Journal of Intelligent & Fuzzy Systems 30 (2016) 71–87 71

DOI:10.3233/IFS-151712
IOS Press

Fuzzy arithmetic on LR fuzzy numbers

with applications to fuzzy programming
Jian Zhou, Fan Yang and Ke Wang∗
School of Management, Shanghai University, Shanghai, China

Abstract. In practice, some special LR fuzzy numbers, like the triangular fuzzy number, the Gaussian fuzzy number and the
Cauchy fuzzy number, are widely used in many areas to deal with various vague information. With regard to these special LR
fuzzy numbers, called regular LR fuzzy numbers in this paper, an operational law is proposed for fuzzy arithmetic, providing a
novel approach to analytically and exactly calculating the inverse credibility distribution of some specific arithmetical operations
based on the credibility measure. As an application of the operational law, an equivalent form of the expected value operator as
well as a theorem for computing the expected value of strictly monotone functions is suggested. Finally, we utilize the operational
law to construct a solution framework of fuzzy programming with parameters of regular LR fuzzy numbers, and such type of fuzzy
programming problems can be handled by the operational law as the classic deterministic programming without any particular
solving techniques.

Keywords: LR fuzzy number, regular LR fuzzy number, fuzzy arithmetic, operational law, expected value, fuzzy programming

1. Introduction α-cut, which is easy to perform with low complexity

In many research fields, such as optimal control
and operations research, some problems are usually
described as a programming model or other mathemati-
cal relationships with vague information (e.g., demand,
time, distance, etc.). To model the imprecision in these
problems, the fuzzy set theory introduced by Zadeh [31]
can be employed, in which different types of fuzzy num-
bers and the corresponding fuzzy arithmetic on them are
necessary in the modeling process.
In 1975, Zadeh [32] presented the extension prin-
ciple for fuzzy basic operations involving addition,
subtraction, multiplication, division and so on. Since
implementing the Zadeh’s extension principle is equal
to addressing a nonlinear programming, Kaufmann and
Gupta [14] alternatively initialized an interval method
for triangular and trapezoidal fuzzy numbers based on
∗ Corresponding author. Ke Wang, School of Management,
Shanghai University, Shanghai 200444, China. Tel.: +86 21 661
37696 804; Fax: +86 21 66134284; E-mail: ke@shu.edu.cn.
for simple operations. However, their method may lead
to higher powers of α when there are more terms being
multiplied. For example, if there are n terms, the result
of multiplication would be an nth-order polynomial in
α. Further, all fuzzy numbers in the arithmetic proce-
dure are treated as independent fuzzy numbers although
most of them are not when based on the extension
principle or the interval method. To tackle this prob-
lem, some researchers defined requisite constraints or
proposed some novel approaches (see, e.g., [16, 25]).
Since the arithmetic based on above approaches
are difficult to evaluate and computationally expen-
sive, some approximation methods were introduced. For
instance, Dubois and Prade [4] extended usual alge-
braic operations on real numbers to fuzzy numbers,
and suggested a standard approximation to fuzzy arith-
metic with efficient computation. Nevertheless, they
reminded that frequent uses of the standard approxi-
mation for multiplication may lead to wrong results.
Consequently Giachetti and Young [8] discussed the
error of the standard approximation, and developed a

1064-1246/16/$35.00 © 2016 – IOS Press and the authors. All rights reserved
72 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming
new approximation for triangular and trapezoidal fuzzy
numbers to reduce the error. In [9], they next proposed
a form using six parameters to define fuzzy numbers,
and provided the method for performing fuzzy arith-
metic with better accuracy and similar computational
speed with the standard approximation. Guerra and Ste-
fanini [10] used piecewise monotonic interpolations to
approximate and represent a fuzzy number, and derived
a procedure to control the absolute error associated with
the arithmetic operations on fuzzy numbers. Besides,
some other methods and applications were also investi-
gated recently. For instance, Chutia et al. [3] developed
a generalised method to find the membership function
for functions of triangular fuzzy numbers. Eslamipoor
et al. [7] and Haji et al. [11] proposed different meth-
ods to rank fuzzy numbers by using distance method.
Furthermore, based on the fuzzy arithmetic and a kind
of ranking method called Mehar’s method [15], Hatami
and Kazemipoor [12] solved the fully fuzzy linear pro-
gramminginwhichalltheparametersaswellasvariables
were represented by fuzzy numbers. Madhuri et al. [23]
defined a new arithmetic operations of linguistic trape-
zoidal fuzzy numbers for risk analysis.
The LR fuzzy number initialized by Dubois and
Prade [4], especially the triangular fuzzy numbers as
its special case, is a commonly used type of fuzzy num-
bers in various problems over the past few decades.
An LR fuzzy number can be represented by its mean
value (most likely value), left and right spreads (lower
and upper bounds), and shape functions. As to the
fuzzy arithmetic on LR fuzzy numbers, Wang and
Kuo [28] proposed an alternative operation of fuzzy
arithmetic on LR fuzzy numbers by three parame-
ters, and developed a new learning algorithm of a
fully fuzzified neural network based on the proposed
approximation method. Sorini and Stefanini [27] sug-
gested a parametrization for LR fuzzy numbers, and
the parametric representations could be used to model
the shapes of the membership functions and obtain
operators for the fuzzy arithmetic operations. Chou [2]
presented an inverse function arithmetic principle on tri-
angular fuzzy numbers, which could easily interpret the
multiplication operation with the membership functions
of fuzzy numbers.
In this paper, we focus on a specific type of LR
fuzzy numbers involving the triangular fuzzy num-
ber, the Gaussian fuzzy number, and the Cauchy fuzzy
number as special cases, called regular LR fuzzy num-
bers. First, we discuss the credibility distributions of
regular LR fuzzy numbers and give the equivalent con-
ditions for a regular LR fuzzy number. Subsequently,
the operational law is presented based on the inverse
credibility distribution, which allows fuzzy arithmetic
to be calculated exactly instead of approximation or
simulation. Based on the proposed operational law, we
give an equivalent definition and a simpler proof of lin-
earity for the expected value operator of regular LR
fuzzy numbers. Finally, a fuzzy programming model
with an expected objective and chance constraints is
formulated. We show that this model can be trans-
ferred to an equivalent crisp programming model by the
operational law, and then solved with the aid of some
well-developed optimization software packages.
The rest of this paper is organized as follows. In
Section 2, the concept of LR fuzzy number is reviewed.
In Section 3, we discuss the credibility distribution of
LR fuzzy numbers based on the credibility measure,
define the regular fuzzy number as well as the regular
LR fuzzy number, and prove the equivalent relationship
between them. In Section 4, a novel operational law for
regular LR fuzzy numbers is put forward. In Section 5,
an equivalent form of the expected value operator for
LR fuzzy numbers is presented. In Section 6, the oper-
ational law is used to construct a solution framework
of fuzzy programming, and then we illustrate it by an
example about the purchasing planning problem.
2. LR fuzzy numbers
Dubois and Prade [4] initialized the well-known LR
type of representation for fuzzy numbers, where L and
R respectively denote the left and right shape functions
which can be defined as follows.
Definition 1. (Dubois and Prade [4]) A shape function L
(or R) is a decreasing function from + → [0, 1] such
that
(1) L(0) = 1;
(2) L(x) < 1, ∀x > 0;
(3) L(x) > 0, ∀x < 1;
(4) L(1) = 0 [or L(x) > 0, ∀x and L(+∞) = 0].
Example 2.1. Different functions can be chosen for
L(x) (or R(x)). For instance, as mentioned by Dubois
and Prade [6], L(x) = max{0, 1 − xp } with p > 0;
L(x) = e−x ; and L(x) = 1/(1 + x2 ).
Definition 2. (Dubois and Prade [6]) A fuzzy number
ξ is of LR-type if there exist shape functions L (for
left) and R (for right), and scalers α > 0, β > 0 with
membership function
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 73

Fig. 1. The membership function of (4, 2, 3)LR in Example 2.2. Fig. 2. The membership function of a triangular fuzzy number.

⎧  
⎪
⎪
m−x
if x ≤ m
⎨L α ,
μξ (x) = 
⎪
⎪
⎩R x−m , if x ≥ m
β

where the real number m is called the mean value or

peak of ξ, and α and β are called the left and right
spreads, respectively. Symbolically, ξ is denoted by
(m, α, β)LR .

Remark 1: If the mean value m is not a real number Fig. 3. The membership function of a Gaussian fuzzy number.
but an interval [m, m], then ξ is called a fuzzy interval
or a generalized LR fuzzy number (see, e.g., [26, 35]).
In the present paper, we only consider the situation that
m = m.

Example 2.2: Let L(x) = max{0, 1 − x}, R(x) = e−x ,

α = 2, β = 3, and m = 4. Then (4, 2, 3)LR denotes an
LR fuzzy number with membership function (see Fig. 1)
⎧
⎪
⎪ 0, if x ≤ 2
⎪
⎪
⎨
μ(x) = x/2 − 1, if 2 < x ≤ 4 (1)
⎪
⎪ Fig. 4. The membership function of a Cauchy fuzzy number.
⎪
⎪
⎩e(4−x)/3 , if x > 4.
which can be denoted as (b, b − a, c − b)LR , where the
Example 2.3. If L(x) and R(x) are both linear functions shape functions L and R are
on the domains {x|0 < L(x) < 1} and {x|0 < R(x) <
L(x) = R(x) = max{0, 1 − x}.
1}, the corresponding LR fuzzy number is a triangular
fuzzy number. A triangular fuzzy number ξ determined Example 2.4. A fuzzy number ξ is called a Gaussian
by the triplet (a, b, c) of real numbers with a < b < c fuzzy number if it has a membership function (see
has a membership function (see Fig. 2) Fig. 3)
⎧x − a
μ(x) = e−(
x−a 2
⎪
⎪ , if a ≤ x ≤ b b ) , x ∈ , b > 0, (3)
⎪
⎪b − a
⎪
⎨
μ(x) = c − x , if b < x ≤ c (2) which can be denoted as (a, b, b)LR , where the shape
⎪
⎪ functions L and R are
⎪
⎪ c−b
⎪
⎩
L(x) = R(x) = e−x .
2
0, otherwise,
74 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

Example 2.5. A fuzzy number ξ is called a Cauchy number (3, 3, 3)LR with the following membership
fuzzy number if it has a membership function (see function (see Fig. 5)
Fig. 4) ⎧
⎪
⎪ 0.2, if 0 < x < 1
1 ⎪
⎪
μ(x) =  , x ∈ , q > 0, (4) ⎪
⎪
2 ⎪
⎪
1+ x−p ⎪
⎪ 0.5, if 1 ≤ x < 2
q ⎪
⎪
⎪
⎪
⎪
⎪ if 2 ≤ x < 3
which can be denoted as (p, q, q)LR , where the shape ⎪
⎪
0.8,
⎪
⎨
functions L and R are
μ(x) = −x/2 + 5/2, if 3 ≤ x < 4 (5)
⎪
⎪
L(x) = R(x) = 1/(1 + x2 ). ⎪
⎪
⎪
⎪ if 4 ≤ x < 5
⎪
⎪ 0.5,
Example 2.6. Generally speaking, the shape function L ⎪
⎪
⎪
⎪
(or R) defined in Definition 1 may be not continuous or ⎪
⎪−x/2 + 3, if 5 ≤ x < 6
⎪
⎪
strictly decreasing on the open interval {x|0 < L(x) < ⎪
⎪
⎪
⎩
1}. For instance, suppose that the shape functions L(x) 0, otherwise.
and R(x) are as follows,
⎧
⎪
⎪ 1, if x = 0
⎪
⎪ 3. Regular fuzzy numbers
⎪
⎪
⎪
⎪ 0.8, if 0 < x ≤ 1/3
⎪
⎪
⎪
⎨ This section first compares the credibility measure
L(x) = 0.5, if 1/3 < x ≤ 2/3 with the possibility measure and the necessity mea-
⎪
⎪ sure. Subsequently, we define the regular credibility
⎪
⎪
⎪
⎪ distribution, the regular fuzzy number, and the inverse
⎪
⎪ 0.2, if 2/3 < x < 1
⎪
⎪ credibility distribution, respectively, on the basis of the
⎪
⎩
0, otherwise credibility distribution. Finally, equivalent conditions
for regular fuzzy numbers are proved.
and
⎧
⎪
⎪−3x/2 + 1, if 0 ≤ x < 1/3
⎪ 3.1. Credibility measure
⎪
⎪
⎪
⎪
⎪
⎨0.5, if 1/3 ≤ x < 2/3 Suppose that ξ is a fuzzy number with the mem-
R(x) = bership function μ, and r is a real number. The
⎪
⎪
⎪
⎪−3x/2 + 3/2, if 2/3 ≤ x < 1 possibility [33] and the necessity [34] of a fuzzy event
⎪
⎪
⎪
⎪ ξ ≤ r are expressed as follows,
⎩0, otherwise,
Pos{ξ ≤ r} = sup μ(x), Nec{ξ ≤ r} = 1 − sup μ(x).
which are noncontinuous and non-strictly decreasing, x≤r x>r
respectively. Letting the mean value, the left and right
However, it is not suitable to use the possibility
spreads m = α = β = 3, then we obtain an LR fuzzy
measure or necessity measure merely to measure a
fuzzy event in a decision-making system because of
the absence of the self-duality. To overcome this defi-
ciency, the credibility measure was proposed in [20] as
follows,
1
Cr{ξ ≤ r} = (Pos{ξ ≤ r} + Nec{ξ ≤ r}).
2
Liu and Liu [20] have also proved that the credibility
measure is increasing and self-dual, and

1
Cr{ξ ≤ r} = sup μ(x) + 1 − sup μ(x) . (6)
Fig. 5. The membership function of (3, 3, 3)LR in Example 2.6. 2 x≤r x>r
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 75

A self-dual measure is absolutely needed in both the-

ory and practice. Hence the credibility measure will be
considered in this paper.

3.2. Regular credibility distribution

Let  be a nonempty set representing the sample

space, P the power set of , and Cr a credibility measure
on P. Then (, P(), Cr) is called a credibility space.
A fuzzy variable is defined as a function from a cred-
ibility space (, P(), Cr) to the set of real numbers. Fig. 6. The credibility distribution of the LR fuzzy number in
Example 2.2.
Furthermore, Liu [17] defined the credibility distribu-
tion for fuzzy variables as follows.

Definition 3. (Liu [17], Credibility Distribution) The

credibility distribution  :  → [0, 1] of a fuzzy vari-
able ξ is defined by

(x) = Cr{θ ∈  ξ(θ) ≤ x}. (7)

Here, (x) is the credibility that the fuzzy variable

ξ takes a value less than or equal to x. Liu [18] proved
that the credibility distribution  is a nondecreasing
function on  with (−∞) = 0 and (+∞) = 1. The
Fig. 7. The credibility distribution of a triangular fuzzy number ξ ∼
credibility distribution plays a key role when studying T(a, b, c).
fuzzy variables just as the probability distribution for
random variables.

Example 3.1. On the basis of (1), (6) and (7), the cred-
ibility distribution of the LR fuzzy number in Example
2.2 can be figured out as
⎧
⎪0,
⎪ if x ≤ 2
⎪
⎪
⎪
⎪
⎨
(x − 2)/4, if 2 < x ≤ 4
(x) =
⎪
⎪
⎪
⎪ 1 (4−x)/3
⎪
⎩1 − 2 e
⎪ , if x > 4,
Fig. 8. The credibility distribution of a Gaussian fuzzy number ξ ∼
N(a, b).
which has been depicted in Fig. 6.

Example 3.2. A triangular fuzzy number with the mem- denoted by T(a, b, c), where a < b < c are real num-
bership function in (2) has the credibility distribution bers.
(see Fig. 7)
⎧ Example 3.3. A Gaussian fuzzy number with the mem-
⎪
⎪ 0, if x ≤ a bership function in (3) has the credibility distribution
⎪
⎪
⎪
⎪ (see Fig. 8)
⎪
⎪
⎨(x − a)/2(b − a), if a < x ≤ b ⎧
(x) = ⎪ 1 −( x−a )2
⎪
(8) ⎪
⎨2e b , if x ≤ a
⎪
⎪ (x + c − 2b)/2(c − b), if b < x ≤ c
⎪
⎪ (x) = (9)
⎪
⎪ ⎪
⎪
⎪
⎩1, ⎩1 − 1 e−( x−a b )2
, if x > a
if x > c 2
76 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

Fig. 9. The credibility distribution of a Cauchy fuzzy number ξ ∼ Fig. 10. The credibility distribution of the LR fuzzy number in
C(p, q). Example 2.6.

denoted by N(a, b), where a and b > 0 are real

numbers. ous and strictly increasing functions. In order to study
this special type of LR fuzzy numbers conveniently,
Example 3.4. A Cauchy fuzzy number with the mem- some new concepts are suggested as follows.
bership function in (4) has the credibility distribution
(see Fig. 9) Definition 4. (Regular Credibility Distribution) A cred-
⎧ ibility distribution  is said to be regular if it is a
⎪ 1 continuous and strictly increasing function with respect
⎪
⎪  , if x ≤ q
⎪
⎪ 2
to x at which 0 < (x) < 1, and
⎪
⎨ 2 + 2 x−p
q
(x) = (10)
⎪
⎪ 1 lim (x) = 0, lim (x) = 1.
⎪
⎪ 1−  , if x > q x→−∞ x→+∞
⎪
⎪ 2
⎩ 2 + 2 x−p q
Definition 5. (Regular Fuzzy Number) A fuzzy num-
denoted by C(p, q), where p and q > 0 are real numbers. ber is said to be regular if its credibility distribution is
regular.
Example 3.5. The LR fuzzy number in Example 2.6
It is obvious that the LR fuzzy number in Example
with the membership function in (5) has the credibility
2.2, the triangular fuzzy number, the Gaussian fuzzy
distribution (see Fig. 10)
⎧ number, and the Cauchy fuzzy number are all regular,
⎪
⎪ 0, if x ≤ 0 and yet the LR fuzzy number in Example 2.6 is not regu-
⎪
⎪
⎪
⎪ lar due to its noncontinuous and non-strictly increasing
⎪
⎪
⎪
⎪ 0.1, if 0 < x < 1 credibility distribution.
⎪
⎪
⎪
⎪ As to the regular fuzzy numbers, the concept of the
⎪
⎪ if 1 ≤ x < 2
⎪
⎪ 0.25, inverse credibility distribution is developed, which will
⎪
⎪
⎪
⎪ play a significant part in the subsequent content.
⎪
⎨0.4, if 2 ≤ x < 3
(x) = Definition 6. (Inverse Credibility Distribution) Let ξ be
⎪
⎪
⎪
⎪ x/4 − 1/4, if 3 ≤ x < 4 a fuzzy number with a regular credibility distribution
⎪
⎪
⎪
⎪ . Then the inverse function −1 is called the inverse
⎪
⎪ if 4 ≤ x < 5
⎪
⎪ 0.75, credibility distribution of ξ.
⎪
⎪
⎪
⎪ Note that the inverse credibility distribution −1 is
⎪
⎪ x/4 − 1/2, if 5 ≤ x < 6
⎪
⎪ well defined on the open interval (0, 1). If required, we
⎪
⎪
⎪
⎩ may extend the domain via
1, if x ≥ 6.
−1 (0) = lim −1 (α), −1 (1) = lim −1 (α).
From Examples 3.1∼3.4, it can be seen that the credi- α↓0 α↑1
bility distributions of the LR fuzzy number in Example
2.2, the triangular fuzzy number, the Gaussian fuzzy Example 3.6. The inverse credibility distribution of a
number, and the Cauchy fuzzy number are all continu- triangular fuzzy number ξ ∼ T(a, b, c) is (see Fig. 11)
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 77

Example 3.8. The inverse credibility distribution of a

Cauchy fuzzy number ξ ∼ C(p, q) is (see Fig. 13)
⎧
⎪
⎨p − q (1 − 2α)/2α, if α ≤ 0.5
−1 (α) =
⎪
⎩p + q (2α − 1)/(2 − 2α), if α > 0.5.

3.3. Equivalent conditions of regular fuzzy

Fig. 11. The inverse credibility distribution of a triangular fuzzy numbers
number ξ ∼ T(a, b, c).
For our purpose, we first propose the following
⎧ definition.
⎨(2b − 2a)α + a, if α < 0.5
−1 (α) = (11) Definition 7. (Regular LR Fuzzy Number) A fuzzy
⎩
(2c − 2b)α + 2b − c, if α ≥ 0.5. number is said to be a regular LR fuzzy number if it is an
LR fuzzy number with a regular credibility distribution.
Example 3.7. The inverse credibility distribution of a Next, equivalent conditions for regular fuzzy num-
Gaussian fuzzy number ξ ∼ N(a, b) is (see Fig. 12) bers as well as regular LR fuzzy numbers can be given
⎧ √ via the following theorems.
⎪
⎨a − b − ln(2α), if α ≤ 0.5
−1 Theorem 1. (Equivalent Condition I) A fuzzy number
 (α) = (12)
⎪
⎩ √ is a regular fuzzy number if and only if any one of the
a + b − ln(2 − 2α), if α > 0.5.
following assertions holds,

(i) It is a regular LR fuzzy number;

(ii) The credibility distribution  is continuous and
strictly increasing on {x|0 < (x) < 1};
(iii) The inverse function of  exists and is contin-
uous and strictly increasing on (0, 1).

Fig. 12. The inverse credibility distribution of a Gaussian fuzzy num-
ber ξ ∼ N(a, b).
Fig. 13. The inverse credibility distribution of a Cauchy fuzzy num-
ber ξ ∼ C(p, q).
Proof. It is easy to verify that parts (ii) and (iii) are true
according to the definition of regular fuzzy number.
Hence we only prove part (i).
On the one hand, if a fuzzy number ξ is a regular LR
fuzzy number, then its credibility distribution is regular
according to the definition of regular LR fuzzy number,
and consequently, it is also a regular fuzzy number.
On the other hand, if we assume that a fuzzy num-
ber ξ is a regular fuzzy number, then it can be verified
that ξ is an LR fuzzy number with regular credibility
distribution as follows.
Since ξ is a regular fuzzy number, its credibility
distribution (x) is continuous and strictly increasing
on {x|0 < (x) < 1}, and limx→+∞ (x) = 1. Conse-
quently, concerning the membership function μ(x) of
ξ, we can prove that there is only one point taking the
membership value of 1 in (−∞, +∞).
Firstly, it is clear that there exists at least one
point with membership 1 in (−∞, +∞). Otherwise,
78 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

⎧
if μ(x) < 1 for any x ∈ (−∞, +∞), we have ⎪is continuous and stictly incresing,
⎪
⎪
⎪
⎪
⎪
⎪
(x0 ) = 1
sup μ(x) + 1 − sup μ(x) ⎪
⎪ if g(0) < x < m
2 ⎪
⎪
x≤x0 x>x0
⎪
⎪
⎪
⎪
⎨= 1, if x = m
< 1
2 1 + 1 − sup μ(x) μ(x)
x>x0 ⎪
⎪
⎪
⎪ is continuous and stictly decresing,
≤ ⎪
2 (1 + 1 − 0) =1
1
⎪
⎪
⎪
⎪
⎪
⎪ if m < x < g(1)
holds for any x0 ∈ (−∞, +∞), which is contrary to ⎪
⎪
⎪
⎪
that limx0 →+∞ (x0 ) = 1. ⎩
Next, we can verify that there is at most one point = 0, otherwise.
with membership 1 in (−∞, +∞). Otherwise, if there
exist two points x1 < x2 with μ(x1 ) = μ(x2 ) = 1, then It is clear that μ(x) can be represented in the LR-type
for any x0 ∈ (x1 , x2 ), we have with shape functions L(x) and R(x), where L(x) and
R(x) are continuous and strictly decreasing on {x|0 <
(x0 ) = 1
2 sup μ(x) + 1 − sup μ(x) L(x) < 1} and {x|0 < R(x) < 1}. Therefore, ξ is an LR
x≤x0 x>x0
fuzzy number.
= 21 (1 + 1 − 1) = 21 , Furthermore, since the credibility distribution of ξ is
regular, ξ is a regular LR fuzzy number. 
which is contrary to the assumption that (x) is strictly
According to Theorem 1, the concepts of regular
increasing on {x|0 < (x) < 1}.
fuzzy number and regular LR fuzzy number are com-
Therefore, there is only one point with membership
pletely identical. In other words, any regular fuzzy
1. Denote it by m. That is, μ(m) = 1.
numbers can be represented as an LR fuzzy number
For x0 < m, according to (6) and (7), we have
with a regular credibility distribution. Concerning the
LR-type of representation for the regular fuzzy number,
(x0 ) = 1
2 sup μ(x) + 1 − sup μ(x) the following theorem can be further obtained.
x≤x0 x>x0

Theorem 2. (Equivalent Condition II) A fuzzy number

= 1
sup μ(x) + 1 − μ(m)
2
x≤x0 is a regular LR fuzzy number if and only if it is an
LR fuzzy number and its shape functions L and R are
= 1
2 sup μ(x). continuous and strictly decreasing on the open intervals
x≤x0
{x|0 < L(x) < 1} and {x|0 < R(x) < 1}, respectively.
Since (x) is continuous and strictly increasing
on {x|0 < (x) < 1}, thus μ(x) is continuous and Proof. On the one hand, if a fuzzy number ξ is a reg-
strictly increasing on {x|g(0) < x < m}, where g(0) = ular LR fuzzy number, following from the proof of
limα↓0 −1 (α). Theorem 1, it is known that the membership func-
Similarly, for x0 > m, we have tion of ξ can be represented in the LR-type with shape
functions L(x) and R(x), where L(x) and R(x) are con-
(x0 ) = 1
2 sup μ(x) + 1 − sup μ(x) tinuous and strictly decreasing on {x|0 < L(x) < 1}
x≤x0 x>x0
and {x|0 < R(x) < 1}, respectively.
On the other hand, if a fuzzy number ξ is an LR
= 1
2 μ(m) + 1 − sup μ(x) fuzzy number with continuous and strictly decreas-
x>x0
ing shape functions L and R on {x|0 < L(x) < 1} and
=1− 1
2 sup μ(x). {x|0 < R(x) < 1}, then its credibility distribution  is
x>x0
regular, which can be verified in three cases as follows.
Since (x) is continuous and strictly increasing on Assume that the membership function of ξ is
{x|0 < (x) < 1}, we have μ(x) is continuous and
strictly decreasing on {x|m < x < g(1)}, where g(1) = ⎧  
⎪ m−x
⎨L a , if x ≤ m, a > 0
limα↑1 −1 (α).
In summary, for the membership function μ(x) of ξ, μ(x) =
⎪
⎩  x−m 
we have R b , if x ≥ m, b > 0
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 79

where L(x) and R(x) are both continuous and decreas- bR−1 (0)), i.e., {x|0 < (x) < 1}. Therefore, the credi-
ing functions on + and strictly decreasing on the bility distribution of ξ is regular, and consequently, ξ is
open intervals {x|0 < L(x) < 1} and {x|0 < R(x) < a regular LR fuzzy number. 
1}. Denote L−1 (0) = limα↓0 L−1 (α) and R−1 (0) = So far, equivalent conditions for regular fuzzy num-
limα↓0 R−1 (α). bers as well as regular LR fuzzy numbers have been
Firstly, if x1 < x2 ≤ m, according to (6) and (7), we proposed. It is shown that all regular fuzzy numbers
have can be represented as regular LR fuzzy numbers with
1 continuous and strictly decreasing shape functions. In
(x1 ) = sup μ(x) + 1 − sup μ(x) the following three sections of this paper (i.e., Sections
2 x≤x1 x>x1
4∼6), we will focus on the fuzzy arithmetic on reg-
1 ular LR fuzzy numbers (i.e., regular fuzzy numbers)
= μ(x1 )
2 and its applications. For the sake of clearness and easy
1 m − x1 understanding, we prefer to adopt the former phrase,
= L i.e, regular LR fuzzy number.
2 a
and
1 4. Operational law
(x2 ) = sup μ(x) + 1 − sup μ(x)
2 x≤x2 x>x2
1 This section gives the operational law for calculating
= μ(x2 ) the credibility distribution of strictly monotone func-
2
tion of independent regular LR fuzzy numbers. The
1 m − x2 notions of independence of fuzzy numbers and strictly
= L .
2 a monotone function are recalled first.
The independence of fuzzy numbers has been stud-
Since L(x) is monotone decreasing on + and strictly
ied by many researchers from different angles, such as
decreasing on {x|0 < L(x) < 1}, we have
Zadeh [33], Nahmias [24], Yager [30], Liu [18], and
(x1 ) ≤ (x2 ), ∀x1 < x2 ≤ m Liu and Gao [22]. Here we introduce the definition and
its equivalent theorem given by Liu and Gao [22].
and
Definition 8. (Liu and Gao [22]) The fuzzy variables
(x1 ) < (x2 ), ∀m − aL−1 (0) < x1 < x2 ≤ m. ξ1 , ξ2 , · · · , ξn are said to be independent if
Secondly, if m ≤ x1 < x2 , similarly, we have
Cr{ξi ∈ Bi , i = 1, 2, · · · , n} = min Cr{ξi ∈ Bi }
1≤i≤n
(x1 ) ≤ (x2 ), ∀m ≤ x1 < x2

and for any Borel sets B1 , B2 , · · · , Bn of real numbers.

(x1 ) < (x2 ), ∀m ≤ x1 < x2 < m + bR−1 (0). Theorem 3. (Liu and Gao [22]) The fuzzy variables
ξ1 , ξ2 , · · · , ξn are independent if and only if
Finally, if x1 < m < x2 , we have  

n
1 m − x1 1 1 Cr {ξi ∈ Bi } = max Cr {ξi ∈ Bi }
(x1 ) = L < L(0) = 1≤i≤n
2 a 2 2 i=1

and for any Borel sets B1 , B2 , · · · , Bn of real numbers.

1 x2 − m 1 1 In this paper, we adopt the following definition of
(x2 ) = 1 − R > 1 − R(0) = . strictly monotone functions for our purpose.
2 b 2 2
Then (x1 ) < (x2 ). Definition 9. A real-valued function f (x1 , x2 , · · · , xn )
In summary, we obtain (x1 ) < (x2 ) for m − is said to be strictly monotone if it is strictly increasing
aL−1 (0) < x1 < x2 < m + bR−1 (0), which means with respect to x1 , x2 , · · · , xm and strictly decreasing
(x) is strictly increasing on (m − aL−1 (0), m + with respect to xm+1 , xm+2 , · · · , xn , that is,
80 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

f (x1 , · · · , xm , xm+1 , · · · , xn ) is a regular LR fuzzy number with inverse credibility

distribution
≤ f (y1 , · · · , ym , ym+1 , · · · , yn )
−1 (α) = f (−1 −1
1 (α), · · · , m (α),
whenever xi ≤ yi for i = 1, 2, · · · , m and xi ≥ yi for
−1 −1
m+1 (1 − α), · · · , n (1 − α)).
i = m + 1, · · · , n, and

f (x1 , · · · , xm , xm+1 , · · · , xn ) Proof. For simplicity, we only prove the case of m = 1

and n = 2. That is, suppose that
< f (y1 , · · · , ym , ym+1 , · · · , yn )
ξ = f (ξ1 , ξ2 ), (13)
whenever xi < yi for i = 1, 2, · · · , m and xi > yi for
i = m + 1, · · · , n. and f is strictly increasing with respect to ξ1 and strictly
decreasing with respect to ξ2 . Besides, denote
Example 4.1. The following are strictly monotone G(α) = f (−1 −1
1 (α), 2 (1 − α)) (14)
functions,
where −1 −1
1 and 2 are the inverse credibility distri-
f (x1 , x2 ) = x1 − x2 , butions of ξ1 and ξ2 , respectively. Based on (13) and
f (x1 , x2 ) = x1 /x2 , x1 , x2 > 0. (14), we always have
{ξ ≤ G(α)} ≡ {f (ξ1 , ξ2 ) ≤ f (−1 −1
1 (α), 2 (1 − α))}.
Example 4.2. If f (x1 , x2 , · · · , xn ) ≤ f (y1 , y2 , · · · ,
(15)
yn ) whenever xi ≤ yi for all i, and f (x1 , x2 , · · · , xn ) <
On the one hand, since f is a strictly monotone func-
f (y1 , y2 , · · · , yn ) whenever xi < yi for all i, the func-
tion, from Definition 9, we can deduce that
tion is said to be strictly increasing functions. The
following are strictly increasing functions, ξ1 ≤ −1 −1
1 (α) and ξ2 ≥ 2 (1 − α)

f (x1 , x2 , · · · , xn ) = x1 + x2 + · · · + xn , ⇒ f (ξ1 , ξ2 ) ≤ f (−1 −1

1 (α), 2 (1 − α))

f (x1 , x2 , · · · , xn ) = x1 x2 · · · xn , x1 , x2 , · · · , xn ≥ 0. which implies that

Example 4.3. If f (x1 , x2 , · · · , xn ) ≥ f (y1 , y2 , · · · , {ξ1 ≤ −1 −1

1 (α)} ∩ {ξ2 ≥ 2 (1 − α)}
(16)
yn ) whenever xi ≤ yi for all i, and f (x1 , x2 , · · · , xn ) >
⊆ {f (ξ1 , ξ2 ) ≤ f (−1 −1
1 (α), 2 (1 − α))}.
f (y1 , y2 , · · · , yn ) whenever xi < yi for all i, the func-
tion is said to be strictly decreasing functions. The Then it follows from (15) and (16) that
following are strictly decreasing functions,
{ξ ≤ G(α)} ⊇ {ξ1 ≤ −1 −1
1 (α)} ∩ {ξ2 ≥ 2 (1 − α)}.
f (x1 , x2 , · · · , xn ) = −x1 − x2 · · · − xn , Since the credibility measure Cr is an increasing set
function Liu [17], we have
f (x) = exp(−x),
Cr{ξ ≤ G(α)}
f (x) = 1/x, x > 0.   (17)
≥ Cr {ξ1 ≤ −1
1 (α)} ∩ {ξ2 ≥ −1
2 (1 − α)} .
Based on the notions of independence and strictly
monotone functions, we present the operational law for By using the definition of independence (see Defini-
regular LR fuzzy numbers as follows. tion 8) and the independence of ξ1 and ξ2 , we get
 
Theorem 4. (Operational Law) Let ξ1 , ξ2 , · · · , ξn be Cr {ξ1 ≤ −1 −1
1 (α)} ∩ {ξ2 ≥ 2 (1 − α)}
independent regular LR fuzzy numbers with credibil-
ity distributions 1 , 2 , · · · , n , respectively. If the = Cr{ξ1 ≤ −1 −1
1 (α)} ∧ Cr{ξ2 ≥ 2 (1 − α)}
(18)
function f (x1 , x2 , · · · , xn ) is strictly increasing with
respect to x1 , x2 , · · · , xm and strictly decreasing with = α ∧ α = α.
respect to xm+1 , xm+2 , · · · , xn , then According to (17) and (18), we obtain
ξ = f (ξ1 , · · · , ξm , ξm+1 , · · · , ξn ) Cr{ξ ≤ G(α)} ≥ α. (19)
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 81

On the other hand, since f is strictly increasing with The above proof is also applicable the general cases.
respect to ξ1 and strictly decreasing with respect to ξ2 , Here we only consider the case of m = 1, n = 2 for
we can deduce that simplicity. 
f (ξ1 , ξ2 ) ≤ f (−1 −1
1 (α), 2 (1 − α)) Remark 2. If the function f (x1 , x2 , · · · , xn ) is
strictly increasing with respect to x1 , x2 , · · · , xn , then
⇒ ξ1 ≤ −1
1 (α) or ξ2 ≥ −1
2 (1 − α) ξ = f (ξ1 , ξ2 , · · · , ξn ) is a regular LR fuzzy num-
which implies that ber with inverse credibility distribution −1 (α) =
f (−1 −1 −1
1 (α), 2 (α), · · · , n (α)).
{f (ξ1 , ξ2 ) ≤ f (−1 −1
1 (α), 2 (1 − α))}
(20) Remark 3. If the function f (x1 , x2 , · · · , xn ) is strictly
⊆ {ξ1 ≤ −1 −1
1 (α)} ∪ {ξ2 ≥ 2 (1 − α)}. decreasing with respect to x1 , x2 , · · · , xn , then ξ =
Then it follows from (15) and (20) that f (ξ1 , ξ2 , · · · , ξn ) is a regular LR fuzzy number with
inverse credibility distribution −1 (α) = f (−1 1 (1 −
{ξ ≤ G(α)} ⊆ {ξ1 ≤ −1 −1
1 (α)} ∪ {ξ2 ≥ 2 (1 − α)}. −1 −1
α), 2 (1 − α), · · · , n (1 − α)).
(21)
Since the credibility measure Cr is an increasing set Example 4.4. Let ξ1 and ξ2 be independent regular LR
function, we have fuzzy numbers with credibility distributions 1 and 2 ,
Cr{ξ ≤ G(α)} respectively. Since the function f (x1 , x2 ) = ax1 − bx2
  (22) is strictly increasing with respect to x1 and strictly
≤ Cr {ξ1 ≤ −1
1 (α)} ∪ {ξ2 ≥ −1
2 (1 − α)} . decreasing with respect to x2 for any constants a > 0
and b > 0, it follows from Theorem 4 that aξ1 − bξ2 is
By using Theorem 3 and the independence of ξ1 and ξ2 , a regular LR fuzzy number, and its inverse credibility
we get distribution is
 
Cr {ξ1 ≤ −1 (α)} ∪ {ξ 2 ≥ −1
(1 − α)} −1 (α) = a−1 −1
1 (α) − b2 (1 − α).
1 2
Providing that ξ1 ∼ N(3, 2) and ξ2 ∼ N(5, 3) are two
= Cr{ξ1 ≤ −1 −1
1 (α)} ∨ Cr{ξ2 ≥ 2 (1 − α)}
(23)
Gaussian fuzzy numbers, and the parameters a = 2 and
= α ∨ α = α. b = 1, the inverse credibility distribution of 2ξ1 − ξ2 is

According to (22) and (23), we obtain −1 (α) = 2−1 −1

1 (α) − 2 (1 − α)

Cr{ξ ≤ G(α)} ≤ α. (24) ⎧  √ 

⎪
⎪2 3 − 2 − ln(2α)
⎪
⎪
Finally, it follows from (19) and (24) that Cr{ξ ≤ ⎪
⎪  √ 
⎪
⎪ − 5 + 3 − ln(2 − 2(1 − α)) , if α ≤ 0.5
G(α)} = α. From the definition of inverse credibil- ⎨
ity distribution in Definition 6, we know that G(α) is =
⎪
⎪  √ 
just the inverse credibility distribution of ξ. That is, ⎪
⎪2 3 + 2 − ln(2 − 2α)
⎪
⎪
the inverse credibility distribution of ξ is −1 (α) = ⎪
⎩ − 5 − 3√− ln(2(1 − α)) ,
⎪
if α > 0.5
G(α) = f (−1 −1
1 (α), 2 (1 − α)).
Furthermore, let us verify that ξ is a regular LR fuzzy ⎧ √
number. Since ξ1 and ξ2 are regular LR fuzzy num- ⎪
⎨1 − 7 − ln(2α), if α ≤ 0.5
bers, it follows from Theorem 1 that −1 1 and 2
−1
=
are strictly increasing functions on (0, 1). Considering ⎪
⎩ √
1 + 7 − ln(2 − 2α), if α > 0.5
that f (x1 , x2 ) is strictly increasing with respect to x1
and strictly decreasing with respect to x2 , it is easy according to (12) for α ∈ (0, 1). It is obvious that 2ξ1 −
to deduce that −1 (α) = f (−1 −1
1 (α), 2 (1 − α)) is a ξ2 is also a Gaussian fuzzy number, more clearly, 2ξ1 −
strictly increasing function with respect to α. In other ξ2 ∼ N(1, 7).
words, the inverse credibility distribution of ξ exists and
strictly increasing on (0, 1). According to the assertion Example 4.5. Let ξ1 and ξ2 be independent positive
in Theorem 1, we obtain that ξ is a regular LR fuzzy regular LR fuzzy numbers with credibility distributions
number. 1 and 2 , respectively. Since f (x1 , x2 ) = x1 /x2 is a
82 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

strictly monotone function for x1 , x2 > 0, the quotient

ξ1 /ξ2 is a regular LR fuzzy number with the inverse
credibility distribution

−1 (α) = −1 −1

1 (α)/2 (1 − α).

Providing that ξ1 ∼ T(1, 2, 3) and ξ2 ∼ T(3, 4, 5) are

two triangular fuzzy numbers, it follows from (11)
that −1 −1
1 (α) = 2α + 1 and 2 (α) = 2α + 3. Thus the
inverse credibility distribution of ξ1 /ξ2 is
Fig. 14. The expected value of an LR fuzzy number.
−1
 (α) = (2α + 1)/(2(1 − α) + 3)
= (2α + 1)/(5 − 2α). (25)  +∞  0
E[ξ] = Cr{ξ ≥ x}dx − Cr{ξ ≤ x}dx
0 −∞
 +∞  0
5. Expected value
= (1 − (x))dx − (x)dx
0 −∞
In this section, we first give an equivalent form of  
1 (0)
the expected value for regular LR fuzzy numbers using =  −1
(α)dα + −1 (α)dα
the inverse credibility distribution, and then present a (0) 0
theorem for calculating the expected value of strictly  1
monotone functions based on the equivalent form and = −1 (α)dα.
the proposed operational law. 0
Expected value is the average value of a fuzzy vari-
able in the sense of fuzzy measure. It has been defined 
in several ways. For instance, Dubois and Prade [5], Theorem 5 implies that the value of the expected
Heilpern [13], Yager [29] gave the different definitions, value E[ξ] is just the area surrounded by two axes,
respectively. In 2002, Liu and Liu [20] presented a gen- α = 1, and the curve of the inverse credibility distribu-
eral definition of expected value for fuzzy variables via tion −1 . Figure 14 shows the geometric interpretation
the credibility distribution as follows. of the expected value of a regular LR fuzzy number.

Definition 10. (Liu and Liu [20]) Let ξ be a fuzzy Example 5.1. The expected value of a triangular fuzzy
variable. Then the expected value of ξ is defined by number ξ ∼ T(a, b, c) can be calculated according to
(11) and (26) as
 +∞  0
E[ξ] = Cr{ξ ≥ r}dr − Cr{ξ ≤ r}dr  0.5
0 −∞ E[ξ] = ((1 − 2α)a + 2αb)dα
0
provided that at least one of the two integrals is finite.  1
In the following, we provide an equivalent form of + ((2 − 2α)b + (2α − 1)c)dα
the expected value for regular LR fuzzy numbers by 0.5
means of the inverse credibility distribution.
a + 2b + c
= .
Theorem 5. Let ξ be a regular LR fuzzy number. If its 4
expected value exists, then
Example 5.2. The expected value of a Gaussian fuzzy
 1 number ξ ∼ N(a, b) can be calculated according to (12)
E[ξ] = −1 (α)dα (26) and (26) as
0
 0.5 
where −1 is the inverse credibility distribution of ξ. E[ξ] = a − b − ln(2α) dα
0
Proof. It follows from the definitions of expected value 1 
+ a + b − ln(2 − 2α) dα
operator and credibility distribution that 0.5
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 83

 0.5 ξ1 /ξ2 is a regular LR fuzzy number with the inverse

= 0.5a − b − ln(2α) dα credibility distribution ϒ(α) = −1 −1
0 1 (α)/2 (1 − α).
1 Then its expected value is
+0.5a + b − ln(2 − 2α) dα  1
0.5
  E[ξ1 /ξ2 ] = −1 −1
1 (α)/2 (1 − α)dα.
1√ 0√ 0
= a − 0.5b − ln t dt − 0.5b − ln t dt
0 1 Providing that ξ1 ∼ T(1, 2, 3) and ξ2 ∼ T(3, 4, 5) are
= a. two triangular fuzzy numbers, it is easy to have that the
expected value of ξ1 /ξ2 is
According to the operational law and the equivalent
form of the expected value, a theorem for calculating the  1
2α + 1
expected value of strictly monotone functions is proved E[ξ1 /ξ2 ] = dα = −3 ln 0.6 − 1 ≈ 0.5325
0 5 − 2α
as follows.
according to (25) in Example 4.5.
Theorem 6. (Expected Value of Strictly Monotone Liu and Liu [21] have shown that the expected value
Functions) Let ξ1 , ξ2 , · · · , ξn be independent regu- operator defined in (26) has the linearity for indepen-
lar LR fuzzy numbers with credibility distributions dent fuzzy numbers. However, the proof is somewhat
1 , 2 , · · · , n , respectively. If the function f (x1 , complicated. Here, we show that the same conclusion
x2 , · · · , xn ) is strictly increasing with respect to for regular LR fuzzy numbers can be obtained through a
x1 , x2 , · · · , xm and strictly decreasing with respect to relatively simple derivation on the basis of Theorems 5
xm+1 , xm+2 , · · · , xn , then the expected value of fuzzy and 6.
number ξ = f (ξ1 , · · · , ξm , ξm+1 , · · · , ξn ) is
 1 Theorem 7. (Linearity of Expected Value Operator) Let
E[ξ] = f (−1 −1
1 (α), · · · , m (α),
ξ and η be independent regular LR fuzzy numbers with
0 finite expected values. Then for any real numbers a and
b, we have
−1 −1
m+1 (1 − α), · · · , n (1 − α))dα.
E[aξ + bη] = aE[ξ] + bE[η].
Proof. It follows immediately from Theorems 4 and 5.
Proof. Suppose that the credibility distributions of ξ

and η are  and , respectively. If a ≥ 0 and b ≥ 0, it
Example 5.3. Let ξ be a nonnegative regular LR fuzzy follows from Theorems 5 and 6 that
number with credibility distribution . Since f (x) = x2  1
is a strictly increasing function on [0, +∞), it follows E[aξ + bη] = a−1 (α) + b−1 (α) dα
0
from Theorem 4 that the square ξ 2 is a regular LR
 1  1
fuzzy number with the inverse credibility distribution −1
(−1 (α))2 . Then its expected value is =a  (α)dα + b −1 (α)dα
0 0
 1
E[ξ 2 ] = (−1 (α))2 dα. = aE[ξ] + bE[η].
0
Similarly, if a ≤ 0 and b ≥ 0, we have
Providing that ξ ∼ T(1, 2, 3) is a triangular fuzzy num-
 1
ber, the inverse credibility distribution of ξ is −1 (α) =
E[aξ + bη] = a−1 (1 − α) + b−1 (α) dα
1 + 2α by means of (11). Hence the expected value of 0
ξ 2 is  
1 1
 1 =a −1 (α)dα + b −1 (α)dα
E[ξ 2 ] = (1 + 2α)2 dα = 13/3. 0 0
0
= aE[ξ] + bE[η].
Example 5.4. Let ξ1 and ξ2 be independent positive
regular LR fuzzy numbers with credibility distributions For simplicity, we only prove the above two cases. It
1 and 2 , respectively. Since f (x1 , x2 ) = x1 /x2 is a is easy to deduce that the other two cases (i.e., a ≥
strictly monotone function for x1 , x2 > 0, the quotient 0 and b ≤ 0; a ≤ 0 and b ≤ 0 ) can be also verified
84 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

similarly. That is, for any real numbers a and b, the Definition 11. A vector x is called a feasible solution
equality E[aξ + bη] = aE[ξ] + bE[η] holds.  to the fuzzy programming model (27) if
Cr{gj (x, ξ) ≤ 0} ≥ αj

6. Fuzzy programming holds for j = 1, 2, · · · , p.

Definition 12. A feasible soulution x∗ is called an opti-

To handle the uncertain programming, Charnes and
mal solution to the fuzzy programming model (27) if
Cooper [1] initialized the chance-constrained program-
ming which offers a powerful approach of modeling E[f (x∗ , ξ)] ≤ E[f (x, ξ)]
stochastic decision systems. Following the idea of
stochastic chance-constrained programming, a frame- holds for any feasible solution x.
work of fuzzy chance-constrained programming was
presented by Liu and Iwamura [19]. As a fuzzy ver- 6.2. Crisp equivalent model
sion of the chance-constrained programming in [1],
in this section, we present a fuzzy chance-constrained For the fuzzy programming model (27), if the fuzzy
programming model integrating the expected objective vector ξ consists of regular LR fuzzy numbers, a crisp
with some chance constraints, and then show that the equivalent form can be obtained by using the following
model can be converted to a crisp equivalent mathemat- theorems.
ical model by using the proposed operational law.
Theorem 8. Assume that the objective function f (x, ξ1 ,
ξ2 , · · · , ξn ) is strictly increasing with respect to ξ1 , ξ2 ,
6.1. Fuzzy chance-constrained programming · · · , ξm and strictly decreasing with respect to ξm+1 ,
ξm+2 , · · · , ξn . If ξ1 , ξ2 , · · · , ξn are independent regular
Assume that x is a decision vector, ξ = (ξ1 , ξ2 , · · · , LR fuzzy numbers, then the expected objective function
ξn ) is an n-dimensional fuzzy vector, f (x, ξ) is the E[f (x, ξ1 , ξ2 , · · · , ξn )] in model (27) equals to
objective function, and gj (x, ξ) is the constraint func-  1
tion for j = 1, 2, · · · , p. Since the objective function f (x, −1 −1
1 (α), · · · , m (α),
f (x, ξ) is also a fuzzy variable, it cannot be minimized 0
directly. Instead, we may minimize its expected value, −1 −1
m+1 (1 − α), · · · , n (1 − α))dα
i.e., E[f (x, ξ)]. Besides, considering that the fuzzy con-
straints gj (x, ξ) ≤ 0, j = 1, 2, · · · , p, do not define a where −1i is the inverse credibility distribution of ξi
crisp feasible set, it is naturally desired that the fuzzy for i = 1, 2, · · · , n.
constraints hold with confidence levels α1 , α2 , · · · , αp .
Then we have a set of chance constraints as follows, Proof. It follows from Theorem 4 that the inverse cred-
ibility distribution of f (x, ξ1 , ξ2 , · · · , ξn ) is
Cr{gj (x, ξ) ≤ 0} ≥ αj , j = 1, 2, · · · , p. −1 (x, α) = f (x, −1 −1
1 (α), · · · , m (α),

Therefore, in order to formulate decision systems −1 −1

m+1 (1 − α), · · · , n (1 − α)).
with fuzzy parameters, we present the following fuzzy
chance-constrained programming model, Using Theorem 5, we have E[f (x, ξ1 , · · · , ξn )] =
 1 −1
0  (x, α)dα. 
⎧
⎪
⎪min E[f (x, ξ)]
⎪
⎪ x Theorem 9. Assume that the constraint function gj (x,
⎨
subject to : ξ1 , ξ2 , · · · , ξn ) is strictly increasing with respect to
⎪
⎪ ξ1 , ξ2 , · · · , ξkj and strictly decreasing with respect to
⎪
⎪
⎩ ξkj +1 , ξkj +2 , · · · , ξn . If ξ1 , ξ2 , · · · , ξn are independent
Cr{gj (x, ξ) ≤ 0} ≥ αj , j = 1, 2, · · · , p.
(27) regular LR fuzzy numbers, then the chance constraint
The target of model (27) is to obtain a decision with the Cr{gj (x, ξ1 , ξ2 , · · · , ξn ) ≤ 0} ≥ α (28)
minimum expected objective value E[f (x, ξ)] subject
to a series of chance constraints. holds if and only if
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming 85

gj (x, −1 −1
1 (α), · · · , kj (α),
ming and classical programming except for an integral.
Thus we may solve such type of fuzzy optimization
−1 −1
kj +1 (1 − α), · · · , n (1 − α)) ≤ 0 problems within the framework of classic deter-
ministic optimization requiring no particular solving
where −1i is the inverse credibility distribution of ξi techniques.
for i = 1, 2, · · · , n.
6.3. Numerical example
Proof. It follows from the operational law in The-
orem 4 that the inverse credibility distribution of In the following, a purchasing planning problem is
gj (x, ξ1 , ξ2 , · · · , ξn ) is given to illustrate the solution framework of fuzzy pro-
gramming via the proposed fuzzy arithmetic operations.
−1 (x, α) = gj (x, −1 −1
j (α), · · · , kj (α), Consider a company which plans to purchase some
−1 −1 machines to build a new plant. This plant is to sup-
kj +1 (1 − α), · · · , n (1 − α)).
ply three types of components for its downstream
On the other hand, it is obvious that (28) holds if and plant in this company. Each type of component is pro-
only if −1 (x, α) ≤ 0.  duced by different machines, and thus three types of
machines should be purchased. Denote by xi the num-
Theorem 10. Assume that f (x, ξ1 , ξ2 , · · · , ξn ) is ber of the i-th type of machine purchased for i = 1, 2, 3,
strictly increasing with respect to ξ1 , ξ2 , · · · , ξm and respectively.
strictly decreasing with respect to ξm+1 , ξm+2 , · · · , ξn , The price of the i-th type of machine is ai , and the
and gj (x, ξ1 , ξ2 , · · · , ξn ) is strictly increasing with total capital available for this procurement plan is a.
respect to ξ1 , ξ2 , · · · , ξkj and strictly decreasing with Then we have a constraint on the capital budgeting as
respect to ξkj +1 , ξkj +2 , · · · , ξn for j = 1, 2, · · · , p.
a1 x1 + a2 x2 + a3 x3 ≤ a.
If ξ1 , ξ2 , · · · , ξn are independent regular LR fuzzy
numbers, then the fuzzy programming model (27) is Another constraint for this purchasing planning prob-
equivalent to the crisp mathematical programming lem is the limitation of maximum space available for the
⎧  1 machines. Denote by bi the space occupied by the i-th
⎪
⎪ f (x, −1 −1 type of machine for i = 1, 2, 3, respectively, and by b
⎪
⎪ min 1 (α), · · · , m (α),
⎪
⎪ x 0
⎪
⎪
the total available space. Then we have the following
⎪
⎪ −1 −1
⎪ m+1 (1 − α), · · · , n (1 − α))dα.
constraint,
⎪
⎪
⎪
⎪
⎪
⎨ b1 x1 + b2 x2 + b3 x3 ≤ b.
subject to :
⎪
⎪ The production capacity of the i-th type of machine
⎪
⎪
⎪ gj (x, −1 −1
1 (αj ), · · · , kj (αj ),
⎪
⎪ is ηi , and the demand of the i-th type of component
⎪
⎪
⎪
⎪ produced by the i-th type of machine from the down-
⎪
⎪ −1 −1
kj +1 (1 − αj ), · · · , n (1 − αj )) ≤ 0,
⎪
⎪ stream plant is ξi , i = 1, 2, 3. Since the demand should
⎪
⎩ be fulfilled, that is, shortage is not allowed, we have
j = 1, 2, · · · , p
ηi xi ≥ ξi , i = 1, 2, 3. In practice, the production capac-
(29)
ity ηi and the future demand ξi are usually uncertain.
where −1 i is the inverse credibility distribution of ξi Here we suppose that they are fuzzy variables. In this
for i = 1, 2, · · · , n.
case, ηi xi ≥ ξi does not define a crisp constraint. If the
Proof. It follows from Theorems 8 and 9 immediately. manager sets αi as the confidence level to be achieved
 of meeting the demands of the i-th type of component,
As a result, based upon Theorem 10, if the objective then we have the following chance constraints,
function f (x, ξ) and the constraint functions gj (x, ξ), Cr{ηi xi ≥ ξi } ≥ αi , i = 1, 2, 3.
j = 1, 2, . . . , p, are strictly monotone and ξ consists of
independent regular LR fuzzy numbers, we can con- Assume that the profit produced by per i-th type of
vert the fuzzy programming model (27) to the crisp machine is τi for i = 1, 2, 3. Then the total profit is
model (29). From the mathematical viewpoint, there is τ1 x1 + τ2 x2 + τ3 x3 . The profits τi , i = 1, 2, 3, are allo-
no difference between the crisp mathematical program- cated by the company according to the sales of its final
86 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming

products, which are usually affected by season, com- which can be easily solved by classical numerical meth-
petitors and other factors. Consequently, the profits are ods or intelligent algorithms.
assumed as fuzzy variables in this paper, and the objec- For example, according to model (31) and the data
tive is to maximize the expected value of the total profit, listed in Table 1, we obtain the following linear integer
i.e., programming model,
⎧
E[τ1 x1 + τ2 x2 + τ3 x3 ]. ⎪
⎪ max 4.25x1 + 6.25x2 + 4.5x3
⎪
⎪
⎪
⎪
In the end, we have the following integer program- ⎪
⎪ subject to :
⎪
⎪
ming model for this purchasing planning problem, ⎪
⎪ 5x1 + 6x2 + 4x3 − 600 ≤ 0
⎪
⎪
⎧ ⎪
⎪
⎪ max E[τ1 x1 + τ2 x2 + τ3 x3 ] ⎨ 7x1 + 6x2 + 8x3 − 800 ≤ 0
⎪
⎪
⎪
⎪ (32)
⎪
⎪ subject to : ⎪
⎪ 204.8990 − 17.1283x1 ≤ 0
⎪
⎪ ⎪
⎪
⎪
⎪ ⎪
⎪
⎪
⎪ ⎪
⎪ 186.1237 − 25.2138x2 ≤ 0
⎨ a1 x1 + a2 x2 + a3 x3 ≤ a ⎪
⎪
⎪
⎪
(30) ⎪
⎪ 207.3485 − 21.1711x3 ≤ 0
⎪
⎪ b1 x 1 + b 2 x 2 + b 3 x 3 ≤ b ⎪
⎪
⎪
⎪ ⎩
⎪
⎪ xi are positive integers, i = 1, 2, 3.
⎪
⎪
⎪
⎪ Cr{ηi xi ≥ ξi } ≥ αi , i = 1, 2, 3
⎪
⎪ By using LINGO, the optimal total profit is obtained as
⎪
⎩
xi are positive integers, i = 1, 2, 3. 627.5, and the optimal solution is

Providing that ξi , ηi and τi are independent regular (x1∗ , x2∗ , x3∗ ) = (12, 62, 42).
LR fuzzy numbers with credibility distribution ϒi , i
and i , respectively, i = 1, 2, 3, then we can convert Obviously, model (30) with parameters listed in
model (30) to the following deterministic form accord- Table 1 is hard to be solved by traditional approaches but
ing to Theorem 10, fuzzy simulation (which has been suggested in [17]),
⎧  1  1 since three types of fuzzy numbers, i.e., Gaussian fuzzy
⎪
⎪ −1
+ −1
numbers, Cauchy fuzzy numbers, and triangular fuzzy
⎪
⎪ max x 1  1 (α)dα x 2 2 (α)dα
⎪
⎪ 0 0 numbers, simultaneously appear in the same model,
⎪
⎪ 1
⎪
⎪ which makes it more complicated. However, as shown
⎪
⎪ + x3 −1
3 (α)dα
⎪
⎪ in models (31) and (32), it can be transformed to a deter-
⎪
⎪
0
⎨ subject to : ministic form and then be easily solved by classical
methods following from the proposed solution frame-
⎪
⎪ a 1 x1 + a 2 x2 + a 3 x3 ≤ a
⎪
⎪ work of fuzzy programming with parameters of regular
⎪
⎪ b1 x 1 + b 2 x 2 + b 3 x 3 ≤ b
⎪
⎪ LR fuzzy numbers.
⎪
⎪
⎪
⎪
⎪
⎪ ϒi−1 (αi ) − xi i−1 (1 − αi ) ≤ 0, i = 1, 2, 3
⎪
⎪
⎩
xi are positive integers, i = 1, 2, 3, 7. Conclusion
(31)
In this paper, we mainly concentrated on the fuzzy
Table 1 arithmetic on regular LR fuzzy numbers. The major
Parameter values of the purchasing planning problem results of this study include the following aspects: 1)
Parameter Value Parameter Value the notion of regular LR fuzzy number was defined, and
η1 N(20, 3) a1 5 it is proved that a fuzzy number is a regular LR fuzzy
η2 N(30, 5) a2 6 number if and only if it is a regular fuzzy number. In
η3 N(25, 4) a3 4 other words, it has a continuous and strictly increas-
ξ1 C(200, 4) b1 7
ξ2 C(180, 5) b2 6 ing credibility distribution; 2) an operational law for
ξ3 C(210, 6) b3 8 independent regular LR fuzzy numbers was proposed
τ1 T(3, 4, 6) α1 0.8 for fuzzy arithmetic; 3) an equivalent definition of the
τ2 T(5, 6, 8) α2 0.8 expected value operator and a theorem for calculat-
τ3 T(2, 5, 6) α3 0.8
ing the expected value of strictly monotone functions
a 600 b 800
were represented; 4) a solution framework of fuzzy
 J. Zhou et al. / Fuzzy arithmetic on LR fuzzy numbers with applications to fuzzy programming
programming was constructed based on the proposed
operational law.
Acknowledgments
This work was supported in part by a grant from the
Ministry of Education Funded Project for Humanities
and Social Sciences Research (No. 14YJC630124).
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