Preemptive goal programming using simulated annealing

Abstract

Goal programming is a commonly used technique for modelling and solving multiple objective optimization problems. It has been successfully applied to many diverse real-life problems in engineering design and optimization. One of the first attempts is made in this article to solve preemptive goal programming (PGP) problems by using a simulated annealing (SA) algorithm. The developed algorithm can be applied to non-linear, linear, integer and combinatorial goal programs. However, the main concentration is on non-linear programs, mainly due to the difficulty in solving these programs with the classical approaches. Several test problems are solved in order to test the suitability of SA in solving preemptive goal programs. It is observed that the SA algorithm is a suitable candidate to solve goal programs. The method can easily be applied to any kind of PGP problem.

Keywords:

• Simulated annealing
• Preemptive goal programming
• Optimization
• Meta-heuristics