Affiliations: [a] Department of Computer Engineering, Beykoz University, Beykoz, Istanbul, Turkey
| [b] Department of Mathematical Engineering, Yildiz Technical University, Esenler, Istanbul, Turkey
Correspondence:
[*]
Corresponding author. Gizem Temelcan, Department of Computer Engineering, Beykoz University, Beykoz, Istanbul, Turkey. E-mail: [email protected].
Abstract: Solving multi-objective linear programming (MOLP) problems and fully fuzzy multi-objective linear programming (FFMOLP) problems involves the trade-off process among several objectives. A new algorithm extended where FFMOLP problems are solved using a 2-player zero-sum game approach to deal with this case. Firstly, The FFMOLP problem is separated into a certain number of fully fuzzy linear programming (FFLP) problems and each is solved by applying any method. After forming a ratio matrix, a game theory approach is applied for finding the weights of objective functions and a weighted LP problem is constructed by these weights. Solving the weighted LP problem, a fuzzy compromise solution of the FFMOLP problem is found. Constructing different ratio matrices, it is also possible to obtain more than one compromise solution to be offered to the decision-maker(s). Some examples are given to show the applicability of the algorithm.
Keywords: Fully fuzzy multi-objective linear programming problem, compromise solution, ranking method, distance method and zero-sum game
