Goal Programming
Goal Programming
8, August 2013
Journal of Global Research in Computer Science
REVIEW ARTICLE
Available Online at www.jgrcs.info
Abstract: There are very common and widely used forms of solving linear and non-linear Goal Programming Problem. They are Archimedean,
Lexicographic and MINMAX etc. This paper proposes a Geometric Programming method to solve a non-linear Goal Programming Problem. In
particular, it demonstrates a new approach goal geometric programming in both crisp and imprecise environment. There is a numerical example
and also an application of this method in two-bar truss problem. Comparison with Kuhn-Tucker conditions and crisp goal geometric
programming method in the numerical example, it shows the efficiency of this method. In this paper, we have described fuzzy goal geometric
programming and also implemented it on the same numerical example like crisp goal geometric programming and two bar truss problem.
INTRODUCTION
Linear goal programming is widely used in decision making
involving linear equations and multiple conflicting goals. In
this model, the best solution is achieved when the sum of
weighted deviations is minimal. But there are some real life
situations like production planning, location distribution,
risk management, chemical process design, pollution control
and other engineering design where equations may be nonlinear. For such type of mathematical model goal geometric
programming may be an excellent method.
It is worthwhile to mention that, to solve goal-programming
problems, the use of multi-objective optimization technique
is not new (Romero 1991[1], Steuer 1986[2]). Deb
(1999)[3] has developed an approach for solving non-linear
goal programming problems by multi-objective genetic
algorithms. Ojha et al. (2010[4][5]) has discussed geometric
programming method to solve multi-objective programming
problems using weighted sum method. Luptacik (2010)[6]
described elaborately about single objective geometric
programming and multi-objective geometric programming.
Previously Romero (1991)[1], Tamiz et al. (1995)[7] and
Tamiz and Jones (1997)[8] described weighted sum method
in linear goal programming problem but in this paper we
have used weighted sum method in goal programming
problem with non-linear equations and solved it using
geometric programming technique. Further Tamiz and Jones
(2010)[9] have developed goal programming problem and
applied it in health care and portfolio selection. Romero
(2004)[10] has described general structure of achievement
function in goal programming problem.
When goals are not precise, then fuzzy goals are introduced.
Narasiman (1980)[11] first introduced fuzzy set theory in
goal programming. Further the contribution of Tiwari et.al.
(1984)[12], Kim, Whang (1998)[13], Ramik (1996)[14], Li
(2012) [15], Ciptomulyono (2008) [16] are mentionable. Li,
Hu (2009)[17] have used weighted sum method in fuzzy
JGRCS 2010, All Rights Reserved
Minimize:
(x)
=
with target
,
subject to (x) =
, r = 1, 2, 3 q
0.k=1, 2, 3 n
Where
are positive real numbers j=1, 2 m; i=1, 2...
;
and
i=1, 2... .
k=1, 2 n; j=1, 2 m;
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
>0
Goal programming gives pareto optimal solutions which is
already described in Romero (1991) [1]. Now we prove a
result concerning the pareto optimality of the solutions of
weighted non-linear goal programming problem.
= 1;
,
> 0,
0,
Theorem:
The solution of the following weighted goal programming
problem
Minimize
,
subject to;
- di
, for i= 1, 2 ...
k
X= {
} S; di 0 for i= 1, 2 k
is pareto optimal if di for each functions to be minimized
have positive values at the optimum.
Proof: Let X* S with positive deviational vector d* (> 0)
be the solution of the following weighted goal programming
problem
Minimize
(3.1)
subject to;
- di
for i= 1,2
.. k
X= {
} S; di 0,for i= 1,2 k
If possible let X* is not Pareto optimal, so there exists a
vector X0 S with positive deviational variable vector d0
such that
i=1, 2
.. k (3.2)
<
for at least
one j
(3.3)
From (3.3)
>0;
Let
=
(>0)
____ (3.4)
We set
=
(>0) for i=1, 2 k (3.5)
and = max ( 0,
- ) 0 and i j (3.6)
Here
is the positive deviational variable corresponding to
X0 for i= 1,2 . k
From
(3.2),
____ (2.4)
Or, ____ (2.5)
i=1, 2 k
[Using (3.5)]
[As X* be the solution of (3.1), so
]
So
i.e.
j
(3.7)
From (3.6),
= max (0,
- )
so
=
if
- >0
= 0 if
0
Case 1: If
- > 0, then
=
[by (3.8)]
for i= 1, 2 k but i
(3.8)
(3.9)
-
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
+(
[ by (3.4)]
=(
*
[As X be the solution of (3.1), so
]
So
(3.10)
So X0 satisfies the constraints of (3.1) [following (3.7)
(3.10)].
From (3.8)
=
- <
[
> 0]
So using (3.5)
i = 1, 2 . K
Case 2: If
0 then
- =
=
[ by (3.4)]
]
(3.11)
*
[As X be the solution of (3.1), so
]
So X0 satisfies the constraints of (3.1) [following (3.7)
(3.10)].
and
=0<
hence
< .
So using (3.5)
i = 1,2 . k
So for all positive weights Wi [for i= 1, 2 . k]
<
(3.12)
So from (3.7), (3.10), (3.11) and (3.12), we have seen
X0 is a solution of (3.1).
*
and
[by
> 0,
that
= 0; k= 1, 2 n.
Where
, j = 1, 2 m,
, r = 1, 2 q.
Numerical Example1:
A multi-objective goal programming problem
Minimize f1(x1, x2) = -1 -2
with target value 4,
Minimize f2(x1, x2) =2 -2 -3
with target value 50,
subject to
+
1,
,
0.
subject to
1
-
1,
1,
,
0.
Illustration:
Degree of difficulty=8-(4+1) = 3.
Dual of (5.1) is given by:
(4.1)
Maximize d ( ) =
[
1, r = 1, 2 q
>
> 0.
= 0, j =1, 2 m,
= 0, r =1, 2 q,
and
1, j = 1,2 .m
=1;
subject to
subject to
= 1,
-
such that
=
(5.1)
=0
(5.2)
=0
(5.3)
+
= 0 (5.4)
+
= 0 (5.5)
=
(5.6)
=
(5.7)
=
+
(5.8)
If = -1, then from (5.1),
= -1- . Since
0,
therefore according to the relation
is negative which
contradicts the positivity condition of dual variables.
Hence let
= 1, then from (5.1) - (5.8) we get the
following equations:
-
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
= 1- ;
=
;
= 1+3
=
;
=
+5
Therefore, Maximize d( )=
)(
)x(
)(
)(
+
)]
=
+
+2
-1 ;
1)(
=
=3
1) x(
=[
1)x
)x
x(
1)(
+
or,
=
]
(5.9)
or,
or,
=
=
Table- 1: Optimal table of values of goal geometric programming problem (G2P2) of (5.1)
0.1
0.9
= 0.03986910,
=0.09408702,
= 7.059638,
=14.21336,
=0.9601309
=0.0398691
=0.9601309
=21.36709
0.2
0.8
0.3
0.7
= 0.08534347,
=0.2015470,
= 6.724859,
=13.65127,
= 0.1376842,
= 0.3254526,
= 6.338890,
=13.00323,
=0.9146565
=0.08534347
=0.9146565
=20.57767
=0.8623158
=0.1376842
=0.8623158
=19.66758
0.4
0.6
= 0.1985779,
=0.4699326,
= 5.889316,
=12.24856,
=0.8014221
=0.1985779
=0.8014221
=18.60781
0.5
0.5
0.6
0.4
=0.2702759,
=0.6405820,
= 5.358551,
=11.35768,
=0.3559232,
=0.8453603,
=4.722719,
=10.29080,
=0.7297241
=0.2702759
=0.7297241
=17.35682
=0.6440768
=0.355923
=0.6440768
=15.85888
0.7
0.3
=0.4600038,
=1.095969,
=3.946951,
=8.989871,
=0.539996
=0.4600038
=0.5399962
=14.03279
0.8
0.2
=0.5891060,
=1.410602,
=2.978068,
=7.366738,
=0.410894
=0.5891060
=0.4108940
=11.75541
0.9
0.1
=0.7542469,
=1.822708,
=1.729726,
=5.282160,
=0.245753
=0.7542469
=0.24575
=8.834594
Optimal Primal
variables
= 0.3994711
= 0.6005289
= 2.941396
=7.870561
= 0.3988224
= 0.6011776
= 2.937724
=7.871124
=0.3980077
= 0.6019923
= 2.933064
=7.872767
=0.3969541
=0.6030459
=2.927208
=7.875774
=0.3955383
= 0.6044617
= 2.919486
= 7.882387
=0.3935344
= 0.6064656
= 2.908837
= 7.895726
=0.3904792
= 0.6095208
= 2.893264
= 7.924910
=0.3852464
=0.6147536
=2.868455
=8.002847
=0.3741767
=0.6258233
=2.823676
=8.280242
Optimal
objectives
1st
objective
f1(x1, x2)
6.941396
values
of
2nd
objective
f2(x1, x2)
57.87054
6.937690
57.87121
6.933087
57.87277
6.927220
57.87597
6.919487
57.88240
6.908837
57.89567
6.893266
57.92534
6.868458
58.00288
6.823698
58.28024
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
0.
1)+ (
(i)
(iii) (iv) (v)
1,
1,
Lagrangian L=(
=0, (ii)
-4
-
(vi) (
(vii) (
)+
-1 0,
(ix)
- - 1 0,
(x) + -1 0, (xi) , ,
From (i) and (ii) = , =
0.
;
0.
1,
-
+
,
(viii)
- 1)+ ( + -1)
- =0,
+ =0,
+ =0,
Case 2: Let
0, then solving (v), (vi), and (vii) we get
= 0.8230774,
= 0.1769226,
= 34.81438,
=
483.0876,
1st Objective f1(x1, x2)= 38.81438, 2nd Objective f2(x1, x2)=
533.0877.
Here is the comparison of results between goal geometric
programming method and non-linear programming (KuhnTucker conditions) which shows that goal geometric
programming gives better result than non-linear
programming. We compare the values of two objective
functions of two different approaches. We take the values of
primal variables, 1st and 2nd objective functions for equal
weights from the above table and the values which we get in
non-linear programming approach.
-1) = 0,
- 1)=0,
-1) = 0,
Table-2: Comparison of G2PM (Goal Geometric Programming Method) and NLPM (Non-linear programming method).
Approaches
G2PM(Goal
Geometric
Programming
Method)
NLPM(Non-linear
Programming
Method)
Primal variables
*=0.3955383
*= 0.604462
*= 2.919486
*= 7.882387
= 0.8230774
= 0.1769226
= 34.81438
= 483.0876
Dual Variables
=0.2702759,
=0.7297241
=0.6405820,
=0.2702759
= 5.358551,
=0.7297241
=11.35768,
=17.35682
________________________
1st
objective
f1(x1, x2)
2nd
objective
f2(x1, x2)
6.919487
57.88240
38.81438
533.0877
=60,000
)/ ( d
Minimize
Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
Minimize =1.75 y
subject to 900
y, d, h>0.
1.75 y
900
y, d, h,
1
1.
,
>0.
=1.
0.5
=0.295303,
=0.909394,
=0.909394,
=0.454697,
0.5
=0.7046970,
=0.295303,
=0.704697,
=0.454697.
:
(x) =
with target
and tolerance
,
Subject to (x) =
, r = 1, 2, 3 ...
q
0. k =1, 2, 3, n
There are various kinds of membership functions such that
linear, exponential, hyperbolic piecewise linear etc. The
corresponding membership functions of the minimize and
maximize objectives of (7.1) are
(
) = 1,
if
=
= 0,
for j=1, 2 m.
, if
if
Optimal Primal
variables
1st
objective
( )
2nd objective
( )
y*=42.42641,
d*=0.5569888,
h*=30,
=1.442634,
=3.442634.
4.442634
4.44331
4
4
=
0
= 1,
4.02
4.02
50
50
50.05
=
0
Using fuzzy additive method:
50.05
Max (
subject to
i.e. Min
(8.1)
subject to
)+
1;
+
+
0.
-200
1;
1000
0.
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
Table-4: Optimal values of decision variables of (8.1)
Optimal values of objectives
Optimal Dual variables
0.1
0.9
0.2
0.8
0.3
0.7
0.4
0.6
0.5
0.5
0.6
0.4
=0.3076558,
=0.6923442,
=1.692344,
0.7
0.3
= 0.4074204,
=0.5925796,
=1.592580,
0.8
0.2
0.9
0.1
=0.1658144,
1st objective
f1(x1, x2)
6.936962
2nd objective
f2(x1, x2)
57.87140
6.928225
57.87532
=0.03222387,
=1.967776,
=0.06961029,
=1.930390,
=0.9677761,
=2.967776.
=0.9303897,
=2.93039.
=0.3986942,
=0.6013058.
=0.3971358,
=0.6028642.
=0.1135142,
=1.886486,
=0.8341856,
=0.8864858,
=2.886486.
=1.834186,
6.917898
57.88405
6.905519
57.90092
=0.2291976,
=1.770802,
=0.7708024,
=2.770802.
=0.3952435,
=0.6047565.
=0.3928963,
=0.6071037.
=0.3899068,
=0.6100932.
6.890438
57.93217
=2.692344.
=0.3859668,
=0.6140332.
6.871734
57.99019
=2.592580.
=0.3805302,
=0.6194698.
=0.3725203,
=0.6274797.
=0.3594349,
=0.6405651.
6.848108
58.10203
6.817901
58.33525
6.780367
58.89788
=0.5389038,
=1.461096,
=0.7214652,
=1.278535,
=2.834186.
=0.4610962,
=2.461096.
=0.2785348,
=2.278535.
= (33,000 y) / ( d h 0.1
1,
3 0.188 yd 4
0.188 yd 4
1.75 y
1 1.75 y
= 0
1.75 y
Using fuzzy additive method:
Maximize (
)+
subject to,
1
5
(2 - 3.5 y
)
2 - 3.5 y
1
900
1, y, d, h>0.
Stress = (P
) /( d t h) =(33,000
h 0.1)
Let
=y, or =
.
Hence the new constraint is
)/
)/ ( d
1.
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
Table: 5 List of values of decision variables of two bar truss problem
Optimal values
st
Optimal Primal
variables
0.5
0.5
y*=3.168602,
d*=3.357408,
h*=3.303224,
=0.6666698,
=0.3333302,
=0.5116211,
=0.1782818,
=0.07
752437,
=0.07752437.
[2].
[3].
K. Deb, Solving Goal programming problems using Multiobjective Genetic Algorithms, IEEE, 1999.
in
goal
1.999999
0.4999925
[5].
[6].
[7].
[8].
[9].
[10].
[11].
[12].
[13].
[14].
[15].
[16].
[17].
REFERENCES
[1].
2nd objective
( )
[4].
ACKNOWLEDGMENTS
Its my privilege to thank my respected guide for his
enormous support and encourage for the preparation of this
research paper. The great support of my family members
makes me possible to do it.
1
objective
( )
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Payel Ghosh et al, Journal of Global Research in Computer Science, 4 (8), August 2013, 21-29
[18].
[19].
[20].
29