Next generation wireless networks will integrate various heterogeneous technologies like WLAN, WiMax and cellular technologies etc., to support multimedia services with higher bandwidth and guaranteed quality of service (QoS). In order to keep the mobile user always connected to the best wireless network in terms of QoS parameters and user preferences, an optimal network selection technique in heterogeneous networks is required. This paper proposes a novel fuzzy-Analytic Hierarchy Process (AHP) based network selection in heterogeneous wireless networks. Triangular fuzzy numbers are used to represent the elements in the comparison matrices for voice, video and best effort applications. Deriving crisp weights from these fuzzy comparison matrices is a challenging task. When extent analysis method is applied, irrational zero weights are obtained for some attributes. Due to this, many important criteria are not considered in the decision making process. To overcome this problem, a new non-linear fuzzy optimization model for deriving crisp weights from fuzzy comparison matrices for network selection is presented. The weights obtained from this model are more consistent than the existing optimization models. Also, parameterized utility functions are used to model the different Quality of Service (QoS) attributes (bandwidth, delay, jitter, bit error rate) and user preferences (cost) for three different types of applications. Finally, scores are calculated exclusively for each network by three MADM (Multiple Attribute Decision Making) methods Simple Additive Weighting (SAW), TOPSIS (The Technique for Order of Preference by Similarity to Ideal Solution) and MEW (Multiplicative Exponential Weighting). Results show that the MEW method gives more appropriate scores with utility functions than the SAW and TOPSIS methods.