The geometric programming problem is an important optimization technique that is often used to solve different nonlinear optimization problems and engineering problems. The geometric programming models that are commonly used are generally based on deterministic and accurate parameters. However, it is observed that in real-world geometric programming problems, the parameters are frequently inaccurate and ambiguous. In this paper, we consider chance-constrained geometric programming problems with uncertain coefficients and with geometric programming techniques in the uncertain-based framework. We show that the associated chance-constrained uncertain geometric programming problem can be converted into a crisp geometric programming problem by using triangular and trapezoidal uncertainty distributions for the uncertain variables. The main aim of this paper is to provide the solution procedures for geometric programming problems under triangular and trapezoidal uncertainty distributions. To show how well the procedures and algorithms work, two numerical examples and an application in the inventory model are given.
Accepté le :
Première publication :
Publié le :
DOI : 10.1051/ro/2022132
Keywords: Uncertainty theory, uncertain variable, chance-constrained geometric programming, triangular uncertainty distribution, trapezoidal uncertainty distribution
@article{RO_2022__56_4_2833_0,
author = {Mondal, Tapas and Ojha, Akshay Kumar and Pani, Sabyasachi},
title = {Solving geometric programming problems with triangular and trapezoidal uncertainty distributions},
journal = {RAIRO. Operations Research},
pages = {2833--2851},
year = {2022},
publisher = {EDP-Sciences},
volume = {56},
number = {4},
doi = {10.1051/ro/2022132},
mrnumber = {4471379},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2022132/}
}
TY - JOUR AU - Mondal, Tapas AU - Ojha, Akshay Kumar AU - Pani, Sabyasachi TI - Solving geometric programming problems with triangular and trapezoidal uncertainty distributions JO - RAIRO. Operations Research PY - 2022 SP - 2833 EP - 2851 VL - 56 IS - 4 PB - EDP-Sciences UR - https://www.numdam.org/articles/10.1051/ro/2022132/ DO - 10.1051/ro/2022132 LA - en ID - RO_2022__56_4_2833_0 ER -
%0 Journal Article %A Mondal, Tapas %A Ojha, Akshay Kumar %A Pani, Sabyasachi %T Solving geometric programming problems with triangular and trapezoidal uncertainty distributions %J RAIRO. Operations Research %D 2022 %P 2833-2851 %V 56 %N 4 %I EDP-Sciences %U https://www.numdam.org/articles/10.1051/ro/2022132/ %R 10.1051/ro/2022132 %G en %F RO_2022__56_4_2833_0
Mondal, Tapas; Ojha, Akshay Kumar; Pani, Sabyasachi. Solving geometric programming problems with triangular and trapezoidal uncertainty distributions. RAIRO. Operations Research, Tome 56 (2022) no. 4, pp. 2833-2851. doi: 10.1051/ro/2022132
[1] and , Engineering design under uncertainty. Ind. Eng. Chem. Process Des. Dev. 8 (1969) 127–131. | DOI
[2] , and , Solution of generalized geometric programs. Int. J. Numer. Method Eng. 9 (1975) 149–168. | MR | DOI
[3] and , Applied Geometric Programming. Wiley, New York (1976). | MR
[4] , An economic order quantity model with demand-dependent unit production cost and imperfect production process. IIE Trans. 23 (1991) 23–28. | DOI
[5] and , Effectiveness of a geometric programming algorithm for optimization of machining economics models. Comput. Oper. Res. 10 (1996) 957–961. | DOI
[6] and , VLSI circuit performance optimization by geometric programming. Ann. Oper. Res. 105 (2001) 37–60. | MR | DOI
[7] and , Geometric programming with signomials. J. Optim. Theory Appl. 11 (1973) 3–35. | MR | DOI
[8] , and , Geometric Programming Theory and Applications. Wiley, New York (1967). | MR
[9] , and , Controlled dual perturbations for posynomial programs. Eur. J. Oper. Res. 35 (1988) 111–117. | MR | DOI
[10] , and , Optimal design of a CMOS op-amp via geometric programming. IEEE Trans. Comput. Aid. Design. 20 (2001) 1–21. | DOI
[11] and , Optimal inventory policies under decreasing cost functions via geometric programming. Eur. J. Oper. Res. 132 (2001) 628–642. | DOI
[12] and , Optimal joint pricing and lot sizing with fixed and variable capacity. Eur. J. Oper. Res. 109 (1998) 212–227. | DOI
[13] and , A second order affine scaling algorithm for the geometric programming dual with logarithmic barrier. Optimization 23 (1992) 303–322. | MR | DOI
[14] , and , An infeasible interior-point algorithm for solving primal and dual geometric programs. Math. Program. 76 (1997) 155–181. | MR | DOI
[15] , Determining order quantity and selling price by geometric programming. Optimal solution, bounds, and sensitivity. Decis. Sci. 24 (1993) 76–87. | DOI
[16] , Posynomial geometric programming with parametric uncertainty. Eur. J. Oper. Res. 168 (2006) 345–353. | MR | DOI
[17] , Geometric programming with fuzzy parameters in engineering optimization. Int. J. Approx. Reason. 46 (2007) 484–498. | DOI
[18] , Uncertainty Theory, 4th edition. Springer, Berlin (2015). | MR
[19] and , Global optimization in generalized geometric programming. Comput. Chem. Eng. 21 (1997) 351–369. | DOI
[20] , , , and , A novel fuzzy data envelopment analysis based on robust possibilistic programming: possibility, necessity and credibility-based approaches. RAIRO-Oper. Res. 52 (2018) 1445–1463. | MR | Zbl | Numdam | DOI
[21] , An alternative approach to the refined duality theory of geometric programming, J. Math. Anal. Appl. 167 (1992) 266–288. | MR | DOI
[22] and , Posynomial geometric programming as a special case of semi-infinite linear programming. J. Optim. Theory Appl. 66 (1990) 455–475. | MR | DOI
[23] and , Solving posynomial geometric programming problems via generalized linear programming. Comput. Optim. Appl. 21 (2002) 95–109. | MR | DOI
[24] and , A fuzzy EOQ model with demand-dependent unit cost under limited storage capacity. Eur. J. Oper. Res. 99 (1997) 425–432. | DOI
[25] and , Allocation of resources in project management. Int. J. Syst. Sci. 26 (1995) 413–420. | DOI
[26] and , Integrating geometric programming with rough set theory. Oper. Res. Int. J. 18 (2018) 1–32. | DOI
[27] , , and , Solving geometric programming problems with normal, linear and zigzag uncertainty distributions. J. Optim. Theory Appl. 170 (2016) 243–265. | MR | DOI
[28] , , and , Fuzzy chance-constrained geometric programming: the possibility, necessity and credibility approaches. Oper. Res. Int. J. 17 (2017) 67–97. | DOI
[29] , and , Chance-constrained data envelopment analysis modeling with random-rough data. RAIRO-Oper. Res. 52 (2018) 259–284. | MR | Zbl | Numdam | DOI
[30] , and , Copula theory approach to stochastic geometric programming. J. Global Optim. 81 (2021) 435–468. | MR | DOI
[31] , and , Geometric programming problems with negative degrees of difficulty. Eur. J. Oper. Res. 28 (1987) 101–103. | MR | DOI
[32] , and , Solving the bi-objective robust vehicle routing problem with uncertain costs and demands. RAIRO-Oper. Res. 50 (2016) 689–714. | MR | Zbl | Numdam | DOI
[33] and , The analysis of an inventory control model using posynomial geometric programming. Int. J. Prod. Res. 20 (1982) 657–667. | DOI
[34] and , Investigation of path-following algorithms for signomial geometric programming problems. Eur. J. Oper. Res. 103 (1997) 230–241. | DOI
[35] , and , Controlled dual perturbations for central path trajectories in geometric programming. Eur. J. Oper. Res. 73 (1994) 524–531. | DOI
Cité par Sources :





