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MULTI - OBJECTIVE GEOMETRIC PROGRAMMING AND ITS APPLICATION IN GRAVEL BOX PROBLEM

1*Pintu Das and 1Tapan Kumar Roy
Department of applied mathematics, Indian institute of engineering science and technology, Shibpur, Howrah, West Bangal, India, 711103.
Corresponding Author: Pintu Das, E-mail: mepintudas@yahoo.com
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Abstract

Multi-objective geometric programming (MOGP) is a strong tool for solving a type of optimization problem. This paper develops a solution procedure to solve a multi-objective non-linear programming problem using MOGP technique based on weighted-sum method, weighted-product method and weighted min-max method .The equivalent general Multi-objective geometric programming problems are formulated to find their corresponding value of the objective functions based on duality theorem. As the numerical example Gravel- box design problem is presented to illustrate the methods.

Keywords

Multi-objective Geometric programming, Weighted-sum method, Weighted-product method, weighted min-max method, Gravel box.

INTRODUCTION

Geometric programming (GP) is a technique to solve the special class of non linear programming problems subject to linear or non-linear constraints. The original mathematical development of this method used the arithmetic–geometric mean inequality relationship between sums and products of real numbers. In 1967 Duffin, Peterson and Zener put a foundation stone to solve wide range of engineering problems by developing basic theories of geometric programming in the book Geometric Programming [3]. Beightler and Phillips gave a full account of entire modern theory of geometric programming and numerous examples of successful applications of geometric programming to real-world problems in their book Applied Geometric Programming [1]. GP method has certain advantages.
The advantage is that it is easy to solve the dual problem than primal. Multi-objective geometric programming problem is a special class of non-linear programming problem with multiple objective functions. In many real-life optimization problems, multi-objectives have to be taken into account which may be related to the economical, technical, social and environment aspects of optimization problems. In multi-objective optimization , the trade –off information between different objective functions is probably the most important piece of information in a solution procedure to reach the most preferred solution .GP Liu, JB Yang, JF Whidborne gave an account with multi-objective geometric programming in their book Multi-objective Optimization and Control [5]. In this field a paper named Multi-objective geometric programming problem being cost coefficient as a continuous function with mean method by A.K. Ojha, A.K. Das has been published in the journal of computing 2010 [7].In 1992 M.P.Bishal [9] and in 1990 R.k.verma [10] has studied fuzzy programming technique to solve multi-objective geometric programming problems. In our paper we have discussed the basic concepts and principles of multi-objective optimization problem and then developed typical multi-objective methods.

FORMULATION OF MULTIOBJECTIVE GEOMETRIC PROGRAMMING PROBLEM

A multi-objective geometric programming problem can be defined as
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Solution procedure of Multi-Objective Geometric Programming Problem based on weighted sum method (MOGPPws):
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Using weighted product method the multi-objective functions in (1) can be written as,
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So multi-objective optimization problem reduces to a single objective geometric programming problem as,
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Solution procedure of multi-objective geometric programming problem based on Weighted product method :(MOGPTwp):
The corresponding dual problem of (3) is
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Using Min-max method the multi-objective optimization functions in (1) can be written as,
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Solution procedure of multi-objective geometric programming problem based on Min-max method :(MOGPTmm):
The corresponding dual problem of (4) is
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Degrees of Difficulty:
Degrees of difficulty play an important role to solve the multi-objective geometric programming problems. It is defined as follows.
DD (degrees of difficulty)=Total number of terms –(Number of variables+1)
Degrees of difficulty of problem (1.1) based on weighted sum method
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The corresponding primal geometric programming problem based on weighted-sum method is
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MULTI-OBJECTIVE GRAVEL BOX DESIGN PROBLEM

Here we have taken gravel box design problem with minor modification from [1]. A total of 800 cubic-meters of gravel is to be ferried across a river on a barrage. A box (with an open top) is to be built for this purpose. The transport cost per round trip of barrage of box is Rs .05; the cost of materials of the ends of the box are Rs20/m2. and other two sides and bottom are made from available scrap materials . Find the dimension of the box that is to be built for this purpose to minimize the transport cost and material cost.
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Solution procedure of the above example by Weighted sum method:
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The table-1 shows different optimal solutions for different weights of the problem (5) by weighted-sum method. First objective gives better optimal result when w1 increases. Similarly second objective gives better optimal result when w2 increases.
Solution procedure of the problem (5) by weighted product method:
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The table-2 shows different optimal solutions of the problem (5) by weighted-product method for different weights. If we increase the weights w1 and w2 both the optimal objective functions will increase. Here objective functions are inversely related to the weights.
Solution procedure of the problem (5) by weighted min-max method:
According to MOGPTmm
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The table-3 shows different optimal solutions of the problem (5) by weighted min-max method for different weights. First objective gives better optimal result when w1 increases. Similarly second objective gives better optimal result when w2 increases. . Here the objective functions are directly related to the weights.
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We see that DD is Minimum for weighted product method. Among three methods (weighted sum method, Weighted product method and weighted min- max method), optimal value of first objective function( x1,x2,x3) gives better result by weighted product method and optimal value of second objective function(x1,x2,x3) gives better result by weighted min-max method. For minimum total optimal variables weighted product method gives better result and for maximum total optimal variables weighted min-max method gives better result.

CONCLUSION

Here we have discussed multi-objective geometric programming based on the weighted sum method, weighted product method, weighted min-max method, We have also formulated the multi-objective optimization model of the gravel-box design problem and solved this problem by multi-objective geometric programming technique based on said three methods. The different objective functions are combined into a single objective function by the above three methods. The GP technique is used to derive the optimal solutions for different preferences on objective functions. In tables 1-4 we have shown the optimal solution of our problem for different preference values of the objective functions. This multi-objective optimization model may also be solved by multi-objective geometric programming technique based on global criterion method.

References

  1. C.S. Beightler and D.T.Phillips : applied geometric programming , John Wiley and sons, New York 1976
  2. C.S. Beightler and D.T.Phillips, D.J.Wilde:foundation of optimization , Prentice-hall, New Jersy ,1979
  3. R.J.Duffin , E.L.Peterson and C.M.Zener : geometric programming theory and application , Wiely , New York,1967
  4. A.K.Ojha and A.K.Das : geometric programming problem with coefficients and exponents associated with binary numbers , international journal of computer science, volm.7, issue1,2010
  5. G.P.Liu ,J.B.Yang, J.F.whidborne , Uk: Multiobjective optimization and control.
  6. Claude Mc-Millan ,Jr John wiley and sons: Mathematical programming,An introduction to the design and application of optimal design machines ,1970.
  7. A.K.Ojha and A.K. Das : Multi-objective geometric programming problem being cost coefficients as continuous function with mean method, Journal of computing 2010.
  8. S.B.Sinha ,A.Biswas ,and M.P.Bishal :geometric programming problem with negative degrees of difficulty ,Europian journal of operation research .28,pp.101-103 , 1987.
  9. M.P.Bishal, fuzzy programming technique to solve multi-objective geometric programming problems, fuzzy sets and systems, 51: 67-71,1992.
  10. R.k.Verma, fuzzy geometric programming with several objective functions, fuzzy sets and systems, 35:115-120,1990.