Bi-level Multi-Objective Programming Problem with Fuzzy Demands: a Fuzzy Goal Programming Algorithm

In this paper, a fuzzy goal programming (FGP) algorithm for solving bi-level multi-objective programming problems with fuzzy demands is presented. These fuzzy demands reflect the experts' imprecise or fuzzy understandings of the nature of parameters in the problem formulation process are assumed to be characterized as fuzzy numbers. Using the level sets of fuzzy parameters, the corresponding non fuzzy bi-level programming problem is introduced. In the proposed algorithm, the membership functions for the defined fuzzy goals of all objective functions at the two levels, as well as the membership functions for the vector of decision variables controlled by FLDM are developed in the model formulation of the problem. Then FGP algorithm is used to achieve the highest degree of each of the membership goals by minimizing their deviational variables and thereby obtaining the most satisfactory solution for all decision makers. Illustrative numerical example is given to demonstrate the proposed algorithm.