Goal Programming in a Fuzzy Environment

This paper illustrates the application of “fuzzy subsets” concepts to goal programming in a fuzzy environment. In contrast to a typical goal‐programming problem, the goals are stated imprecisely when the decision environment is fuzzy. The paper first considers a fuzzy goal‐programming problem with multiple goals having equal weights associated with them. A solution approach based on linear programming is developed. Next, the solution approach is extended to the case where unequal fuzzy weights are associated with multiple goals. Numerical examples are provided for both cases to illustrate the solution procedure.