检索结果-内蒙古大学图书馆

Agent assisted interactive algorithm for computationally demanding multiobjective optimization problems

COMPUTERS & CHEMICAL ENGINEERING 2015年 77卷 105-115页

作者： Ojalehto, Vesa Podkopaev, Dmitry Miettinen, Kaisa Univ Jyvaskyla Dept Math Informat Technol FI-40014 Jyvaskyla Finland Polish Acad Sci Syst Res Inst PL-01447 Warsaw Poland

We generalize the applicability of interactive methods for solving computationally demanding, that is, time-consuming, multiobjective optimization problems. For this purpose we propose a new agent assisted interactive algorithm. It employs a computationally inexpensive surrogate problem and four different agents that intelligently update the surrogate based on the preferences specified by a decision maker. In this way, we decrease the waiting times imposed on the decision maker during the interactive solution process and at the same time decrease the amount of preference information expected from the decision maker. The agent assisted algorithm is not specific to any interactive method or surrogate problem. As an example we implement our algorithm for the interactive NIMBUS method and the PAINT method for constructing the surrogate. This implementation was applied to support a real decision maker in solving a two-stage separation problem. (C) 2015 Elsevier Ltd. All rights reserved.

关键词： multiple objective programming Interactive methods Agent-based optimization Surrogate problem NIMBUS PAINT

来源：评论

学校读者我要写书评

暂无评论

Sensitivity analysis on the priority of the objective functions in lexicographic multiple objective linear programs

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2010年第3期207卷 1162-1168页

作者： Khorram, E. Zarepisheh, M. Ghaznavi-ghosoni, B. A. Amir Kabir Univ Technol Fac Math & Comp Sci Tehran 15914 Iran

This paper deals with a class of multiple objective linear programs (MOLP) called lexicographic multiple objective linear programs (LMOLP). In this paper, by providing an efficient algorithm which employs the preceding computations as well, it is shown how we can solve the LMOLP problem if the priority of the objective functions is changed. In fact, the proposed algorithm is a kind of sensitivity analysis on the priority of the objective functions in the LMOLP problems. (C) 2010 Elsevier B.V. All rights reserved.

关键词： multiple objective programming Vector optimization Preemptive priority Lexicographic ordering Sensitivity analysis

来源：评论

学校读者我要写书评

暂无评论

Dominance for multi-objective robust optimization concepts

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2019年第2期273卷 430-440页

作者： Botte, Marco Schoebel, Anita Georg August Univ Gottingen Lotzestr 16-18 D-37083 Gottingen Germany

In robust optimization, the parameters of an optimization problem are not deterministic but uncertain. Their values depend on the scenarios which may occur. Single-objective robust optimization has been studied extensively. Since 2012, researchers have been looking at robustness concepts for multi-objective optimization problems as well. In another line of research, single-objective uncertain optimization problems are transformed to deterministic multi-objective problems by treating every scenario as an objective function. In this paper we combine these two points of view. We treat every scenario as an objective function also in uncertain multi-objective optimization, and we define a corresponding concept of dominance which we call multi scenario efficiency. We sketch this idea for finite uncertainty sets and extend it to the general case of infinite uncertainty sets. We then investigate the relation between this dominance and the concepts of highly, locally highly, flimsily, and different versions of minmax robust efficiency. For all these concepts we prove that every strictly robust efficient solution is multi-scenario efficient. On the other hand, under a compactness condition, the set of multi-scenario efficient solutions contains a robust efficient solution for all these concepts which generalizes the Pareto robustly optimal (PRO) solutions from single-objective optimization to Pareto robust efficient (PRE) solutions in the multi-objective case. We furthermore present two results on reducing an infinite uncertainty set to a finite one which are a basis for computing multi scenario efficient solutions. (C) 2018 Elsevier B.V. All rights reserved.

关键词： multiple objective programming Robustness and sensitivity analysis Pareto robust efficiency

来源：评论

学校读者我要写书评

暂无评论

Asymptotic convergence of a simulated annealing algorithm for multiobjective optimization problems

引用

MATHEMATICAL METHODS OF OPERATIONS RESEARCH 2006年第2期64卷 353-362页

作者： Villalobos-Arias, Mario Coello, Carlos A. Coello Hernandez-Lerma, Onesimo CINVESTAV IPN Depto Ingn Elect Secc Computac Mexico City DF Mexico CINVESTAV IPN Dept Matemat Mexico City DF Mexico

In this paper we consider a simulated annealing algorithm for multiobjective optimization problems. With a suitable choice of the acceptance probabilities, the algorithm is shown to converge asymptotically, that is, t... 详细信息

关键词： simulated annealing multiple objective programming multiobjective optimization vector optimization convergence

来源：评论

学校读者我要写书评

暂无评论

Diversified portfolios with different entropy measures

引用

APPLIED MATHEMATICS AND COMPUTATION 2014年 241卷 47-63页

作者： Yu, Jing-Rung Lee, Wen-Yi Chiou, Wan-Jiun Paul Natl Chi Nan Univ Dept Informat Management Puli Nantou 545 Taiwan Natl Chiao Tung Univ Dept Technol Management Hsinchu 30010 Taiwan Cent Michigan Univ Dept Finance & Law Pleasant MI 48859 USA

One of the major issues for Markowitz mean-variance model is the errors in estimations cause "corner solutions" and low diversity in the portfolio. In this paper, we compare the mean-variance efficiency, realized portfolio values, and diversity of the models incorporating different entropy measures by applying multiple criteria method. Differing from previous studies, we evaluate twenty-three portfolio over-time rebalancing strategies with considering short-sales and various transaction costs in asset diversification. Using the data of the most liquid stocks in Taiwan's market, our finding shows that the models with Yager's entropy yield higher performance because they respond to the change in market by reallocating assets more effectively than those with Shannon's entropy and with the minimax disparity model. Furthermore, including entropy in models enhances diversity of the portfolios and makes asset allocation more feasible than the models without incorporating entropy. (C) 2014 Elsevier Inc. All rights reserved.

关键词： multiple criteria analysis multiple objective programming Entropy Portfolio selection Short selling Transaction cost

来源：评论

学校读者我要写书评

暂无评论

Three-person multi-objective conflict decision in reservoir flood control

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2002年第3期142卷 625-631页

作者： Cheng, CT Chau, KW Dalian Univ Technol Dept Civil Engn Dalian 116024 Peoples R China Hong Kong Polytech Univ Dept Civil & Struct Engn Kowloon Hong Kong Peoples R China

Reservoir flood control decisions are often compromised by various parties with conflicting benefits, In this paper, a three-person multi-objective conflict decision model is presented for reservoir flood control. In order to obtain the group decision, the ideal bargaining solution is first sought by two stages satisfying programming and then the decision alternative is chosen using the fuzzy pattern recognition. The advantages of this model are simple and more adaptable to the real problem. The model is demonstrated by application to Fengman Reservoir in China. (C) 2002 Elsevier Science B.V. All rights reserved.

关键词： multiple objective programming group decision two stages satisfying programming fuzzy pattern recognition flood control

来源：评论

学校读者我要写书评

暂无评论

Conical algorithm in global optimization for optimizing over efficient sets

引用

JOURNAL OF GLOBAL OPTIMIZATION 2000年第4期18卷 321-336页

作者： Thoai, NV Univ Trier Dept Math D-54286 Trier Germany

The problem of optimizing some contiuous function over the efficient set of a multiple objective programming problem can be formulated as a nonconvex global optimization problem with special structure. Based on the conical branch and bound algorithm in global optimization, we establish an algorithm for optimizing over efficient sets and discuss about the implementation of this algorithm for some interesting special cases including the case of biobjective programming problems.

关键词： multiple objective programming biobjective programming optimizing over efficient sets global optimization conical algorithm

来源：评论

学校读者我要写书评

暂无评论

Interactive multiobjective optimization with NIMBUS for decision making under uncertainty

引用

OR SPECTRUM 2014年第1期36卷 39-56页

作者： Miettinen, Kaisa Mustajoki, Jyri Stewart, Theodor J. Univ Jyvaskyla Dept Math Informat Technol Jyvaskyla 40014 Finland Tampere Univ Technol Dept Automat Sci & Engn FIN-33101 Tampere Finland Finnish Environm Inst Freshwater Ctr Helsinki 00251 Finland Univ Cape Town Dept Stat Sci ZA-7701 Rondebosch South Africa

We propose an interactive method for decision making under uncertainty, where uncertainty is related to the lack of understanding about consequences of actions. Such situations are typical, for example, in design problems, where a decision maker has to make a decision about a design at a certain moment of time even though the actual consequences of this decision can be possibly seen only many years later. To overcome the difficulty of predicting future events when no probabilities of events are available, our method utilizes groupings of objectives or scenarios to capture different types of future events. Each scenario is modeled as a multiobjective optimization problem to represent different and conflicting objectives associated with the scenarios. We utilize the interactive classification-based multiobjective optimization method NIMBUS for assessing the relative optimality of the current solution in different scenarios. This information can be utilized when considering the next step of the overall solution process. Decision making is performed by giving special attention to individual scenarios. We demonstrate our method with an example in portfolio optimization.

关键词： multiple objective programming Interactive methods Scenarios Uncertainty handling Pareto optimality Classification of objectives

来源：评论

学校读者我要写书评

暂无评论

Sustainable supply chain network design: a study of the Colombian dairy sector

引用

ANNALS OF OPERATIONS RESEARCH 2023年第1-2期324卷 573-599页

作者： Moreno-Camacho, Carlos A. Montoya-Torres, Jairo R. Jaegler, Anicia Univ La Sabana Fac Engn Grp Invest Sistemas Logist Km 7 Autopista Norte Bogota Dc Chia Colombia Kedge Business Sch 40 Ave Terroirs France Paris France Univ Lyon Univ Jean MoulinCNRS Univ LumiereInst Henri FayolENTPEINSA LyonENS Univ Jean MonnetEcole Mines St EtienneUMR 5600 F-42023 St Etienne France

The literature review shows research gaps into the food supply chain design. In that context, this paper deals with the design of a sustainable supply chain. A multi-objective mixed-integer linear programming model includes four decisions and three sustainable criteria (economic-total network costs-, environmental-carbon emissions-, and social-work conditions and societal development-). The model aims to determine the optimal location and capacity of processing and distribution facilities, to choose the suppliers from a set of potential candidates, to determine transportation modes between all the actors, and to define the quantity of product, in order to satisfy the demand of dairy products in a set of regions. The applicability of the model is tested in a realistic case in the dairy sector in the central region of Colombia. The results show the existent trade-offs between the three dimensions of sustainability. The unweighted balance results, giving more priority to the social dimension, which obtains the least deviation, affecting the environmental performance of the chain. The analysis carried out in this paper does help decision-makers that will have at hand a set of possible configurations to be chosen in order to comply with environmental and social regulations without neglecting economic performance.

关键词： Supply chain network design Goal programming multiple objective programming Dairy sector Sustainability Developing countries

来源：评论

学校读者我要写书评

暂无评论

Common set of weights in data envelopment analysis: a linear programming problem

引用

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH 2012年第2期20卷 355-365页

作者： Davoodi, A. Rezai, H. Zhiani Islamic Azad Univ Dept Math Neyshabur Branch Neyshabur Iran Islamic Azad Univ Dept Math Mashhad Branch Mashhad Iran

Data Envelopment Analysis is used to determine the relative efficiency of Decision Making Units as the ratio of weighted sum of outputs by weighted sum of inputs. To accomplish the purpose, a DEA model calculates the weights of inputs and outputs of each DMU individually so that the highest efficiency can be estimated. Thus, the present study suggests an innovative method using a common set of weights leading to solving a linear programming problem. The method determines the efficiency score of all DMUs and rank them too.

关键词： multiple objective programming Data Envelopment Analysis Common set of weights

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：