The fuzzy linear programming problem with triangular fuzzy numbers in its objective functions or constraints has been discussed by many scholars based on using Zadeh's decomposition theorem of fuzzy numbers and transforming it into some crisp linear programming problems. However, the existing methods and the results will be limited when the objective functions (or the constraint functions) of a fuzzy linear programming contain generalized fuzzy numbers. In this paper, we first investigate the approximate representation of the fully fuzzy constraints and the transformation theorem of the fully fuzzy linear programming problem by means of the definition of the extended LR-fuzzy numbers. At the same time, the fully fuzzy linear programming problem is solved by transforming it into a multi-objective linear programming problem under a new ordering of GLR-fuzzy numbers proposed in this paper. Finally, the results obtained are compared with the existing work, and some numerical examples are given.