scholarly journals A New Approach to Find an Optimal Solution of a Fuzzy Linear Programming Problem by Fuzzy Dynamic Programming

2018 ◽  
Vol 7 (4.10) ◽  
pp. 360
Author(s):  
T. Nagalakshmi ◽  
G. Uthra

This paper mainly focuses on a new approach to find an optimal solution of a fuzzy linear programming problem with the help of Fuzzy Dynamic Programming. Linear programming deals with the optimization of a function of variables called an objective function, subject to a set of linear inequalities called constraints. The objective function may be maximizing the profit or minimizing the cost or any other measure of effectiveness subject to constraints imposed by supply, demand, storage capacity, etc., Moreover, it is known that fuzziness prevails in all fields. Hence, a general linear programming problem with fuzzy parameters is considered where the variables are taken as Triangular Fuzzy Numbers. The solution is obtained by the method of FDP by framing fuzzy forward and fuzzy backward recursive equations. It is observed that the solutions obtained by both the equations are the same. This approach is illustrated with a numerical example. This feature of the proposed approach eliminates the imprecision and fuzziness in LPP models. The application of Fuzzy set theory in the field of dynamic Programming is called Fuzzy Dynamic Programming. 

2018 ◽  
Vol 3 (1) ◽  
pp. 17-23 ◽  
Author(s):  
Michael Gr. Voskoglou

A Grey Linear Programming problem differs from an ordinary one to the fact that the coefficients of its objective function and / or the technological coefficients and constants of its constraints are grey instead of real numbers. In this work a new method is developed for solving such kind of problems by the whitenization of the grey numbers involved and the solution of the obtained in this way ordinary Linear Programming problem with a standard method. The values of the decision variables in the optimal solution may then be converted to grey numbers to facilitate a vague expression of it, but this must be strictly checked to avoid non creditable such expressions. Examples are also presented to illustrate the applicability of our method in real life applications.


2021 ◽  
Vol 2021 ◽  
pp. 1-31
Author(s):  
Muhammad Athar Mehmood ◽  
Muhammad Akram ◽  
Majed G. Alharbi ◽  
Shahida Bashir

The Yin-Yang bipolar fuzzy set is a powerful mathematical tool for depicting fuzziness and vagueness. We first extend the concept of crisp linear programming problem in a bipolar fuzzy environment based on bipolar fuzzy numbers. We first define arithmetic operations of unrestricted bipolar fuzzy numbers and multiplication of an unrestricted trapezoidal bipolar fuzzy number (TrBFN) with non-negative TrBFN. We then propose a method for solving fully bipolar fuzzy linear programming problems (FBFLPPs) with equality constraints in which the coefficients are unrestricted triangular bipolar fuzzy numbers and decision variables are nonnegative triangular bipolar fuzzy numbers. Furthermore, we present a method for solving FBFLPPs with equality constraints in which the coefficients and decision variables are unrestricted TrBFNs. The FBFLPP is transformed into a crisp linear programming problem, and then, it is solved to achieve the exact bipolar fuzzy optimal solution. We illustrate the proposed methodologies with several numerical examples.


2018 ◽  
Vol 18 (3) ◽  
pp. 419
Author(s):  
Ana Maria Amarillo Bertone ◽  
Rosana Sulei da Motta Jafelice ◽  
Marcos Antônio da Câmara

A problem of a voltage division circuit is modeled in order to determine the values of the resistors, centered in away that the impedance of the resistance voltage divider is minimal. This problem is equivalent to maximizing the admittance, associated to the resistance, which is defined as the quotient of the electric current and its voltage, measured in Siemens. Three cases are analyzed for the components of the linear programming: real numbers, fuzzy numbers of type-1, and fuzzy set of type-2. The first case is considered in order to validate the other two cases. The optimal solution in the fuzzy linear programming of type-1 is obtained through a total linear order defuzzification function, defined in the trapezoidal fuzzy numbers subspace of fuzzy numbers vector space, which allows to solve the corresponding linear programming problem with real components. A discussion upon the parameter for the linear defuzzification is establish to determined the best representative of the parameters family. The α−levels representation theorem is the method to obtain the optimal solution of type-2. For each α−level is solved a fuzzy linear programming problem of type-1, using the previous methodology. Numerical simulations illustrate the results in the three cases.


Author(s):  
Rasha Jalal

The aim of this paper is to suggest a solution procedure to fractional programming problem based on new ranking function (RF) with triangular fuzzy number (TFN) based on alpha cuts sets of fuzzy numbers. In the present procedure the linear fractional programming (LFP) problems is converted into linear programming problems. We concentrate on linear programming problem problems in which the coefficients of objective function are fuzzy numbers, the right- hand side are fuzzy numbers too, then solving these linear programming problems by using a new ranking function. The obtained linear programming problem can be solved using win QSB program (simplex method) which yields an optimal solution of the linear fractional programming problem. Illustrated examples and comparisons with previous approaches are included to evince the feasibility of the proposed approach.


2015 ◽  
Vol 2015 ◽  
pp. 1-8
Author(s):  
A. Nagoorgani ◽  
J. Kavikumar ◽  
K. Ponnalagu

In real life, information available for certain situations is vague and such uncertainty is unavoidable. One possible solution is to consider the knowledge of experts on the parameters involved as intuitionistic fuzzy data. We examine a linear programming problem in which all the coefficients are intuitionistic in nature. An approach is presented to solve an intuitionistic fuzzy linear programming problem. In this proposed approach, a procedure for allocating limited resources effectively among competing demands is developed. An example is given to highlight the illustrated study.


Author(s):  
Sankar Kumar Roy ◽  
Deshabrata Roy Mahapatra

In this chapter, the authors propose a new approach to analyze the Solid Transportation Problem (STP). This new approach considers the multi-choice programming into the cost coefficients of objective function and stochastic programming, which is incorporated in three constraints, namely sources, destinations, and capacities constraints, followed by Cauchy's distribution for solid transportation problem. The multi-choice programming and stochastic programming are combined into a solid transportation problem, and this new problem is called Multi-Choice Stochastic Solid Transportation Problem (MCSSTP). The solution concepts behind the MCSSTP are based on a new transformation technique that will select an appropriate choice from a set of multi-choice, which optimize the objective function. The stochastic constraints of STP converts into deterministic constraints by stochastic programming approach. Finally, the authors construct a non-linear programming problem for MCSSTP, and by solving it, they derive an optimal solution of the specified problem. A realistic example on STP is considered to illustrate the methodology.


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