Fuzzy Goal Programming Approach for Tri-Level Nonlinear Programming

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Date

2014-12

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Addis Ababa University

Abstract

Multi-level programming problem (MLPP) is an optimization problem which has other optimization problems in its constraint set and has a decision maker for each objective function controlling part of the variables. In this thesis we try to investigate some special multilevel programming problem which is a tri-level programming with the quadratic fractional objective functions and polyhedral constraints. Fuzzy goal programming approach is one of the methods used for solving multilevel programming problems through fuzzy goal programming (FGP) model formulation, corresponding objectives of equivalent multi-level programming problem are transformed into fuzzy goals (membership functions) by means of assigning an aspiration level to each of them and suitable membership function is de_ned for each objectives. Then achievement of the highest membership value of each of the fuzzy goals is formulated by minimizing the sum of negative deviational variables. However, due to the conicting nature of each DM's objective function and hierarchical nature of the problem, solving the formulated problem for one level may not produce a satisfactory solution for the system. So this nature of the problem can be controlled by de_ning a new membership function of _rst level decision maker (FLDM) and second level decision maker (SLDM) based on the solution we obtained in the _rst formulation. Therefore, after some iterations FLDM and SLDM arrive at a satisfactory level and this intern produce a satisfactory solution for the system. Keywords: Tri-level programming, Quadratic fractional programming, Fuzzy goal programming, membership functions, deviational variables

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Keywords

Tri-Level Programming, Quadratic Fractional Programming, Fuzzy Goal Programming, Membership Functions, Deviational Variables

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