Multiobjective Geometric Programming Problem Under Uncertainty

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....

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Vydáno v:Operations research and decisions Ročník 27; číslo no. 4; s. 85 - 109
Hlavní autoři: Wasim Akram Mandal, Sahidul Islam
Médium: Journal Article
Jazyk:angličtina
Vydáno: Wrocław University of Science and Technology 01.01.2017
ISSN:2081-8858, 2391-6060
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Shrnutí: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. (original abstract)
ISSN:2081-8858
2391-6060
DOI:10.5277/ord170405