A direct solution approach to fuzzy mathematical programs with fuzzy decision variables

In this paper, a direct solution approach is presented for solving fuzzy mathematical programming problems with fuzzy decision variables. In the proposed approach, a fuzzy ranking procedure for fuzzy numbers and a meta-heuristic algorithm is employed. A basic example is presented in the paper. It has been observed that fuzzy mathematical programs with fuzzy decision variables can be solved effectively by employing direct solution approaches which are based on fuzzy ranking procedures and meta-heuristics.