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A fuzzy goal programming technique for multi-objective chance constrained programming with normally distributed fuzzy random variables and fuzzy numbers

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  • Animesh Biswas
  • Nilkanta Modak

Abstract

This paper presents a fuzzy goal programming approach for modelling and solving multi-objective decision making problems having fuzzy random variables and fuzzy numbers associated with the system constraints. In the model formulation process, the problem is converted into an equivalent fuzzy programming problem by using chance constrained programming technique. The problem is then decomposed into sub problems by considering the tolerance limits of fuzzy numbers relating to the system constraints. The individual optimal solution of each objective is found to construct the membership goals. A two-phase fuzzy goal programming model is developed to achieve the highest degree of each of the defined membership goals of the objectives to the extent possible by minimising under deviational variables and thereby obtaining most satisfactory solution in the decision making environment. A numerical example is solved to illustrate the proposed approach and the achieved solutions are compared with other existing methodologies.

Suggested Citation

  • Animesh Biswas & Nilkanta Modak, 2013. "A fuzzy goal programming technique for multi-objective chance constrained programming with normally distributed fuzzy random variables and fuzzy numbers," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 5(5), pages 551-570.
    • Handle: RePEc:ids:ijmore:v:5:y:2013:i:5:p:551-570
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