A particular simplex algorithm to solve fuzzy lexicographic multi-objective linear programming problems and their sensitivity analysis on the priority of the fuzzy objective functions
Affiliations: Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran | Faculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Iran
Note: [] Corresponding author. Reza Ezzati, Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran. E-mails: ezati@kiau.ac.ir (Reza Ezzati), eskhor@aut.ac.ir (Esmaile Khorram), raminenayati@gmail.com (Ramin Enayati).
Abstract: In this paper, based on two new fuzzy arithmetic operations (i.e. Multiplication and Division) and fuzzy ordering on symmetric trapezoidal fuzzy numbers, a new algorithm is proposed to find directly a lexicographic/preemptive fuzzy optimal solution of a fuzzy lexicographic multi-objective linear programming (FLMOLP) problem and a properly fuzzy efficient solution of a fuzzy multi-objective linear programming (FMOLP) problem. Also, in optimality conditions, it is shown that how the FLMOLP problem can be solved by employing the preceding computations if the degree of priority of the fuzzy objective functions is changed. It should be noted that this permutation of fuzzy objective functions is a kind of sensitivity analysis which it may be happen due to the change in the management strategy with the passing of time.
