Abstract

The difficulty in solving either multi-objective linear programming (MOLP) problems or fuzzy multi-objective linear programming (FMOLP) problems is the trade-off among objectives. To deal with this difficulty, we proposed a new algorithm for solving FMOLP problems by using zero-sum game. First, FMOLP problem given is converted to a crisp MOLP problem by using ranking function, and then a payoff matrix is constructed to find the weights of each objective function of the MOLP problem. After that, each weight is multiplied with the corresponding objective function, a single-objective LP problem is obtained and thus, FMOLP problem is solved. The proposed algorithm is illustrated by numerical examples for the FMLOP problems having fuzzy constraints or not.

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