A simple approach to fuzzy critical path analysis

in project networks
Shih-Pin Chen
a,
*
, Yi-Ju Hsueh
b
a
Department of Business Administration, National Chung Cheng University, Min-Hsiung, Chia-Yi 621, Taiwan
b
Department of Speech Communication, Shih Hsin University, Mu-Cha, Taipei 116, Taiwan
Received 1 October 2005; received in revised form 1 March 2007; accepted 20 April 2007
Available online 29 May 2007
Abstract
This paper develops a simple approach to critical path analysis in a project network with activity times being fuzzy
numbers. The idea is based on the linear programming (LP) formulation and fuzzy number ranking method. The fuzzy
critical path problem is formulated as an LP model with fuzzy coecients of the objective function, and then on the basis
of properties of linearity and additivity, the Yagers ranking method is adopted to transform the fuzzy LP formulation to
the crisp one which can be solved by using the conventional streamlined solution methods. Consequently, the critical path
and total duration time can be obtained from the derived optimal solution. Moreover, in this paper we also dene the most
critical path and the relative path degree of criticality, which are theoretically sound and easy to use in practice. An exam-
ple discussed in some previous studies illustrates that the proposed approach is able to nd the most critical path, which is
proved to be the same as that derived from an exhausted comparison of all possible paths. The proposed approach is very
simple to apply, and it is not require knowing the explicit form of the membership functions of the fuzzy activity times.
2007 Elsevier Inc. All rights reserved.
Keywords: Critical path; Fuzzy CPM; Ranking
1. Introduction
When the activity duration times in projects are known and deterministic, critical path method (CPM) has
been demonstrated to be a useful tool in the planning and control of complicated projects in a wide range of
engineering and management applications [1,2]. However, in practice, there are cases that the activity duration
times have to be estimated subjectively. Several researchers, such as Zielin ski [3], Slyeptsov and Tyshchuk
[4,5], Dubois et al. [6], Chanas et al. [7], Chanas and Zielinski [810], Kuchta [11], and others [1214],
employed the concept of fuzziness [15,16] to these cases, and developed analysis approaches. Most of these
approaches are based on the CPM with formulas for the forward and the backward recursions, in which
the deterministic activity times are replaced with the fuzzy activity times. However, Zielin ski [3] pointed that
0307-904X/$ - see front matter 2007 Elsevier Inc. All rights reserved.
doi:10.1016/j.apm.2007.04.009
*
Corresponding author. Tel.: +886 5 2720411; fax: +886 5 2720564.
E-mail address: chensp@ccu.edu.tw (S.-P. Chen).
Available online at www.sciencedirect.com
Applied Mathematical Modelling 32 (2008) 12891297
www.elsevier.com/locate/apm
the backward recursion fails to compute the sets of possible values of the latest starting times and oats of
activities. Moreover, even for the same path, dierent denitions of the fuzzy critical path give dierent esti-
mations of the degree of criticality [8]. Chanas and Zielin ski [8] proposed a natural generalization of the crit-
icality notion in a project network, in that some relations between the notion of fuzzy criticality and that of
interval criticality are discussed, and two methods for calculating the path degree of criticality are also pro-
vided. Dubois et al. [6] developed heuristics for computing the sets of possible values of the latest starting times
and oats of activities. Zielin ski [3] developed polynomial algorithms for determining the intervals of the latest
starting times in general networks.
On the basis of the linear programming (LP) formulation and the fuzzy number ranking method [1719],
this paper develops a simple approach to the critical path problem with activity duration times being fuzzy
numbers. As generally known, since the crisp CPM problem can be thought as the opposite of the shortest
path problem [2], it can be formulated as an LP, in that its objective is to maximize a linear combination
of the activity times subject to some crisp constraints. Following this, when the activity times are fuzzy num-
bers, the fuzzy CPM problem can be also formulated an LP, where its objective is to maximize a fuzzy number
that is a linear combination of the fuzzy activity times. Thus, a straightforward idea is to rank the fuzzy objec-
tive values of dierent paths by some ranking approaches for fuzzy numbers to nd the fuzzy critical path that
is the path with largest ranking index calculated from the ranking approach. For the conventional streamlined
solution methods can still be applied to solve the LP model formulated in this paper, an appropriate fuzzy
ranking method, namely Yagers ranking method [18], is adopted to transform the fuzzy CPM problem to
a crisp one. In additions, the relative path degree of criticality for some path is also dened.
This paper is organized as follows. Firstly, the idea of the LP formulation of the fuzzy critical path problem
is described. In Section 3, the solution approach based on the idea of transforming the fuzzy critical path prob-
lem to a crisp one is described. Subsequently, an example with activity times being L-R fuzzy numbers, inves-
tigated by Chanas and Zielin ski [8], is solved successfully to illustrate the validity of the proposed method in
this paper together with discussions. Finally we conclude this paper.
2. The LP formulation of fuzzy CPM problems
Consider a project model G = (N, A) which is a directed and connected network, where N is the set of n
nodes, and A is the set of (i, j) 2 A arcs. Denote T
ij
as the activity time of activity (i, j) 2 A. The CPM is a net-
work-based method designed to construct the time scheduling for the project, in that two basic results, the
total duration time needed to complete the project and the critical path, are provided. One of ecient
approaches for nding critical paths and total duration time of project networks is the LP. Since a CPM prob-
lem can be though of as the opposite of the shortest path problem [2], to determine a critical path in the project
network it suces to nd the longest path from start to nish. Then the length of this longest path is the total
duration time of the project network. Assume that a unit ow enters the project network at the start node and
leaves at the nish node. The CPM problem with n nodes is formulated as [2]
max D
X
n
i1
X
n
j1
T
ij
x
ij
s:t:
X
n
j1
x
1j
1;
X
n
j1
x
ij

X
n
k1
x
ki
; i 2; . . . ; n 1;
X
n
k1
x
kn
1;
x
ij
P0; i; j 2 A;
1
where x
ij
is the decision variable denoting the amount of ow in activity (i, j) 2 A, and the constraints represent
the conservation of ow at each node, indicating that the ow may be neither created nor destroyed in the
project network. As the shortest path problem, all the basic feasible variables in each basic feasible solution
1290 S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297
(BFS) to Model (1) are binary [2]. The critical path for this project network consists of an activity (i, j) 2 A
from the start to the nish in which each activity in the path corresponds to the optimal decision variable
x

ij
1 in the optimal solution to Model (1). The total duration time needed to complete the project is given
as the maximal objective value D of Model (1).
Suppose the activity times T
ij
, (i, j) 2 A are imprecise and can be represented as fuzzy numbers
e
T
ij
, (i, j) 2 A.
Then the LP formulation of the fuzzy CPM problem is
max
e
D
X
n
i1
X
n
j1
e
T
ij
x
ij
s:t:
X
n
j1
x
1j
1;
X
n
j1
x
ij

X
n
k1
x
ki
; i 2; . . . ; n 1;
X
n
k1
x
kn
1;
x
ij
P0; i; j 2 A:
2
Note that the total duration time
e
D becomes a fuzzy number rather than a crisp one. Consequently, Model (2)
cannot be solved directly [20].
3. The solution procedure
To deal with this problem, one approach which has been proved to be correct is to transform the fuzzy
numbers to crisp ones. For example, Buckley and Feuring [20] proposed an approach to fully fuzzied LP
problem based on transforming the objective function of a fuzzy LP problem to a crisp multi-objective pro-
gramming problem; they also provided the proof the correctness of crisp transformation of this kind. On the
basis of this concept of defuzzication, this paper transforms Model (2) to crisp one via defuzzifying the fuzzy
activity times in the objective function into crisp ones by using a fuzzy ranking method which is simple and the
conventional crisp LP solvers can still workable. The idea is that if we can nd all possible feasible solutions,
corresponding to possible paths, described by the constraints in Model (2), then we can nd the critical path
simply by comparing all the fuzzy objective values. The path with the largest objective value is identied as the
critical path. However, a comparison of the lengths of all possible paths is impractical even on a high-speed
computer, especially for a large project network with possibly many fuzzy paths. Fortunately, like the CPM
problem in crisp environments, since we would like to nd the critical path rather than all paths in fuzzy envi-
ronments, it is unnecessary to nding all fuzzy paths that is a cumbersome task. Therefore, to nd the critical
path in fuzzy environments, it suces to solve the crisp LP model which is transformed from Model (2), where
the fuzzy objective value of Model (2) is defuzzied to a crisp one based on a fuzzy number ranking method.
Many fuzzy number ranking methods have been proposed and discussed [1719]. For dealing with Model
(2), it is required to select an approach that is simple and could still be applied to identify the critical path by
using the streamlined network simplex method [2]. One popular approach that meets these requirements is the
Yagers ranking method [18]. This paper adopts this method for ranking the objective values that denote the
path lengths of the project network. Before presenting the idea of this paper, we briey introduce the Yager
ranking index.
3.1. Yager ranking index
Fortemps and Roubens [17] pointed out that area compensation is robust and possesses the properties of
linearity and additivity. On the basis of the concept of area compensation, Yager [18] proposed a procedure
for ordering fuzzy sets, in which a ranking index I
~
t is calculated for the convex fuzzy number
~
t from its a-cut
a
t t
L
a
; t
U
a
according to the following formula:
S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297 1291
Iet
Z
1
0
1
2
t
L
a
t
U
a
da; 3
which is the center of the mean value of
~
t. Considering two fuzzy numbers
e
D
1
and
e
D
2
, the case of
I
e
D
1
PI
e
D
2
implies that
e
D
1
P
e
D
2
, and then maxf
e
D
1
;
e
D
2
g
e
D
1
[17,18]. This index is very simple to apply,
and according to (3), since it is calculated for the convex fuzzy number
e
t from the extreme values of its a-cut,
t
L
a
and t
U
a
, rather than its membership function, it is not require knowing the explicit form of the membership
functions of the fuzzy numbers to be ranked. That is, unlike most of the ranking methods that require the
knowledge the membership functions of all fuzzy numbers to be ranked, the Yagers ranking index is still
applicable even if the explicit form of the membership function of the fuzzy activity times is unknown. The
detailed descriptions of the Yagers method could be found in Fortemps and Roubens [17] and Yager [18].
Moreover, the Yagers ranking method also possesses linearity and additivity properties since it is one of
ranking techniques based on area compensation. Consider a convex fuzzy number
e
A which can be a linear
combination of other two convex fuzzy numbers
e
B and
e
C, that is,
e
A u
e
B v
e
C, where u and v are constants.
Then we have I
e
A uI
e
B vI
e
C. Consequently, on the basis of the Yagers ranking method, the fuzzy
CPM problem can be transformed to a conventional CPM problem with crisp activity times.
3.2. Crisp transformation
Consider the critical path problem formulated as Model (2) with m paths. Let x
k
ij
, (i, j) 2 A be the kth BFS
which corresponds to the kth path p
k
, k = 1, 2, . . . , m. Then,
e
D
k

P
n
i1
P
n
j1
e
T
ij
x
k
ij
is the fuzzy total duration
time of the kth path. Of these m paths, the one with the largest total duration time
e
D

maxf
e
D
k
; k 1; 2; . . . ; mg could be identied as a fuzzy critical path, which is most likely to have
the largest total duration time, called the most critical path in this paper. According to the property of the
Yagers method discusses in Section 3.1, by applying this method to nd the
e
D

, it suces to nd the largest

Yager ranking index I
e
D

maxfI
e
D
k
; k 1; 2; . . . ; mg. Furthermore, since the Yagers method possesses
the properties of linearity and additivity, we have
I
e
D
k
I
X
n
i1
X
n
j1
e
T
ij
x
k
ij
!

X
n
i1
X
n
j1
I
e
T
ij
x
k
ij
:
That is, the maximum fuzzy objective value
e
D

corresponds to the maximum ranking index I

e
D

max
k
P
n
i1
P
n
j1
I
e
T
ij

x
k
ij
n o
. Consequently, the critical path problem with fuzzy activity times can be formu-
lated as follows:
I
e
D

max
X
n
i1
X
n
j1
I
e
T
ij
x
ij
s:t:
X
n
j1
x
1j
1;
X
n
j1
x
ij

X
n
k1
x
ki
; i 2; . . . ; n 1;
X
n
k1
x
kn
1;
x
ij
P0; i; j 2 A:
4
This problem is essentially a conventional linear program since the coecients in the objective function I
e
T
ij
,
(i, j) 2 A, are crisp real numbers rather than fuzzy numbers. There are many ecient and eective approaches
to the conventional LP problems [2] of this kind. From the obtained optimal BFS x

ij
, (i, j) 2 A of Model (4),
the most critical path p
*
can be identied, and the fuzzy total duration time can be calculated as
e
D

P
n
i1
P
n
j1
e
T
ij
x

ij
.
1292 S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297
Note that since this crisp transformation is based on transforming the fuzzy activity times into crisp ones by
using Yagers method which processes sound properties of compensation, linearity, and additivity, Model (4)
can be proved to be correct. Furthermore, next section the dual formulation of the fuzzy CPM problem is also
provided for the proof of the correctness of this crisp transformation.
3.3. Dual verication
It is well known that according to the duality theorem of LP, the primal and the dual models have the same
objective value [2]. Thus, one way to show the validity of the above crisp transformation is to formulate the
dual of Model (1):
min y
n
y
1
s:t: y
j
y
i
PT
ij
; i; j 2 A;
y
i
; y
j
unrestricted in sign; 8i; j 2 A;
5
where the decision variables y
i
and y
j
denoting the occurrence time of nodes i and j, respectively. Each con-
straint associated with an activity species the precedence relationships among the dierent activities, that
is, the constraint of y
j
y
i
PT
ij
shows that the earliest occurrence time for node j cannot be any earlier than
time y
i
+ T
ij
. The objective is to nd the shortest time span such that all precedence relationships are satised.
When activity times are fuzzy numbers, Model (5) becomes
min y
n
y
1
s:t: y
j
y
i
P
e
T
ij
; i; j 2 A;
y
i
; y
j
unrestricted in sign; 8i; j 2 A;
6
which is a linear program with right-handed values of constraints being fuzzy numbers. One way to deal with
Model (6) is to apply the crisp transformation stated above, and then we have
min y
n
y
1
s:t: y
j
y
i
PI
e
T
ij
; i; j 2 A;
y
i
; y
j
unrestricted in sign; 8i; j 2 A:
7
The dual of Model (7) is exactly the same as Model (4), which proves the correctness of the crisp transforma-
tion stated in the preceding subsection.
3.4. Relative path degree of criticality
Consider the BFS to Model (4). As stated in Section 3.2, any BFS is corresponding to one path in the pro-
ject network. Setting the path degree of criticality of the most critical path as 1.0, denoted as deg
R
Cr
p

1, the
relative path degree of criticality of the kth path p
k
, k = 1, 2, . . . , m, can be dened as follows:
deg
R
Cr
p
k

P
n
i1
P
n
j1
I
e
T
ij
x
k
ij
P
n
i1
P
n
j1
I
e
T
ij
x

ij
; k 1; 2; . . . ; m: 8
4. Numerical example
To illustrate the validity of the proposed approach, the example studied by Chanas and Zielin ski [8] is
investigated.
Example. The problem is to nd the most critical path between Node 1 and Node 9 on the project network
with fuzzy activity times shown in Fig. 1. The activity times are fuzzy numbers of L
ij
-R
ij
type, (i, j) 2 A [16].
S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297 1293
The notation used in this paper is
e
T m; m; a; b
LR
for an L-R fuzzy number whose the membership function
is as follows:
l
e
T
t
L
mt
a

; for t 6 m;
1; for m 6 t 6 m;
R
t m
b

; for t P m;
8
>
>
>
<
>
>
>
:
9
where a and b are nonnegative real numbers, and L and R are called reference functions of this fuzzy number,
which are continuous, nonincreasing functions that dening the left and right shapes of l
e
T
t, respectively;
and L(0) = R(0) = 1. Five commonly used nonlinear reference functions with parameter q, denoted as RF
q
,
and are summarized as follows [16]:
linear: RF x max0; 1 x; 10a
exponential: RF
q
x e
qx
; q P1; 10b
power: RF
q
x max0; 1 x
q
; q P1; 10c
exponential power: RF
q
x e
x
q
; q P1; 10d
rational: RF
q
x 1=1 x
q
; q P1: 10e
In this example the fuzzy activity times are as follows:
e
T
12
1; 1:5; 1; 1
L
12
R
12
;
e
T
13
2; 3; 0; 2
L
13
R
13
;
e
T
24
0; 0; 0; 0
L
24
R
24
;
e
T
25
2; 3; 1; 2
L
25
R
25
;
e
T
34
0; 0; 0; 0
L
34
R
34
;
e
T
36
6; 7; 0; 2
L
36
R
36
;
e
T
46
5; 5; 1; 1
L
46
R
46
;
e
T
47
9; 9; 1; 1
L
47
R
47
;
e
T
59
8; 9; 2; 4
L
59
R
59
;
e
T
68
4; 4; 2; 2
L
68
R
68
;
e
T
78
3; 4; 2; 0
L
78
R
78
; and
e
T
89
6; 9; 2; 3
L
89
R
89
;
the reference functions are
L
12
x L
68
x L
89
x max1 x
2
; 0; L
13
x e
x
;
L
24
x L
34
x L
46
x L
78
x max0; 1 x;
L
25
x L
47
x L
59
x max0; 1 x
4
; L
36
x e
x
2
;
R
12
x R
13
x R
24
x max0; 1 x; R
34
x R
36
x R
59
x max1 x
2
; 0;
R
46
x R
68
x R
78
x max0; 1 x
4
; R
25
x R
47
x e
x
and R
89
x e
x
2
:
Fig. 1. The network structure of the project in the Example (reprinted from [8]).
1294 S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297
According to Model (2), this problem can be formulated as follows:
max
e
T
12
x
12

e
T
13
x
13

e
T
24
x
24

e
T
34
x
34

e
T
25
x
25

e
T
36
x
36

e
T
46
x
46

e
T
47
x
47

e
T
59
x
59

e
T
68
x
68

e
T
78
x
78

e
T
89
x
89
s:t: x
12
x
13
1;
x
12
x
24
x
25
;
x
13
x
34
x
36
;
x
24
x
34
x
47
x
46
;
x
25
x
59
;
x
46
x
36
x
68
;
x
47
x
78
;
x
78
x
68
x
89
;
x
59
x
89
1;
x
12
; x
13
; x
24
; x
34
; x
25
; x
36
; x
46
; x
47
; x
59
; x
68
; x
78
; x
89
P0:
The associated mathematical program based on Model (4) is
max I
e
T
12

x
12
I
e
T
13

x
13
I
e
T
24

x
24
I
e
T
34

x
34
I
e
T
25

x
25
I
e
T
36

x
36
I
e
T
46

x
46
I
e
T
47

x
47
I
e
T
59

x
59
I
e
T
68

x
68
I
e
T
78

x
78
I
e
T
89

x
89
s:t: x
12
x
13
1;
x
12
x
24
x
25
;
x
13
x
34
x
36
;
x
24
x
34
x
47
x
46
;
x
25
x
59
;
x
46
x
36
x
68
;
x
47
x
78
;
x
78
x
68
x
89
;
x
59
x
89
1;
x
12
; x
13
; x
24
; x
34
; x
25
; x
36
; x
46
; x
47
; x
59
; x
68
; x
78
; x
89
P0:
11
As shown in (3), to use the Yager method stated in Section 3.1 for calculating the ranking indices for the fuzzy
activity times
e
T
ij
, rstly we have to nd the a-cut of
e
T
ij
, which can be obtained by nding the inverse functions
of these reference functions:
for linear: RF
1
a 1 a; a 2 0; 1; 12a
for exponential: RF
1
q
a ln a=q; a 2 0; 1; 12b
for power: RF
1
q
a

1 a
q
p
; a 2 0; 1; 12c
for exponential power: RF
1
q
a

ln a
q
p
; a 2 0; 1; 12d
for rational: RF
1
q
a

1 a=a
q
p
; a 2 0; 1: 12e
The Yagers ranking indices for
e
T
ij
are calculated as: I
e
T
12
I
e
T
36
1:16667, I
e
T
13
I
e
T
78
3,
I
e
T
24
I
e
T
34
0, I
e
T
25
3:1, I
e
T
46
5:15, I
e
T
47
9:1, I
e
T
59
9:03333, I
e
T
68
4:13333, and
I
e
T
89
8:16267. Substituting these values into Model (11) results in a conventional critical path problem that
is easy to be solved. A mathematical programming solver Lingo [21] is used to solve this linear program. An
optimal solution of x

13
x

34
x

47
x

78
x

89
1, and x

12
x

24
x

25
x

36
x

46
x

59
x

68
0, with
S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297 1295
I
e
D

23:26267 is derived. That is, the most critical path is p

*
= {1 ! 3 ! 4 ! 7 ! 8 ! 9}. This solution is
the same as that listed in Chanas and Zielinski [8].
To verify this path is the critical one, we nd all paths for comparing their Yagers ranking indices. There
are only six paths starting from Node 1 to Node 9:
p
1
f1 ! 3 ! 4 ! 7 ! 8 ! 9g; p
2
f1 ! 3 ! 6 ! 8 ! 9g;
p
3
f1 ! 3 ! 4 ! 6 ! 8 ! 9g; p
4
f1 ! 2 ! 5 ! 9g;
p
5
f1 ! 2 ! 4 ! 6 ! 8 ! 9g; and p
6
f1 ! 2 ! 4 ! 7 ! 8 ! 9g:
The ranking indices I
e
D
p
i
; i 1; 2; . . . ; 6, calculated by using the Yager approach are 23.26267, 22.46267,
20.446, 13.3, 18.61267, and 21.42934, respectively. The maximum of these six ranking indices is
I
e
D
p
1
23:26267, indicating p
1
= {1 ! 3 ! 4 ! 7 ! 8 ! 9} is really the critical path that is the same as that
solved by the proposed approach.
Applying Eq. (8) stated in Section 3.3, setting the relative path degree of criticality of the most critical path
p
1
= {1 ! 3 ! 4 ! 7 ! 8 ! 9} to be 1, the relative path degrees of criticality of other paths can be calculated
as
deg
R
Cr
p
i

I
e
D
p
i

I
e
D
p
1

; i 2; . . . ; 6:
The results are listed in descending order in Table 1.
5. Conclusion
CPM has been widely applied in managing complicated projects in real world applications. This paper
develops a simple approach to solve the CPM problem with fuzzy activity times that are more realistic than
crisp ones. On the basis of Yagers ranking method, the fuzzy CPM problem is transformed to a crisp one
which can still be solved by using the conventional streamlined LP solution approaches. The obtained fuzzy
critical path is assured to be the most critical one from the viewpoint of Yager.
In this paper we also dene the most critical path and the relative path degree of criticality of a path, which
are dierent from those dened by other studies, and they are theoretically sound and easy to use in practice.
Clearly, the proposed approach is not conned to the fuzzy activity times of L-R type. Other types such as
L-L type, triangular type, and trapezoidal type are also applicable. Moreover, it is not require the knowledge
of the explicit form of the membership functions of the fuzzy activity times.
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Table 1
The relative path degree of criticality in descending order
Path deg
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Cr
p
i

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1
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2
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p
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p
4
= {1 ! 2 ! 5 ! 9} 0.5717
1296 S.-P. Chen, Y.-J. Hsueh / Applied Mathematical Modelling 32 (2008) 12891297
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