Interactive decision making in fuzzy linear optimization problems

This paper presents an interactive method for solving a (multi-criteria) linear program, where coefficients of the objective functions and/or of the constraints are known exactly but imprecisely. Assuming (fuzzy) aspiration levels for each of the goals and basing on a comparison of (flat) fuzzy numbers, the original fuzzy problem is transformed into a crisp satisfactory model. To determine a suitable compromise solution we will maximize the minimum of the surpluses over the aspiration levels. This induces a problem with a nonlinear objective function, which is equivalent to a linear program.