Affiliations: [a] School of Mathematics and Information Science, Key Laboratory of Mathematics and Interdisciplinary Sciences of Guangdong Higher Education Institutes, Guangzhou University, Guangzhou, China | [b] Department of Mathematics and Statistics, Hanshan Normal University, Chaozhou, China | [c] Guangzhou Vocational College of Science and Technology, Guangzhou, China | [d] Department of Applied Mathematics, Guangdong University of Finance, Guangzhou, China
Correspondence:
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Corresponding author. Bing-Yuan Cao, School of Mathematics and Information Science, Guangzhou University, Guangzhou, 510006, China. Tel.: +86 133 428 84328; Fax: +86 020 39366085; E-mail: [email protected].
Abstract: In this paper, a new order relation for ranking fuzzy numbers and the fully fuzzy linear programming (FFLP) problems with flexible constraints are proposed. Based on the new order relation, three algorithms are developed to deal with FFLP problems by converting them into some equivalent crisp linear programming problems. Algorithm 1 is employed for solving FFLP problem without flexible constraint, while Algorithms 2 and 3 are developed to deal with FFLP problem with flexible constraints. A numerical example is given to illustrate the feasibility and efficiency of our proposed algorithms.
Keywords: Fully fuzzy linear programming, flexible constraint, order relation, expected value
