A weighted max-min model for fuzzy goal programming

After Narasimhan's pioneering study of applying fuzzy set theory to goal programming in 1980, many achievements in the field have been recorded. Most of them followed the max-min approach. However, when objectives have different levels of importance, only the weighted additive model of Tiwari et al. seems to be applicable. However, the shortcoming of the additive model is that the summation of quasiconcave functions may not be quasiconcave. This study proposes a novel weighted max-min model for fuzzy goal programming (FGP) and for fuzzy multiple objective decision-making. The proposed model adapts well to even the most complicated membership functions. Numerical examples demonstrate that the proposed model can be effectively incorporated with other approaches to FGP and is superior to the weighted additive approach.