A fuzzy goal programming approach to multi-objective optimization problem with priorities

In goal programming problem, the general equilibrium and optimization are often two conflicting factors. This paper proposes a generalized varying-domain optimization method for fuzzy goal programming (FGP) incorporating multiple priorities. According to the three possible styles of the objective function, the varying-domain optimization method and its generalization are proposed. This method can generate the results consistent with the decision-maker (DM)’s expectation, that the goal with higher priority may have higher level of satisfaction. Using this new method, it is a simple process to balance between the equilibrium and optimization, and the result is the consequence of a synthetic decision between them. In contrast to the previous method, the proposed method can make that the higher priority achieving the higher satisfactory degree. To get the global solution of the nonlinear nonconvex programming problem resulting from the original problem and the varying-domain optimization method, the co-evolutionary genetic algorithms (GAs), called GENOCOPIII, is used instead of the SQP method. In this way the DM can get the optimum of the optimization problem. We demonstrate the power of this proposed method by illustrative examples.