Title: A multiobjective interval goal programming method using penalty function

Authors: Shyamal Sen

Addresses: Department of Mathematics, Brahmananda Keshab Chandra College, Kolkata-700108, West Bengal, India

Abstract: This article demonstrates how the penalty function can efficiently be used for solving multiobjective linear programming problem with interval valued objective functions. In the proposed approach, first the target intervals are obtained for the defined objectives. Then, using interval arithmetic and the concept of interval goal programming (IGP) the interval goals are transformed into crisp goals. In the process of solution, the goal achievement function is constructed as a convex combination of the sum of total penalty and the maximum penalty associated with unwanted deviations of the respective goals. Numerical examples are provided to illustrate the proposed approach.

Keywords: interval arithmetic; interval programming; interval goal programming; IGP; penalty function; multiobjective linear programming.

DOI: 10.1504/IJOR.2016.078464

International Journal of Operational Research, 2016 Vol.27 No.1/2, pp.232 - 251

Available online: 02 Aug 2016 *

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