence of decision-makers in the results.First, all the linear fractional programming models on the given set of constraints were solved separately.Next, all the linear fractional objective functions were linearized, membership functions of objective functions and decision variables controlled by decision-makers at the highest level calculated, and a fuzzy multi-objective linear programming model formed and solved as linear goal programming problem by using simplex algorithm.The efficiency of the proposed algorithm was investigated using an economic example, and the obtained results compared with those obtained using an existing method.

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This paper presents a new approach for solving decentralized bi-level multi-objective linear fractional programming problems.The main goal was to find a simple algorithm with high confidence of decision-makers in the results.First, all the linear fractional programming models on the given set of constraints were solved separately.Next, all the linear fractional objective functions were linearized, membership functions of objective functions and decision variables controlled by decision-makers at the highest level calculated, and a fuzzy multi-objective linear programming model formed and solved as linear goal programming problem by using simplex algorithm.The efficiency of the proposed algorithm was investigated using an economic example, and the obtained results compared with those obtained using an existing method.

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Available abstract

This paper presents a new approach for solving decentralized bi-level multi-objective linear fractional programming problems.The main goal was to find a simple algorithm with high confidence of decision-makers in the results.First, all the linear fractional programming models on the given set of constraints were solved separately.Next, all the linear fractional objective functions were linearized, membership functions of objective functions and decision variables controlled by decision-makers at the highest level calculated, and a fuzzy multi-objective linear programming model formed and solved as linear goal programming problem by using simplex algorithm.The efficiency of the proposed algorithm was investigated using an economic example, and the obtained results compared with those obtained using an existing method.

Key concepts: Linear-fractional programming, Fractional programming, Linear programming, Goal programming, Mathematical optimization, Simplex algorithm, Mathematics, Criss-cross algorithm

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