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Abstract
In general, nonlinear programming presents much greater
difficulties than linear programming. Even the case when
all the constraints are linear and only the objective function
is nonlinear is often complicated. Here we have introduced
a new approach for solving nonlinear Programming Prob-
lem in terms of fuzziness using trapezoidal fuzzy member-
ship functions and its arithmetic operations and also stated
Kuhn Tuckers necessary and sufficient condition in terms
of fuzziness for finding alpha optimal solution of the prob-
lem. As a final point the alpha optimal solution with in
the nature of fuzzy numbers and also the same optimal so-
lution justified within the description of trapezoidal fuzzy
membership functions.
AMS Subject Classification:03B52,90C70,90C30
Key Words and Phrases:Fuzzy nonlinear program-
ming problem − Fuzzy nonlinear constraints − Kuhn Tuck-
ers conditions − Trapezoidal fuzzy numbers − Arithmetic
operations.
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International Journal of Pure and Applied Mathematics Special Issue
1 Introduction
Mostly, the mathematical programming problem deals with opti-
mum use or allocation of limited resource to meet a desired objec-
tive. The fuzzy nonlinear programming problem is useful in solving
problems which are difficult, impossible to solve due to the im-
precise, subjective nature of the problem formulation or have an
accurate solution. Here we have an objective function which we
need to optimize under certain constraints. The concept of fuzzy
decision making was introduced by [1] and the maximum decision
[10] that is used in NLPP to find the optimal solution. A solution
that satisfies both, the constraints of the problem as well as the
objective function is termed as an optimal solution [2]. When the
objective function or the constraints are nonlinear we call it nonlin-
ear programming problem [7].Furthermore, this problem has fuzzy
objective function and fuzzy variables in the constraints [8], [6]and
[4] where the fuzzy left and right hand side coefficients on con-
straints [9]. In this article to solve such a nonlinear programming
problem, Kuhn Tuckers conditions are applied in terms of fuzzi-
ness to find an optimal solution. We have used trapezoidal fuzzy
membership function and its arithmetic operations and provided a
fuzzy approach to the generalized nonlinear programming problem
and also justified its solution with in the description of trapezoidal
fuzzy membership functions [3], [5].These kind of solving fuzzy op-
timization problem and its membership justification shows that the
novelty of our proposed methodology.
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International Journal of Pure and Applied Mathematics Special Issue
0
where g i s are ‘m’ real valued functions of ‘n’ fuzzy variables and
0
bi s are ‘m’ fuzzy constants, and
h i
(1) (2) (3) (4)
xj , xj , xj , xj ≥ 0, i = 1, 2, 3, . . . , m; j = 1, 2, 3, . . . , n & m < n. (2.2)
3 Computational Procedure
Kuhn Tuckers conditions form maximization can be stated as
P ∂h(i)
∂f
∂xj
− λi ∂xj = 0
i=1
(i)
λi h (xj ) = 0 (3.1)
h(i) (xj ) ≤ 0
λi ≥ 0
Kuhn Tuckers condition in fuzzified form may be expressed as
h i Pm h ih i
(1) (2) (3)
fj , fj , fj , fj
(4)
−
(1) (2) (3)
λi , λi , λi , λi
(4) i(1) i(2) i(3)
hj , hj , hj , hj
i(4)
=0
h i h i=1 i
(1) (2) (3) (4) i(1) i(2) i(3) i(4)
λ , λi , λi , λi h , hj , hj , hj = 0
h i ij (3.2)
i(1) i(2) i(3)
h , hj , hj , hj
i(4)
≤ 0
h j i
(1) (2) (3)
λi , λi , λi , λi
(4)
≥ 0
We now compute the fuzzy membership function (f.m.f) of the
above conditions.Let
h i h i h i
(1) (2) (3) (4) (1) (2) (3) (4) i(1) i(2) i(3) i(4)
A = fj , fj , fj , fj ; B = λi , λi , λi , λi ; C = hj , hj , hj , hj (3.3)
Here, fuzzy membership function for each condition A, B and C
which are defined and then evaluate the fuzzy membership func-
tion of B(.)C. Next compute the α level of confidence interval for
the membership function of B and C. Then we proceed for the
computation of the fuzzy membership function of B(.)C. Hence the
membership function of {Bα (·)Cα } is
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International Journal of Pure and Applied Mathematics Special Issue
2 12
(1) i(2) (2) i(1) (1) i(1)
(1) i(2) (2) i(1) λi hj + λi hj − 2λi hj −
λi hj + λi hj
− ± (2) i(2) (1) i(1) (2) i(1) (1) i(1)
4λi hj λi hj + 4λi hj λi hj +
(1) i(1)
−2λi hj
(1) i(2) (1) i(1) (1) i(1) (1) i(1)
4λi hj λi hj − 4λi hj λi hj
(2) i(2) (2) i(1) (1) i(2)
2 λi hj −λi hj −λi hj +λi hj
(1) i(1)
2 1
2
µλi hj (x) = (3) i(4) (4) i(3) (4) i(4)
(3) i(4) (4) i(3) λi h j + λ i h j − 2λ i hj −
λ hj + λi hj
− i ±
(3) i(3) (4) i(4) (3) i(4) (4) i(4)
(4) i(4)
−2λi hj 4λi hj λi hj + 4λi hj λi hj +
(4) i(3) (4) i(4) (4) i(4) (4) i(4)
4λi hj λi hj − 4λi hj λi hj
(3) i(3)
2 λi hj
(3) i(4)
−λi hj
(4) i(3)
−λi hj
(4) i(4)
+λi hj
0 otherwise
Next evaluate the fuzzy membership function of the Kuhn Tuckers
first condition is as follows;
∂f P
m
∂hi 0 P
m
0
∂xj
− λi ∂xj
= 0 ⇒ f − λi hi = 0
i=1 i=1
The fuzzified form of the abovehcondition becomes,
P (1) (2) (3) (4) i
0 (1) 0 (2) 0 (3) 0 (4) λ , λi , λi , λi
f ,f ,f ,f − h 0i 0 (2) 0 (3) 0 (4)
i =0
(1)
hi , hi , hi , hi
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International Journal of Pure and Applied Mathematics Special Issue
0 n 0 o2 0 1
0 0
− 2B1 − f (2) −f (1) ± 2B1 − f (2) −f (1) −8A1 f (1) −C1
2
,
4A1
0 (1) (1) 0 (1) 0 (2) (2) 0 (2)
for f − λi hi ≤x≤f − λi hi
0 (2) 0 (3)
1, for f
0 (2)
− λi hi
(2)
≤x≤f
0 (3) (3)
− λi hi
µA(−)B(.)C (x) =
n 12
0 0
0 0
o2 0
− 2B2 − f (3) −f (4) ± 2B2 − f (3) −f (4) −8A2 f (4) −C2
,
4A2
for f
0 (3) (3)
− λi hi
0 (3)
≤x≤f
0 (4) (4) 0 (4)
− λi hi
0, otherwise
Where,
(2) 0 (2) (3) i(3) (2) 0 (2) (3) i(4) (2) 0 (2) (4) i(3) (2) 0 (2) (4) i(4)
A1 = λi hi λi hj − λi hi λi hj − λi hi λi hj + λi hi λi hj −
(2) 0 (1) (3) i(3) (2) 0 (1) (3) i(4) (2) 0 (1) (4) i(3) (2) 0 (1) (4) i(4)
λi hi λi hj + λi hi λi hj + λi hi λi hj − λi hi λi hj −
0
(1) (2) (3) i(3) 0
(1) (2) (3) i(4) 0
(1) (2) (4) i(3) (1) 0 (2) (4) i(4)
λi hi λi hj + λi hi λi hj + λi hi λi hj − λi hi λi hj +
(1) 0 (1) (3) i(3) (1) 0 (1) (3) i(4) (1) 0 (1) (4) i(3) (1) 0 (1) (4) i(4)
λi hi λi hj − λi hi λi hj − λi hi λi hj + λi hi λi hj
(2) 0 (1) (3) i(4) (2) 0 (1) (4) i(4) (2) 0 (1) (4) i(3) (2) 0 (1) (4) i(4)
B1 = λi hi λi hj − λi hi λi hj + λi hi λi hj − λi hi λi hj −
(1) 0 (1) (3) i(4) (1) 0 (1) (4) i(4) (1) 0 (1) (4) i(3) (1) 0 (1) (4) i(4)
λi hi λi hj + λi hi λi hj − λi hi λi hj + λi hi λi hj +
0
(1) (2) (3) i(4) 0
(1) (2) (4) i(4) 0
(1) (2) (4) i(3) (1) 0 (2) (4) i(4)
λi hi λi hj − λi hi λi hj + λi hi λi hj − λi hi λi hj −
(1) 0 (1) (3) i(4) (1) 0 (1) (4) i(4) (1) 0 (1) (4) i(3) (1) 0 (1) (4) i(4)
λi hj λi hj + λi hj λi hj − λi hj λi hj + λi hj λi hj .
and
(2) i(2) (3) 0 (3) (2) i(2) (3) 0 (4) (2) i(2) (4) 0 (3) (2) i(2) (4) 0 (4)
A2 = λi hj λi hi − λi hj λi hi − λi hj λi hi + λi hj λi hi −
(2) i(1) (3) 0 (3) (2) i(1) (3) 0 (4) (2) i(1) (4) 0 (3) (2) i(1) (4) 0 (4)
λi hj λi hi + λi hj λi hi + λi hj λi hi − λi hj λi hi −
0
(1) i(2) (3) (3) 0
(1) i(2) (3) (4) 0
(1) i(2) (4) (3) (1) i(2) (4) 0 (4)
λi hj λi hi + λi hj λi hi + λi hj λi hi − λi hj λi hi +
(1) i(1) (3) 0 (3) (1) i(1) (3) 0 (4) (1) i(1) (4) 0 (3) (1) i(1) (4) 0 (4)
λi hj λi hi − λi hj λi hi − λi hj λi hi + λi hj λi hi .
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International Journal of Pure and Applied Mathematics Special Issue
(2) i(1) (3) 0 (4) (2) i(1) (4) 0 (4) (2) i(1) (4) 0 (3) (2) i(1) (4) 0 (4)
B2 = λi hj λi hi − λi hj λi hi + λi hj λi hi + λi hj λi hi −
(1) i(1) (3) 0 (4) (1) i(1) (4) 0 (4) (1) i(1) (4) 0 (3) (1) i(1) (4) 0 (4)
λi hj λi hi + λi hj λi hi − λi hj λi hi + λi hj λi hi +
(1) i(2) (3) 0 (4) (1) i(2) (4) 0 (4) (1) i(2) (4) 0 (3) (1) i(2) (4) 0 (4)
λi hj λi hi − λi hj λi hi + λi hj λi hi − λi hj λi hi −
0
(1) i(1) (3) (4) 0
(1) i(1) (4) (4) 0
(1) i(1) (4) (3) (1) i(1) (4) 0 (4)
λi hj λi hi + λi hj λi hi − λi hj λi hi + λi hj λi hi .
4 Numerical example
Let us consider a nonlinear programming problem using Kuhn Tuck-
ers conditions [7]:
Here,
f (x) = 2x1 2 + 12x1 x2 − 7x2 2 ,
h (x) = 2x1 + 5x2 − 98
The fuzzified form of the above nonlinear programming problem in
terms of trapezoidal fuzzy numbers is given below:
Maximize
[0, 1, 3, 4] (.) [x1 2, x1 − 1, x1 + 1, x1 + 2] (.) [x1 2, x1 − 1, x1 + 1, x1 + 2] (+) [10, 11, 13, 14]
(.) [x1 2, x1 − 1, x1 + 1, x1 + 2] (.) [x2 2, x2 − 1, x2 + 1, x2 + 2] (−) [5, 6, 8, 9]
(.) [x2 2, x2 − 1, x2 + 1, x2 + 2] (.) [x2 2, x2 − 1, x2 + 1, x2 + 2]
Subject to the constraints
[0, 1, 3, 4] (.) [x1 − −2, x1 − 1, x1 + 1, x1 + 2] (+)
≤ [96, 97, 99, 100]
[3, 4, 6, 7] (.) [x2 − −2, x2 − 1, x2 + 1, x2 + 2]
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International Journal of Pure and Applied Mathematics Special Issue
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International Journal of Pure and Applied Mathematics Special Issue
5 Conclusion
Finally, the proposed solving procedure entirely considered about
a fuzzy nonlinear programming problem with the support of trape-
zoidal membership functions and its arithmetic operations [3,5].
The fuzzified version of the problem has been discussed with the
support of a numerical example using fuzzified form of Kuhn Tuck-
ers conditions and it is associated to showing that the proposed
procedure offers an efficient tool for handling nonlinear program-
ming problem instead of classical procedures. As a final point the
optimal solution with in the form of fuzzy numbers and justified its
solution with in the description of trapezoidal fuzzy membership
functions is explained with the result and discussion and also the
comparison of evaluations which might be a brand new attempt in
solving nonlinear programming problem in fuzzy nature. An equiv-
alent approach for solving the fuzzy issues may be utilized in future
studies of optimization techniques.
References
[1] R.E.Bellman, L.A.Zadeh, Decision-making in a
fuzzy environment, Management Science,(1970), DOI
10.1287/mnsc.17.4.B141
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