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ISSN (Online): 1694-0784
ISSN (Print): 1694-0814
1
School of Basic Sciences, IIT Bhubaneswar,
Orissa, Pin-751013, India
2
Department of Mathematics, CTTC Bhubaneswar,
B-36, Chandaka Industrial Area, Bhubaneswar, Orissa, Pin-751024, India
n
Let us denote O an n-dimensional zero vector and The lexicographic multi-objective geometric
m×n
an m×n zero matrix. An inequality of the type programming defined by
lex min :{F ( x) : x ∈ R n , G ( x) ≤ O m }
O
x ≥ O means x ≥ O n , but x ≠ O n
n
An m×n matrix A is called lexicographically non the primal problem of geometric programming has a
negative if all its columns are lexicographically non unique optimal solution if and only if the rank of its
negative and we denote it as exponent matrix is equal to the number of columns.
lex A ≥ O m× n
Proof :-From the duality theorem due to Duffin[3], we
In the similar manner we can define lexicographically
know that for each optimization point x* for the primal
non positive and lexico-graphically negative vector and
problem there exist a maximizing point w* of dual
its corresponding matrix.
program which is given by the following equations.
Let F be an p-dimensional vector valued function
defined on R and
n
X ⊂ Rn. n
C k 0t ∏ x j k 0 tj = wk* 0t v( w* ), k = 1,2,... p, t = 1,2,....Tk 0 .
a
A vector x ∈ X is said to be a lexicographically
*
∑ d itj z j
Cit e j =1
and ln β it = γ it , i = 1,2,....m, t = 1,2,...., Ti And wkit = uki n , k=1,2,….p, i=
the equations (4.3) and (4.4) reduces to
Ti ∑ d itj z j
∑C e
t =1
it
j =1
1,2,….,m (4.14) x1 x3 ≤ 2
where Vk ( w) is the p-dimensional vector valued x1 , x 2 , x3 > 0
function of the form
Solution Procedure of LGP problems.
Step 1:
k 0t wkit
At first the objective functions of the multi-objective GP
⎛C
Tk 0
⎞ m Ti
⎛ d it ⎞ m
problem are ranked according their priority. Let us
Vk ( w) = ∑ ⎜⎜ k 0t ⎟⎟ ∏∏ ⎜⎜ ⎟⎟ ∏u
u ki
ki , assume that the first objective function is in priority one
t =1 ⎝ wkot ⎠ i =1 t =1 ⎝ wkit ⎠ i =1 i.e. P1 and the second objective function in priority 2 i.e.
P2 and so on, and pth objective function in priority p i.e
k=1,2,….,p (4.15)
Pp.
According to the theory of geometric programming Step 2:
Then first objective function g10(x) is minimized subject
problem (4.12) is called the normality conditions, (4.13)
to all the original constraints. Let the minimum of the
is called orthogonality condition and (4.15) is the dual (1)
first objective be g10 at x(1) . Then we move to step 3.
function. Step 3:
p m Then the second objective function g20(x) is minimized
The number d = ∑T k0 + ∑ Ti − n − 1 is the degree subject to the original constraints with one additional
constraint, i.e. g10 ( x) ≥ g10
(1)
k =1 k =1
⎛ −1 −1 − 2⎞
*
u ki
⎜ ⎟
(4.17) ⎜1 1 2 ⎟
A=⎜ The rank of the matrix is 2
0 1 1 ⎟
⎜ ⎟
Ti
where uki* = ∑ wkit
*
, k=1,2,….,p (4.18) ⎜1 0 1 ⎟⎠
i =1
⎝
which is less than the number of columns.
The dual program of the function g10 ( x ) is as
5. Numerical Example
Example: Let us consider a numerical example
IJCSI International Journal of Computer Science Issues, Vol. 6, No. 2, 2009 24
ISSN (Online): 1694-0784
ISSN (Print): 1694-0814
w111 w112
⎛ 1 ⎞
w101 ⎛1 ⎞ ⎛1 ⎞ ⎛ 0 .5 ⎞
w211
⎜⎜ w ⎟⎟ ⎜⎜ w ⎟⎟
⎝ 101 ⎠
w
⎝ 111 ⎠ ⎝ 112 ⎠ ⎝ 211 ⎠
w
w112 = 0.3333334 , w211 = 0.3333334 and the
Subject to: w101 = 1 mean value of dual v(w*) = 0.15. Using the primal dual
− w101 + w111 + w211 = 0 relationship we have the optimal solution of g10(x) are
x1* =0.9086967, x2* = 1.514494, x3* = 2.200954 and its
− w101 + w111 + w112 = 0 primal optimal solution is 0.15.
Similarly the dual program of g20(x) is defined as,
− w101 + 2w111 + w112 + w211 = 0
The solution of the dual program gives
w101 = 1 , w111 = 0.666... ,
w211 w212
⎛ 1 ⎞
w201
⎛ 1 ⎞
w202 ⎛1 ⎞ ⎛1 ⎞ ⎛ 0.5 ⎞
w211
⎜⎜ w ⎟⎟ ⎜⎜ w ⎟⎟
⎝ 201 ⎠
w ⎝ 202 ⎠
w
⎝ 211 ⎠ ⎝ 212 ⎠ ⎝ 211 ⎠
w
References
Subject to: w201 + w202 = 1 [1] Behringer,F.A., Lexicographic quasiconcave
multiobjective program-ming, Zeitschrift fier operation
− w201 − w202 + w211 + w221 = 0 research 21,
− 3w201 − w202 + w211 + w221 = 0 103-116, 1977.
[2] Biswal,M.P., Fuzzy Programming technique to solve
− 5w201 + 2w211 + w212 + w221 = 0 multi-objective geometric programming problem, Fuzzy
The solution of the problem gives its optimal value sets and
V2 ( w* ) = 0.4316470 × 10−1 systems 51,67-71 ,1992.
[3] Duffin R.J.,Peterson E.L.and Zener C.M.,
* * *
with w201 = 0.6666667, w202 = 0.3333…, w211 = 1, Programming Theory and Application, Wiley, New
* * York. ,1967
w212 = 1.3333…, w221 = 0 [4] Isermann,H., Linear lexicographic optimization,
Using primal dual relationship we have x1 = 3.020273, OR-spektrum 4,223-228. ,1982
x2 = 23.01163, x3 = 0.2483217 [5] Martinez-Legaz,J.E., Lexicographic order and
duality in multiobjectve programming, European
6. Conclusions Journal of operational
In this chapter solution procedure of lexicographic GP research 33, 342-348, 1988.
has been presented. Unless the objective functions [6] Nijkamp,P. Environmental policy analysis in
ranked properly, lexicographic solution may not be operational methods and models, Wiley, New York.
acceptable to a design engineer. If there are p number of ,1980
objective functions one may formulate p! no of ways [7] Saaty T.L., A Scaling Method for Priorities in
priority, which is a very difficult task for a design Hierarchical Structures, Journal of Mathematical
engineer. Also sometimes more than one objective pshychology, 15,
functions remain in a priority. Unless the priority is 234-281, 1977
proper solution of a real life problem gives some [8] Turnovec F., Lexicographic optimization problems
abnormal result. To set the proper ranking, method of in production scheduling in optimization, Theory,
Analytic Hierarchy Process (AHP) may be adopted. methods,
Two popular method of AHP by Saaty[7] namely row- Applications, Vol-I Dum Tech- niky CSVTS Praha,
column Addpotion method and Eigen-value method is Prague, 295-306, 1985
used to find the proper ranking (weights) of the [9] Zimmermann,H.J. ,Fuzzy programming and linear
objective function. If the weights of the objective programming with several objective functions. Fuzzy
function can be estimated, then using the weights multi- sets and
objective GP problem can be converted to a single systems 1, 46-55. ,1978
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Dordrecht-Boston,
1990.