As we are faced with more uncertainty problems in the real world, it is necessary to provide models that can provide appropriate solutions for dealing with these issues. In this study, we proposed a new approach to solving linear programming problem in the fuzzy environment based on solving a related multi-objective model. This kind of problem can be reduced to a fuzzy linear semi-infinite programming problem. In this way, we present a new mixed Multi-Objective Linear Semi-Infinite Programming (MOLSIP) model to solve the main problem, furthermore, as a practical case, we consider a fuzzy Data Envelopment Analysis (DEA) model which is a concern to an evaluation of the performance of Decision-Making Units (DMUs) in uncertainty environment, The new models show the advantage of our method over the previous ones in terms of certainty. Finally, numerical examples are included to illustrate the suggested solution procedure.
