The author proposes a method to solve a mathematical programming problem with a fuzzy set of the indices of constraints. A mapping of the membership of a fuzzy set of type 2 is constructed, which is the set of its feasible alternatives. The properties of this set are analyzed and problems of the choice of rational decisions are considered.Keywords: fuzzy set, fuzzy set of type 2, fuzzy mathematical programming, decision making.A classical problem statement in mathematical programming is to search an extremum of a so-called objective function g x ( ) on a set F of feasible alternatives x being elements of a set X . The objective function characterizes the utility of alternatives for a decision-maker (DM) and represents one of the properties: price, weight, etc. The set of feasible alternatives F is specified on X by a set M ={Various forms of the description of fuzzy initial data can lead to different formulations of fuzzy mathematical programming (FMP) problems: attaining a fuzzy objective under fuzzy constraints [1]; with a fuzzy set of alternatives [2]; with an objective specified by a fuzzy mapping [2]; with a "softened" objective function and (or) constraints [3]; with fuzzy coefficients [3]; vector optimization on a fuzzy combinatorial set of alternatives [4], etc.In these formulations of FMP problems the fuzziness is manifested in the description of both the objective function and the set of alternatives, not concerning the set of constraints. In the paper, we will analyze a mathematical programming problem with a fuzzy set of the indices of constraints.Assume that DM cannot clearly specify which constraints from the set M m = { } 1 2 , , , K should actually define the feasible alternatives but can only define a membership function m( ) i , i M Î , of the fuzzy set of indicesM M Í of actual (in his opinion) constraints. Without loss of generality, we assume that the DM maximizes the objective function. Then a mathematical programming problem with a fuzzy set of the indices of constraints occurs in the following formulation: