Fuzzy Pareto-optimal Solution to Fully fuzzy Multi Objective Linear Programming Problem

Abstract

This paper proposes a new algorithm for the solution of fully fuzzy Multi objective linear programming problems involving triangular fuzzy number without converting them to equivalent classical problems. Based on the fuzzy ideal and fuzzy negative ideal solution of each single fuzzy objective function we propose an algorithm which provides a fuzzy Pareto-optimal solution for the given fully fuzzy multi objective linear programming problem. By the proposed method, the Decision Maker will have the flexibility of choosing [0,1]  r depending upon the situation and can obtain an improved fuzzy Pareto optimal solution. A numerical example is provided to illustrate the theory developed in this paper.