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Interactive Fuzzy Linear Programming and An Application Sample at A Textile Firm
Interactive Fuzzy Linear Programming and An Application Sample at A Textile Firm
DOI 10.1007/s10700-006-0023-y
Abstract The purpose of this study is to examine Interactive Fuzzy Linear Pro-
gramming (IFLP) model by using Zimmermann, Werners, Chanas and Verde-
gay’s approaches that provide best decision-making under fuzzy environments.
In this study, it is used the method which can model the fuzzy structure of the
real world and which operates with the decision maker interactively, which aims
at obtaining the best solution by continuing this interactiveness in the solution
process, which includes fuzziness with more realistic approach to the system. It
is showed that the importance of fuzziness concept for IFLP problems, how it
is applied on real-world problems and its effects.
1 Introduction
characteristics (Sankar, 1986; Yager & Filev, 1994). It’s generally used the
concepts and methods in probability theory to examine uncertainty. But in
1960s these are renewed and critisized. In the direction of these critics, it has
been studied hard to improve the new methods instead of probability theory
(Ertugrul, 1996).
Zadeh who extends the certainty limited world of mathematics through
uncertainty by degree mechanism, has created a paradigm shift which has taken
great deal of attention all over the world. Fuzzy sets theory providing a more
widely frame than classic sets theory, has been contributing to capability of
reflecting real world and applicability of linear programming (LP) by supplying
a wide moving area to a decision maker.
While obtaining the mathematical models in real-world decision problems
are constituting, two main properties are; objective at problem structure and
fuzziness at problem definition (Arıkan, 1996). In this study, it is used the
method which can model the fuzzy structure of the real world and which oper-
ates with the decision maker interactively, which aims at obtaining the best solu-
tion by continuing this interactiveness in the solution process which includes
fuzziness with more realistic approach to the system.
Fuzzy linear programming (FLP) approach of solving industrial production
planning problem can have feedback within the decision maker, the implemen-
ter and the analyst. In such case this approach can be called as IFLP (Vasant,
2003).The aim of this article is to examine IFLP model by using Zimmermann,
Werners, Chanas and Verdegay’s approaches that provide best decision-making
under fuzzy environments. In this article, after a general introduction about the
subject, it’s mentioned about the fuzzy sets theory, its application areas and
the basic concepts. Then FLP and its models are examined. These models are
analys with the relation of fuzziness and emphasized the aproach differences
with each other. Finally, an IFLP which is the main subject of this study firstly
LP is explained and it has applied to a production planning on household tex-
tile group of a textile firm in Denizli, Turkey and then conclusions and findings
have been interpreted. The aim of this application is to show the importance of
fuzziness concept for IFLP problems, how it is applied on real-world problems
and its effects.
In the early 20th century, reducing complex real-world systems into precise
mathematical models became the main trend in science and engineering. Since
then, Operations Research (OR) has been applied to real-world decision mak-
ing problems. Traditional OR approaches may not really be suitable for solving
practical decision making problems (Lai & Hwang, 1992). Since fuzzy sets
theory was proposed by Zadeh in 1965, we have been able to handle not
only well-defined, precise data, but also vague or fuzzy data (Kosko, 1997). It
provides to express real world mathematically thus to take part uncertainty
in decison process by passing over certain limitations classical mathematic
Interactive fuzzy linear programming and an application sample at a textile firm 31
create. Common usage of fuzzy sets theory at almost every area of science
and technology expands range traditional OR with new derivations about deci-
sion making at industrial systems. Fuzzy sets theory is suggested in order to
develop for simplified models thus to solve complex systems of real world. Fur-
thermore it helps not only optimize the system by appraising alternatives under
given constraints but also it helps developing new altenatives.
Zadeh defines fuzzy set concept as ranges on a reel line by shaping in a set.
Fuzzy sets are inadequately defined set of objects in which there are not ade-
quate critera for membership. It is impossible to define these objects whether
in the set or not. The set of objects in real life don’t have membership crite-
ria defined clearly. But sets which are defined uncertainly in real life play an
important role in human decision making. So fuzzy sets theory is developed
in order to define and to solve the problems. Fuzzy sets theory which creates
wider frame than classical set theory has a wide application area.
Fuzzy sets theory has a lot of application areas such as OR, management
science, control theory, artificial intelligence/intelligent systems, human behav-
iours and these applications are used commonly in increasing world scale
(Paksoy & Atak, 2002).
Emprical surveys reveal that LP is one of the most frequently applied OR tech-
niques in real-world problems. However, given the power of LP one could have
expected even more applications. This might be due to the fact that LP requires
much well-defined and precise data which involves high-information costs. In
real-world applications certainty, reliability and precision of data is often illu-
sory. Furthermore the optimal solution of an LP only depends on a limited
number of constraints and, thus, much of the information collected has little
impact on the solution. Being able to deal with vague and imprecise data may
greatly contribute to the diffusion and application of LP (Romelfanger, 1996).
FLP, proposed by Bellman and Zadeh, is an extension of LP with both objective
function(s) and constraints represented by fuzzy sets. The FLP technique has
provided increased flexibility of applying LP to those engineering problems in
which subjective requirements occur in both objective functions and constraints
(Zhao, Govind, & Fan, 1992).
Fuzzy sets theory appears to be an ideal approach to deal with decison
problems that are formulated as LP models but with imprecison parameters.
FLP models are designated for such a purpose. In the literature, FLP has been
classified into different categories, depending on how imprecise parameters
are modeled by possibility distributions or subjective preference-based mem-
bership functions (Guu & Wu, 1999). In this paper, we shall associate FLP
problems with the subjective preference-based membership functions.
The first study on FLP is published by Bellman and Zadeh in 1970 (Maleki
et al., 2001). Then in 1974 Tanaka et al., in 1976 Negoita and Sularia (Romm-
elfanger et al., 1989), in 1976 Zimmermann (Wang & Liang, 2004), in 1978
32 İ. Ertuğrul, A. Tuş
Orlovsky (Delgado et al., 1989) studied on this subject. In 1983 Chanas used
parametric programming for FLP. In 1984 Tanaka and Asai accepted techno-
logical matrix and coefficients of objective function and right side constraints
as fuzzy numbers and the constraints as fuzzy functions. Also they suggested a
method that accepts objective function as a constraint by giving a satisfaction
level to it. In 1986 Carlsson and Korhonen suggested an approach that accepts
all coefficients as fuzzy and presents a parametric solution. In 1987 Werners
(Werners, 1987) studied on an interactive model and in 1990 Inuiguchi et al.
(Inuiguchi et al., 1990) studied a FLP with partial linear membership functions.
In recent years in 2000 Tanaka et al., in 2001 Jamison and Lodwick (Jamison and
Lodwick, 2001), in 2001 Chiang, Liu (Liu, 2001), in 2002 Bector and Chandra
contributed the theory and methodolgy (Paksoy, 2002).
We can define a LP problem with crisp or fuzzy resource constraints, and a crisp
or fuzzy objective as:
max̃Z = cT x,
s.t.(Ax)i ≤ b̃i , i = 1, 2, . . ., m, (1a)
x ≥ 0,
where fuzzy resources b̃i , ∀i have the same forms of membership functions. We
may also consider the following fuzzy inequality constraints:
max̃Z = cT x,
s.t.(Ax)i ≤ bi , i = 1, 2, . . ., m, (1b)
∼
x ≥ 0.
Even though (1a) and (1b) are different in some points of view, we can use the
same approach to handle them under the pre-assumption of the membership
functions of the fuzzy available resources and fuzzy inequality constraints.
The difference between crisp and fuzzy constraints is that in case of crisp
constraints the decison maker can strictly differentiate between feasibility and
infeasibility; in case of fuzzy constraints he wants to consider a certain degree
of feasibility in the interval (Werners, 1987).
max Z = cT x,
s.t.(Ax)i ≤ bi , ∀i, (2)
x ≥ 0,
Interactive fuzzy linear programming and an application sample at a textile firm 33
max Z = cT x,
s.t.(Ax)i ≤ bi + θ pi , ∀i x ≥ 0, (3)
θ ∈ [0, 1],
max Z = cT x,
s.t.(Ax)i ≤ b̃i , ∀i, (4)
x ≥ 0.
Verdegay and Chanas, propose that Eqs. 4 and 5, however, are equivalent
to Eq. 3, a parametric LP where c, A, bi and pi , ∀i are given, by use of the
λ-level cut concept.
For each λ-level cut of the fuzzy constraint set, Eq.4 becomes a traditional
LP problem. That is,
max Z = cT x,
s.t.x ∈ Xλ ,
Xλ = { x| µi ≥ λ, ∀i, and x ≥ 0, λ ∈ [0, 1]}. (6)
max̃Z = cT x,
s.t.(Ax)i ≤ bi + (1 − λ)pi , ∀i,
λ ∈ [0, 1] and x ≥ 0, (7)
34 İ. Ertuğrul, A. Tuş
max̃Z = cT x,
s.t.(Ax)i ≤ bi , ∀i,
∼
x ≥ 0, (8)
max̃Z = cT x,
s.t.(Ax)i ≤ bi + θ pi , ∀i,
θ ∈ [0, 1] and x ≥ 0 (9)
where c, A, bi and pi , ∀i are given, but the goal of the fuzzy objective is not
given.
To solve (9) by use of Werners’s approach, let us first define Z0 and Z1 as
follows:
µD = min(µ0 , µ1 , . . ., µm ). (13)
Interactive fuzzy linear programming and an application sample at a textile firm 35
max λ,
s.t.µ0 ≥ λ,
µi ≥ λ,
λ, µ0 and µi ∈ [0, 1], ∀i,
x ≥ 0, (14)
min θ ,
s.t.cT x ≥ Z1 − θ (Z1 − Z0 ),
(Ax)i ≤ bi + θ pi , ∀i,
θ ∈ [0, 1] and x ≥ 0, (15)
where c, A, bi and pi , ∀i, are given and θ is a fraction of (Z1 − Z0 ) for the first
constraint and a fraction of the maximum tolerance for others. The solution
is a unique optimal solution.
• Zimmermann’s approach: A decision maker may want to solve a FLP prob-
lem with a fuzzy objective and fuzzy constraints, when the goal b0 of the
fuzzy objective and its minimum tolerance are given. That is,
max̃Z = cT x,
s.t.(Ax)i ≤ bi , ∀i,
∼
x ≥ 0, (16)
Find x,
s.t. cT x ≥ b0 ,
∼
(Ax)i ≤ bi , ∀i,
∼
x≥0 (17)
⎧
⎪
⎨ 1, if cT x > b0 ,
b0 −cT x
µ0 = 1 − p0 , if b0 − p0 ≤ cT x ≤ b0 , (18)
⎪
⎩
0, if cT x < b0 − p0 .
max λ,
s.t.µ0 and µi ≥ λ, ∀i, (19)
λ, µ0 and µi ∈ 0, 1 , ∀i,
x ≥ 0,
min θ ,
s.t.cT x ≥ b0 − θ p0 ,
(Ax)i ≤ bi + θ pi , ∀i,
θ ∈ 0, 1 and x ≥ 0, (20)
max̃cT x,
s.t.(Ax)i ≤ bi , ∀i,
∼
x ≥ 0, (21)
After refering to this solution table, the decision maker can precisely locate his
subjective b0 and p0 . The solution of Zimmermann’s model is reliable.
While Verdegay has connected the parametric concept with FLP, Chanas has
suggested that the membership function of the fuzzy objective be constructed
directly by the parametric optimal solution. Thus, µ0 is a function of the param-
eter instead of the general function of x. However in any real-world problems,
the number of constraints are always rather large, and so are the decision vari-
ables. Therefore Chanas’s approach for formulating the membership function
of the fuzzy objective is not practical (Lai & Hwang, 1992).
Decision processes are better described and solved using fuzzy sets theory,
rather than precise approaches. However, the decision maker himself always
plays the most important role in using fuzzy sets theory. Therefore, an intereac-
tive process between the decision maker and the decision process is necessary
to solve our problems. That is actually a user-dependent fuzzy LP tecnique.
Furthermore, a problem-oriented concept is also a vitally important concept in
solving practical problems, as noted by Simon.
By use of fuzzy sets theory, and user dependent (interactive) and problem-
oriented concepts, the flexibility and robustness of LP techniques are improved.
An IFLP approach which is a symmetric integration of Zimmermann’s, Wern-
ers’s, Verdegay’s and Chanas’s FLP approaches is developed and additionally it
provides a decision support system for solving a specific domain of a real-world
LP system (Lai & Hwang 1992). Lai ve Hwang suggested “expert decision
support system” that give an aggregate solution to all possible cases.
The system determines fuzzy-efficient extreme solutions and a fuzzy efficient
compromise solution. They are judged by the decision maker and he decides
whether one of them is subjectively the best one or whether modifications are
necessary. In the latter case the decison maker changes membership functions
assisted by the system (Werners, 1987).
The application of FLP implies that the problems will be solved in an inter-
active way. In the first step, the fuzzy system is modelled by using only the infor-
mation which the decision maker can provide without any expensive additional
information acquisiton. Knowing a first “compromise solution” the decision
maker can perceive which further information should be obtained and he is
able to justify the decision by comparing carefully additional advantages and
arising costs. In doing so, step by step the compromise solutions are improved.
This procedure obviously offers the possibility to limit the acquisition and pro-
cessing information to the relevant componenets and therefore information
costs will be distinctly reduced (Rommelfanger, 1996).
The most important element that affects solutions of FLP problems is param-
eters which are used reflecting fuzziness of model. How these parameters define
fuzzy geometry is the most sensitive point. Because the success of solution
depends on the success of reflecting the system of model.
Interactive fuzzy linear programming and an application sample at a textile firm 39
If the decision maker does not like to give his goal fo the fuzzy objective, go to
Step 6. If b0 is given, go to Step 8.
Step 6 Solve problem of Eq. 15. A unique Werners’s solution is the provided.
Step 11 Solve last problem. That is, call Step 9 to solve problem of Eq.20 for a
set of p0 s. Then the solutions are depicted in a table.
Step 12 Are the solutions satisfying? If yes, print out the solution and then
terminate the solution prosedure. Otherwise, go to Step 13.
Step 13 Ask the decision maker to specify the refined p0 , and then go to Step
9. It is rather reasonable to ask the decison maker p0 at this step, because he
has a good idea about p0 now Fig. 1.
For implementing the above IFLP, we need only two solution-finding techniques,
the simplex method and parametric method. Therefore, the IFLP approach
proposed here can be easily programmed in a PC system for its simplicity
(Lai & Hwang, 1992).
In this study, it has been applied on an outstanding firm in Denizli, the centre
of textile city in Turkey that produces fabric, garments and hometextile. In this
Interactive fuzzy linear programming and an application sample at a textile firm 41
Model Formulation
First Step
Efficient Extreme
Solutions
Yes “Best ”
Solution Acceptable? Compromise
STOP
No
Interactive Step
Modification of membership functions
Local consequences?
yes
No
The profit for a unit of sheet sale is 1.05 Euro, pillow case sale is 0.3 Euro
and sheet of a quilt sale is 1.8 Euro. This firm thinks to sale “approximately
20.000 units of sheet, 40.000 units of pillow case and 8.000 units of sheet of a
quilt”. Monthly working capacity and required process time for the production
of sheet, pillow case and sheet of a quilt are given in Table 1.
In this view, let’s determine monthly production planning and profit of home-
textile group. X1 presents the quantity of sheet that will be produced, X2
presents the quantity of pillow case and X3 presents the quantity of a sheet
of a quilt.
42 İ. Ertuğrul, A. Tuş
Table 1 Required Process Time for sheet, pillow case and sheet of a quilt
Step 2 The decision maker feels that 165.4 h for cutting, 3578.252 h for sew-
ing is enough to reach 59,575 Euro. So 208 − 165.4 = 42.6 h of cutting and
4368 − 3578.252 = 789.7475 h of sewing are idle resources. The decision maker,
therefore, would like to try to find the solution of a new LP with the resorces
changed from (208, 4368, 520, 780) to (165.4, 3578.252, 520, 780).
Resources actually used are: (165.4, 3578.252, 520, 780). Now there are no idle
resources.
Step 3 Let us assume that the decision maker provides the maximum tolerances
for pleating and packaging:
Tolerances
Cutting 0
Sewing 0
Pleating 26
Packaging 52
Results in Table 2 are provided to decision maker. Decision maker may choose
a satisfying solution for implementation.
Step 4 The decision maker may consider that traditional LP is not enough to
solve his problem because of the imprecise properties of the resources in nature.
After detailed analysis, he feels maximum tolerances for cutting, sewing, pleat-
ing and packaging:
44 İ. Ertuğrul, A. Tuş
Tolerances pi
Cutting 38 170
Sewing 768 3600
Pleating 52 520
Packaging 104 780
Z0 = 59575,
Z1 = 69207.
min θ
1.05X1 + 0.3X2 + 1.8X3 ≥ 69207 − 9632θ (profit),
0.0033X1 + 0.001X2 + 0.0033X3 ≤ 170 + 38θ (cutting),
0.056X1 + 0.025X2 + 0.1X3 ≤ 3600 + 768θ (sewing),
0.0067X1 + 0.004X2 + 0.017X3 ≤ 520 + 52θ (pleating),
0.01X1 + 0.01X2 + 0.01X3 ≤ 780 + 104θ (packaging),
X1 ≥ 20000(sheet),
X2 ≥ 40000(pillow case),
X3 ≥ 8000(sheet of a quilt),
X1 , X2 , X3 ≥ 0,
X ∗ = (33825.2, 40000, 9374.761)Z∗ = 64391 at θ = 0.5,
min θ
1.05X1 + 0.3X2 + 1.8X3 ≥ 64391 − 4500θ (profit),
0.0033X1 + 0.001X2 + 0.0033X3 ≤ 170 + 38θ (cutting),
0.056X1 + 0.025X2 + 0.1X3 ≤ 3600 + 768θ (sewing),
0.0067X1 + 0.004X2 + 0.017X3 ≤ 520 + 52θ (pleating),
0.01X1 + 0.01X2 + 0.01X3 ≤ 780 + 104θ (packaging),
X1 ≥ 20000(sheet),
X2 ≥ 40000(pillow case),
X3 ≥ 8000(sheet of a quilt),
X1 , X2 , X3 ≥ 0,
X ∗ = (31896.17, 40000, 9648.04) Z∗ = 62857 θ = 0.3408,
Step 12 After referring to Table 4, the decision maker may choose a satisfying
solution and then terminate the solution procedure.
µ0
1
Zimmerman
0.66
0.5
Werners
0.34
0.27
0
59575 59891 62141 62857 64391 69207 cT x
Fig. 2 The comparison of the solutions of Zimmermannn and Werners membership functions µ0
6 Conclusions
As it has been seen, the algorithm will be the optimal result that can be obtained
because of being constructed on the best sides of Chanas, Werners, Verdegay
and Zimmermann approaches.
The FLP is a method that is used when fuzziness seen in many decision pro-
cesses is incorparated in the problems which can be solved by using the certain
LP method. If it is thought that many decision processes are uncertain, it is
understood that FLP is an active and a useful method.
48 İ. Ertuğrul, A. Tuş
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