Information Sciences 179 (2009) 4083–4088

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Information Sciences
journal homepage: www.elsevier.com/locate/ins

A note on ‘‘Solving linear programming problems under fuzziness

and randomness environment using attainment values”
Shuo-Yan Chou a,*, Jennifer Shu-Jen Lin b, Peterson Julian c
a
Department of Industrial Management, National Taiwan University of Science and Technology, Taiwan
b
Institute of Technological and Vocational Education, National Taipei University of Technology, Taiwan
c
Department of Traffic Science, Central Police University, Taoyuan County, Taiwan

a r t i c l e i n f o a b s t r a c t

Article history: This paper is an amendment to Hop’s paper [N.V. Hop, Solving linear programming prob-
Received 1 February 2009 lems under fuzziness and randomness environment using attainment values, Information
Received in revised form 6 July 2009 Sciences 177 (2007) 2971–2984], in solving linear programming problems under fuzziness
Accepted 8 August 2009
and randomness environments. Hop introduced a new characterization of relationship,
attainment values, to enable the conversion of fuzzy (stochastic) linear programming mod-
els into corresponding deterministic linear programming models. The purpose of this paper
Keywords:
is to provide a correction and an improvement of Hop’s analytical work through rational-
Fuzzy linear programming
Fuzzy stochastic linear programming
ization and simplification. More importantly, it is shown that Hop’s analysis does not sup-
Fuzzy number port his demonstration or the solution-finding mechanism; the attainment values
Attainment values approach as he had proposed does not result in superior performance as compared to other
Attainment index existing approaches because it neglects some relevant and inevitable theoretical essentials.
Two numerical examples from Hop’s paper are also employed to show that his approach, in
the conversion of fuzzy (stochastic) linear programming problems to corresponding prob-
lems, is questionable and can neither find the maximum nor the minimum in the exam-
ples. The models of the examples are subsequently amended in order to derive the
correct optimal solutions.
Ó 2009 Elsevier Inc. All rights reserved.

1. Introduction

In view of its properties that is applicable to real-life business applications, fuzzy linear programming has attracted a
great deal of attention from researchers. Among these investigations [2,21,3,10,17] the most widely-adopted procedure to
find the solution was through the conversion of fuzzy linear programming models into corresponding deterministic linear
programming models [8]. For instance, Leung [11] tried to classify fuzzy mathematical programming models into four cat-
egories: a precise objective with fuzzy constraints, a fuzzy objective with precise constraints, a fuzzy objective with fuzzy
constraints, and robust programming. In trying to find a solution to the problem, the procedure in each of the categories were
also developed which includes the signed distance method [3], the area compensation method [4], the expected mid-point
approach [10] and the grade of possibility and necessity measures [1]. Zimmermann [22] is viewed as the pioneer in solving
linear programming problems with fuzzy resources and fuzzy objectives. He developed a max–min tolerance method with
the criteria of the highest membership degree to convert the initial fuzzy linear programming models into corresponding
crisp ones. A unique solution could then be found by using the Simplex method. A number of researchers have developed

* Corresponding author. Tel.: +886 227376327.

E-mail address: sychou@mail.ntust.edu.tw (S.-Y. Chou).

0020-0255/$ - see front matter Ó 2009 Elsevier Inc. All rights reserved.
doi:10.1016/j.ins.2009.08.013
4084 S.-Y. Chou et al. / Information Sciences 179 (2009) 4083–4088

various approaches with different degrees of efficiency and effectiveness, but most were built upon Zimmermann’s max–min
approach.
As for extending the research of fuzzy optimization, a new direction in the investigation focuses on a fuzzy and stochastic
environment. Solving fuzzy stochastic linear programming problems, therefore, becomes important. In essence, fuzzy num-
bers/variables and stochastic variables are considered to be a more suitable characterization for real-world problems where
uncertain and imprecise information is inherent. However, the inclusion of those components creates a challenge for finding
efficient methods to deal with such conditions. An effective way to handle the fuzzy stochastic optimization problems is to
convert the problems by de-fuzzifying the fuzzy numbers/variables, de-randomizing the stochastic variables and to solve the
resulting deterministic problems instead.
Two main approaches were established to cope with the fuzzy stochastic problems. One is to perform the conversion of
the de-fuzzification and de-randomization in a sequential manner [16,15,9]. The other is to perform both processes in a
simultaneous manner [6,12,14]. As for the sequential approach, a major disadvantage is that it generates an excessive
amount of new variables and constraints to the model. On the other hand, a major disadvantage of the simultaneous ap-
proach is having a cumbersome workload for calculating the expected value for removing fuzziness and randomness at
the same time.
In the pursuit of improving the performance of existing approaches, Hop has established a new approach that enables a
reduction in the number of additional constraints and an achievement to a certain degree of computational efficiency. The
primary feature of Hop’s proposed approach is that instead of using the absolute relationship, as applied in the signed dis-
tance method, he employed the relative relationship between fuzzy numbers and fuzzy stochastic variables. The relative
relationship is obtained through the calculation of so-called ‘‘attainment values” or degrees such as lower-side attainment
index, both-side attainment index and average index as mentioned in his study. The relative relationship and thus the attain-
ment values, play the key role in the conversion of fuzzy and fuzzy stochastic linear programming problems into more sim-
ple, conventional crisp problems, while reducing the number of constraints and computational complexity. Hop emphasized
that his converted deterministic LP with few additional constraints can be easily solved by using standard optimization pack-
ages such as LINGO. Two examples were provided to illustrate the procedure of his proposed approach.
However, we can verify that the method of attainment values that Hop [7] proposed is flawed since it can neither find the
maximum nor the minimum values of the desired objectives owing to negligence of some relevant and unavoidable theo-
retical essentials. To the best of our knowledge, at least four papers [5,18–20], thus far have referred to Hop [7] in their ref-
erences. Of them, none have noticed the flawed results established and claimed in Hop’s work. Here we have proceeded with
a thorough investigation of Hop’s paper and highlighted mistakes in his conversion and his solution-finding procedures in an
effort to alert future adoption of this particular solution approach in fuzzy/fuzzy stochastic programming and related areas.
The remainder of this paper is organized as follows. Section 2 reviews the mathematical formulation of Hop’s research.
Section 3 provides our revision necessary in order to resolve the problems in Hop’s approach. Section 4 reconsiders the two
numerical examples of Hop’s investigation and compares these results with those from our approach. Finally, conclusions are
drawn and future work outlined.

2. Review of Hop’s results in mathematical formulation

Hop [7] tried to provide a new approach to solve linear programming problems under fuzzy and random conditions, and
that is without the complicated computation of expected values as appeared in Liu and Liu [13]. To achieve this objective, the
attainment indices are defined and utilized. For two fuzzy numbers P e , with P
e and Q e6Q e , the lower-side attainment index of
e to Q
P e is defined by Hop [7] as

Z 1 n o
e Q
Dð P; eÞ ¼ e ðrÞ P ag da:
e P ag  inffr : Q
max 0; supfs : PðsÞ ð1Þ
0

e ¼ ðu; a; bÞ with the membership function

For triangular fuzzy number P leP ðxÞ, we rewrite the membership function in a
more compact expression.
(  
max 0; 1  ux
a
; if x 6 u;
leP ðxÞ ¼   ð2Þ
max 0; 1  xu
b
; if x > u:
e ¼ ðv ; c; dÞ with u 6 v , the average lower-side
e ¼ ðu; a; bÞ and Q
Proposition 1 of Hop [7]. For two triangular fuzzy numbers, P
e is defined as Dð P;
e to Q
attainment index of P e Qe Þ ¼ uv þbþc.
2
Proposition 1 as proved by Hop is as follows.
The a-cut of P e is ½Q l ðaÞ; Q u ðaÞ ¼ ½v  cð1  aÞ;
e is defined as ½Pl ðaÞ; P u ðaÞ ¼ ½u  að1  aÞ; u þ bð1  aÞ, and of Q
v þ dð1  aÞ. Hop [7] had the lower-side attainment index of fuzzy number Pe to Qe at a-level:
e Q
Dð P; e Þ ¼ maxf0; Pu ðaÞ  Q l ðaÞg ¼ maxf0; u  v þ ðb þ cÞð1  aÞg: ð3Þ
a
 S.-Y. Chou et al. / Information Sciences 179 (2009) 4083–4088 4085

He derived that
Z 1 Z k ¼ð1vbþc
u
Þ
e Q
Dð P; eÞ ¼ maxf0; u  v þ ðb þ cÞð1  aÞgda ¼ ½u  v þ ðb þ cÞð1  aÞda; ð4Þ
0 0
e is defined
e to Q
where k denotes the maximum value of a with P u ðaÞ P Q l ðaÞ. The average lower-side attainment index of P
as
e Q
Dð P; e Þ ¼ 1 Dð P;
e Qe Þ: ð5Þ
k
Detailed computation for expression (5) provided by Hop [7] is as follows:
" !#
e e 1 e e 1 k2 k
Dð P; Q Þ ¼  Dð P; Q Þ ¼  ðu  v þ b þ cÞk  ðb þ cÞ

¼ ðu  v þ b þ cÞ  ðb þ cÞ
k k 2 2
 
ðb þ cÞ v u bþc v u uv þbþc
¼ ðu  v þ b þ cÞ  1 ¼v uþbþc þ ¼ : ð6Þ
2 bþc 2 2 2

3. Our revisions

In this section, we show that the average lower side attainment index as defined in the previous section can, in fact, be
computed much more easily. In addition, Hop assumed that the intersection of two membership functions always exists, as
e.
e and the left side of Q
shown in Fig. 1, Case I, where k is the y-coordinate of the intersection between the right side of P
However, such an intersection does not always exist. Under the condition where v P u, two cases can be established: (I)
u þ b P v  c and (II) u þ b < v  c.
For Case I, the intersection does exist with the coordinate at
 
bv þ cu v u 
;1 ¼k : ð7Þ
bþc bþc
e Q
In Eq. (4), Dð P; e Þ denotes the area of the shaded triangle shown in Fig. 1. In Eq. (5), the average lower-side attainment index
e to Q
of P e , Dð P;
e Q e Þ, is expressed as the area divided by the height. Hence, it follows that

e QeÞ ¼ 1
Dð P; ðthe length of the baseÞ: ð8Þ
2
This observation leads to a much simpler way than Hop’s proof to derive

e QeÞ ¼ 1
Dð P; ½ðu þ bÞ  ðv  cÞ; ð9Þ
2
under the condition of u þ b P v  c for Case I.
For Case II, the intersection does not exist. The inequality

Pu ðaÞ < Q l ðaÞ for 0 6 a 6 1 ð10Þ

e Q
implies that Dð P; e Þ ¼ 0 for 0 6 a 6 1 and thus Dð P;
e Qe Þ ¼ 0. As the intersection k does not exist, it follows that Dð P;
 e Þ ¼ 0.
e Q
a
Proposition 1 of Hop [7] can therefore be revised as follows.
Revised Proposition 1 of Hop [7]. For two triangular fuzzy numbers, P e ¼ ðv ; c; dÞ with u 6 v , the average
e ¼ ðu; a; bÞ and Q
 
lower-side attainment index of P e is defined as Dð P;
e to Q e Qe Þ ¼ max 0; uv þbþc .
2
Similar problems also appear in Proposition 3 of Hop [7] for the average lower-side attainment index of the fuzzy random
variables.

e as P
e to Q
Fig. 1. The average lower-side attainment index of P e ¼ ðv ; c; dÞ with u 6 v .
e ¼ ðu; a; bÞ and Q
4086 S.-Y. Chou et al. / Information Sciences 179 (2009) 4083–4088

4. Review of Hop’s results in the numerical examples

Hop provided two examples in his study to show the superiority of the attainment values approach. In Example 1, in a
manufacturing context, he formulated the following fuzzy linear programming problem:

Maximize 7x1 þ 9x2 ð11Þ

~ ~ 2 6 9;
Subject to 2x1 þ 3x ~

6x ~ 2 6 18;
~ 1 þ 4x ~
x1 ; x2 P 0;
where fuzzy coefficients are represented by fuzzy numbers in the form of ~t ¼ ðt; 1; 1Þ. Hop [7] converted this fuzzy linear
programming problem into a deterministic linear programming problem before solving for its optimal solution:

Maximize 7x1 þ 9x2  k1  k2 ð12Þ

1
Subject to ½ð9  2x1  3x2 Þ þ ð1 þ x1 þ x2 Þ ¼ k1 ;
2
1
½ð18  6x1  4x2 Þ þ ð1 þ x1 þ x2 Þ ¼ k2 ;
2
x1 ; x2 P 0:
Hop declared that the optimal solution to the model is ðx1 ; x2 Þ ¼ ð0:875; 4:875Þ and the objective value 50. In contrast be-
tween the solution ðx1 ; x2 Þ ¼ ð1:8; 1:8Þ and the objective value, 28.8, obtained by the signed distance method, he claimed that
his new approach has a better performance. This claim in fact was based on an erroneous result and therefore cannot be
substantiated.
In Hop’s process for solving Example 1, the resulting deterministic linear program clearly disregarded the non-negativity
constraints k1 P 0 and k2 P 0. Hop’s solution of ðx1 ; x2 Þ ¼ ð0:875; 4:875Þ would correspond to k1 ¼ 0:3125 and k2 ¼ 0, with
the value of k1 a violation of the constraint k1 P 0, rendering the solution infeasible. In addition, in Hop’s conversion, both in
the theory and in the example, the inequality conditions on pairs of fuzzy numbers were missing in the deterministic model.
His optimal solution, ðx1 ; x2 Þ ¼ ð0:875; 4:875Þ, evidently violated the inequality constraints 2x1 þ 3x2 6 9 and 6x1 þ 4x2 6 18.
With an incomplete model and subsequently a flawed result, the comparison is clearly invalid.
Under our revised Proposition 1, the correct converted deterministic linear programming model for Example 1 should be
as follows:

Maximize 7x1 þ 9x2  k1  k2 ð13Þ

Subject to 2x1 þ 3x2 6 9;
6x1 þ 4x2 6 18;
 
1
max 0; ½ð9  2x1  3x2 Þ þ ð1 þ x1 þ x2 Þ ¼ k1 ;
2
 
1
max 0; ½ð18  6x1  4x2 Þ þ ð1 þ x1 þ x2 Þ ¼ k2 ;
2
k1 ; k2 P 0; x1 ; x2 P 0:
From 2x1 þ 3x2 6 9, we know that k1 ¼ 12 ð10  x1  2x2 Þ P 0. By 6x1 þ 4x2 6 18, it yields that k2 ¼ 12 ð19  5x1  3x2 Þ P 0. We
can therefore further simplify linear programming model (13) as follows:

Maximize 10x1 þ 11:5x2  14:5 ð14Þ

Subject to 2x1 þ 3x2 6 9;
6x1 þ 4x2 6 18;
x1 ; x2 P 0:
It follows that the optimal solution for the simplified model (14) occurs at ðx1 ; x2 Þ ¼ ð1:8; 1:8Þ with the maximum objective
value equal to 24.2, which is consistent with the optimal solution obtained by the signed distance method [3]. The difference
in the optimal objective values, 28.8 and 24.2 for the signed distance method [3] and the revised Hop’s method, is due to
different optimization objectives that bear no consequence to their comparison. Based on these observations, the illustration
with Example 1 provides no evidence to show the superiority of the attainment values method.
In Example 2 below, Hop provided a fuzzy stochastic linear programming problem intended to show that the solution to
Luhandjula’s model [16] could be improved by the attainment values method.
 S.-Y. Chou et al. / Information Sciences 179 (2009) 4083–4088 4087

Minimize 3x1 þ 2x2 ð15Þ

e e
Subject to Ax 6 b
x P 0; w 2 X;
8 ( ! !)
>
> ~ 1
1 ~ ~
3
>
> ð e w1 ; b
A ~w1 Þ ¼ ; ;
>
< ~ 1
~ ~
e ~ 2 4
where ð A; bÞ ¼ ( ! !)
>
> ~ 3
1 ~ ~
5
> ðA
> e ; ~
b Þ ¼ ; ;
> w2 w2
: ~ 2
~ ~
1 4
pðw1 Þ ¼ 0:25; pðw2 Þ ¼ 0:75; X ¼ ðw1 ; w2 Þ; ~t ¼ ðt; 0:5; 0:5Þ:

Based on the attainment values, Hop [7] first converted the fuzzy stochastic linear programming problem into the corre-
sponding deterministic linear programming problem:
1
Minimize 3x1 þ 2x2 þ ðk11 þ k21 þ 3k12 þ 3k22 Þ ð16Þ
4
~ 1 þ 1x
Subject to Dð1x ~ 2 ; 3Þ
~ ¼ k11 ;
~ ~ ~
Dð2x1 þ 1x2 ; 4Þ ¼ k21 ;
~ 1 þ 3x
Dð1x ~ 2 ; 5Þ
~ ¼ k12 ;
~ ~ ~ ¼ k22 ;
Dð1x1 þ 2x2 ; 4Þ
xj P 0; kij P 0; for i; j ¼ 1; 2:
By Hop’s Proposition 1, the constraints of the model can then be expressed explicitly as:
1
Minimize 3x1 þ 2x2 þ ðk11 þ k21 þ 3k12 þ 3k22 Þ ð17Þ
4
1
Subject to ðx1 þ x2  3 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k11 ;
2
1
ð2x1 þ x2  4 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k21 ;
2
1
ðx1 þ 3x2  5 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k12 ;
2
1
ðx1 þ 2x2  4 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k22 ;
2
xj P 0; kij P 0; for i; j ¼ 1; 2:
Hop claimed that his solution ðx1 ; x2 Þ ¼ ð0:85; 0:92Þ and the minimum value 4.9 are better than the results from Luhandjula
[16] with ðx1 ; x2 Þ ¼ ð1:0; 1:0Þ and the minimum value 6.02, under the converted Eq. (17). Notice that the result in Eq. (17),
that is based on his Proposition 1, has already been demonstrated flawed. The claim for superiority in the example would
not be sustainable, and as a result, what he had obtained was incorrect. The correct model of Eq. (17) should be based on
Revised Proposition 1, which yields the following:
1
Minimize 3x1 þ 2x2 þ ðk11 þ k21 þ 3k12 þ 3k22 Þ ð18Þ
4
Subject to x1 þ x2 6 3;
2x1 þ x2 6 4;
x1 þ 3x2 6 5;
x1 þ 2x2 6 4;
 
1
max 0; ðx1 þ x2  3 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k11 ;
2
 
1
max 0; ð2x1 þ x2  4 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k21 ;
2
 
1
max 0; ðx1 þ 3x2  5 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k12 ;
2
 
1
max 0; ðx1 þ 2x2  4 þ 0:5x1 þ 0:5x2 þ 0:5Þ ¼ k22 ;
2
xj P 0; kij P 0; for i; j ¼ 1; 2:
4088 S.-Y. Chou et al. / Information Sciences 179 (2009) 4083–4088

In addition to having an incorrect conversion from a fuzzy linear programming problem to a crisp linear programming prob-
lem, this example has its own deficiency in its entirety. From Eq. (18), it can be easily observed that choosing ðx1 ; x2 Þ ¼ ð0; 0Þ
results in kij ¼ 0, for i; j ¼ 1; 2, and subsequently the minimum value zero. This example becomes a trivial problem. This
problem, however, would make sense if it is a maximization rather than a minimization problem. In fact, in Luhandjula
[16], he considered a maximization problem under the same objective function of fuzzy and of random conditions.

5. Conclusion

In the study, we have described critical flaws in Hop’s conversion from fuzzy or fuzzy/stochastic linear programming
problems to the corresponding deterministic linear programming problems. We have provided a revision with theoretical
validity and efficiency for mathematical analysis based on his proposed model. The amended results of the two examples
that Hop provided were also shown to disagree with his own claim on the superiority of his approach. Different distance
as measured in metrics can be adopted under different circumstances to explore alternatives for problem formulation
and problem solving. However, it is our contention that Hop’s approach, which is based on a proposed metric distance, does
not out-perform any other existing approaches.

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