Multiobjective Geometric Programming Problem Under Uncertainty

Autor: Wasim Akram Mandal, Sahidul Islam
Jazyk: angličtina
Rok vydání: 2017
Předmět:
Zdroj: Operations Research and Decisions, Vol vol. 27, Iss no. 4, Pp 85-109 (2017)
Druh dokumentu: article
ISSN: 2081-8858
2391-6060
Popis: 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)
Databáze: Directory of Open Access Journals