Title: On minimum expected search time for a multiplicative random search problem

Authors: Mohamed Abd Allah El-Hadidy; Mohamed Abd El-Hady Kassem

Addresses: Department of Mathematics, Faculty of Science, Tanta University, Tanta, Egypt ' Department of Mathematics, Faculty of Science, Tanta University, Tanta, Egypt

Abstract: In this paper, we obtain the minimum expected search time for a multiplicative random search problem from a viewpoint of computational optimisation. The target is drifting in one of m-disjoint bounded regions. Each region has a one searcher. We get a probabilistic multi-objective nonlinear fractional programming problem and we focus on a new method for solving it to obtain the minimum expected search time for detecting the target. An illustrative example has been given to demonstrate the applicability of this method.

Keywords: optimal search theory; multi-objective nonlinear fractional programming problem; duality; saddle point; Lagrange function.

DOI: 10.1504/IJOR.2017.083957

International Journal of Operational Research, 2017 Vol.29 No.2, pp.219 - 247

Received: 16 Nov 2014
Accepted: 04 Jan 2015
Published online: 28 Apr 2017 *

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