A method of solving fully fuzzified linear fractional programming problems

In this paper, we propose a method of solving the fully fuzzified linear fractional programming problems, where all the parameters and variables are triangular fuzzy numbers. We transform the problem of maximizing a function with triangular fuzzy value into a deterministic multiple objective linear fractional programming problem with quadratic constraints. We apply the extension principle of Zadeh to add fuzzy numbers, an approximate version of the same principle to multiply and divide fuzzy numbers and the Kerre’s method to evaluate a fuzzy constraint. The results obtained by Buckley and Feuring in 2000 applied to fractional programming and disjunctive constraints are taken into consideration here. The method needs to add extra zero-one variables for treating disjunctive constraints. In order to illustrate our method we consider a numerical example.