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Multi-objective geometric programming problem under uncertainty

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Multiobjective geometric programming (MOGP) is a powerful optimization technique widely used for solving a variety of nonlinear optimization problems and engineering problems. Generally, the parameters of a multiobjective geometric programming (MOGP) models are assumed to be deterministic and fixed. However, the values observed for the parameters in real-world MOGP problems are often imprecise and subject to fluctuations. Therefore, we use MOGP within an uncertainty based framework and propose a MOGP model whose coefficients are uncertain in nature. We assume the uncertain variables (UVs) to have linear, normal or zigzag uncertainty distributions and show that the corresponding uncertain chance-constrained multiobjective geometric programming (UCCMOGP) problems can be transformed into conventional MOGP problems to calculate the objective values. The paper develops a procedure to solve a UCCMOGP problem using an MOGP technique based on a weighted-sum method. The efficacy of this procedure is demonstrated by some numerical examples.
Rocznik
Strony
85--109
Opis fizyczny
Bibliogr. 27 poz., tab.
Twórcy
autor
  • Beldanga D.H. Sr. Madrasah, Beldanga-742189, Murshidabad, W.B, India
autor
  • Department of Mathematics, University of Kalyani, Kalyani, Nadia-741235, W.B, India
Bibliografia
  • [1] BEIGHTLER C.S., PHILIPS D.T., Foundation of optimization, Prentice-Hall, New Jersey 1979.
  • [2] BISHAL M.P., Fuzzy programming technique to solve multiobjective geometric programming problems, Fuzzy Sets Syst., 1992, 51, 67–71.
  • [3] CHANGKONG V., HAIMES Y.Y., Multiobjective Decision Making, North-Holland, New York 1983.
  • [4] DAS P., ROY K.T., Multiobjective geometric programming and application in gravel box problem, J. Global Res. Comp. Sci., 2014, 5 (7), 6–11.
  • [5] DING S., The α-maximum flow model with uncertain capacities, Appl. Math. Model., 2015, 39 (7), 2056–2063.
  • [6] DUFFIN R.J., PETERSON E.L., ZENER C., Geometric Programming. Theory and Application, Wiley, New York 1967.
  • [7] HAN S., PENG Z., WANG S., The maximum flow problem of uncertain network, Inform. Sci., 2014, 265, 167–175.
  • [8] ISLAM S., ROY T.K., Multiobjective marketing planning inventory model. A geometric programming approach, Appl. Math. Comp., 2008, 205 (1), 238–246.
  • [9] LI S., PENG J., ZHANG B., The uncertain premium principle based on the distortion function, Insur. Math. Econ., 2013, 53, 317–324.
  • [10] LIU B., Some research problems in uncertainty theory, J. Uncertain Syst., 2009, 3 (1), 3–10.
  • [11] LIU B., Uncertain risk analysis and uncertain reliability analysis, J. Uncertain Syst., 2010, 4 (3), 163–170.
  • [12] LIU B., Uncertain set theory and uncertain inference rule with application to uncertain control, J. Uncertain Syst., 2010, 4 (2), 83–98.
  • [13] LIU B., Uncertainty Theory, 4th Ed., Springer-Verlag, Berlin 2015.
  • [14] LIU G.P., YANG J.B., WHIDBORNE J.F., Multiobjective optimization control, Research Studies Press Ltd., Hertfordshire 2003.
  • [15] MIETTINEN K.M., Non-linear multiobjective optimization, Kluwer’s Academic Publishing, 1999.
  • [16] OJHA A.K., DAS A.K., Multiobjective geometric programming problem being cost coefficients as continuous function with mean method, J. Comp., 2010, 2 (2), 67–73.
  • [17] OJHA A.K., BISWAS K.K., Multiobjective geometric programming problem with ε-constraint method, Appl. Math. Model., 2014, 38 (2), 747–758.
  • [18] OJHA A.K., OTA R.R., Multiobjective geometric programming problem with Karush–Kuhn–Tucker condition using ε-constraint method, RAIRO-Oper. Res., 2014, 48, 429–453.
  • [19] PENG J., YAO K., A new option pricing model for stocks in uncertainty markets, Int. J. Oper. Res., 2011, 8 (2), 18–26.
  • [20] SHIRAZ R.K., TAVANA M., DI CAPRIO D., FUKUYAMA H., Solving geometric programming problems with normal, linear and zigzag uncertainty distributions, J. Opt., Theory Appl., 2016, 170 (1), 243–265.
  • [21] SHIRAZ R.K., TAVANA M., FUKUYAMA H., DI CAPRIO D., Fuzzy chance-constrained geometric programming. The possibility, necessity and credibility approaches, Oper. Res., 2017, 17 (1), 67–97.
  • [22] WANG X.S., GAO Z.C., GUO H.Y., Delphi method for estimating uncertainty distributions, Information, 2012, 15 (2), 449–460.
  • [23] WANG X.S., GAO Z.C., GUO H.Y., Uncertain hypothesis testing for expert’s empirical data, Math. Comput. Model., 2012, 55 (3–4), 1478–1482.
  • [24] WORRALL B.M., HALL M.A., The analysis of an inventory control model using posynomial geometric programming, Int. J. Prod. Res., 1982, 20, 657–667.
  • [25] YANG H.H., BRICKER D.L., Investigation of path-following algorithms for signomial geometric programming problems, Eur. J. Oper. Res., 1997, 103, 230–241.
  • [26] ZHU J., KORTANEK K.O., HUANG S., Controlled dual perturbations for central path trajectories in geometric programming, Eur. J. Oper. Res., 1992, 73, 524–531.
  • [27] ZHU Y., Uncertain optimal control with application to a portfolio selection model, Cybernet. Syst., 2010, 41 (7), 535– 547.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-7c6736fc-bbac-4faa-8a91-1f04e9498907
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