Volume 53, Number 1, January–March 2019
|Page(s)||339 - 349|
|Published online||15 February 2019|
Convex Grey Optimization
Department of Mathematical Sciences, University of Zululand, Private Bag X1001, 3385
KwaDlangezwa, South Africa
* Corresponding author: firstname.lastname@example.org
Accepted: 12 October 2018
Many optimization problems are formulated from a real scenario involving incomplete information due to uncertainty in reality. The uncertainties can be expressed with appropriate probability distributions or fuzzy numbers with a membership function, if enough information can be accessed for the construction of either the probability density function or the membership of the fuzzy numbers. However, in some cases there may not be enough information for that and grey numbers need to be used. A grey number is an interval number to represent the value of a quantity. Its exact value or the likelihood is not known but the maximum and/or the minimum possible values are. Applications in space exploration, robotics and engineering can be mentioned which involves such a scenario. An optimization problem is called a grey optimization problem if it involves a grey number in the objective function and/or constraint set. Unlike its wide applications, not much research is done in the field. Hence, in this paper, a convex grey optimization problem will be discussed. It will be shown that an optimal solution for a convex grey optimization problem is a grey number where the lower and upper limit are computed by solving the problem in an optimistic and pessimistic way. The optimistic way is when the decision maker counts the grey numbers as decision variables and optimize the objective function for all the decision variables whereas the pessimistic way is solving a minimax or maximin problem over the decision variables and over the grey numbers.
Mathematics Subject Classification: 90C25 / 68T37 / 80M50
Key words: Grey optimization / interval optimization / convex optimization / uncertainty
© EDP Sciences, ROADEF, SMAI 2019
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