An Algorithm for Solving Fully Fuzzy Linear Fractional Programming Problems in Fuzzy Environment

Abstract

Fuzzy Fractional Linear Programming Problem (FFLPP) is one in which the objective function is a linear fractional function, while the constraints are in the form of linear inequalities. In this paper, we introduce a new algorithm for solving FFLPP. The algorithm is based on the effective choose of incoming vectors. We start with an initial basic feasible solution and keep improving basic feasible solution until the optimal solution is reached. We use separate selection criteria for incoming vectors for problems with non-negative and negative denominator in the objective function. The rule of selection of outgoing vector is the same as for the simplex method. Numerical illustrations are given to demonstrate our method.