Search results for "Feasible region"
showing 7 items of 7 documents
Measuring Social Responsibility: A Multicriteria Approach
2016
In this chapter we present a portfolio selection model for Socially Responsible Investment. The model, following the spirit of Socially Responsible Investment, consists of two different steps. Firstly, a social screening is applied in order to obtain the feasible set of assets accomplishing the socially responsible investment policy of the assets’ manager. In this step, an indicator is obtained for the measurement of the social responsibility degree of an asset. Assets are then ranked using this indicator from the most socially responsible to the less socially responsible. In a second step, once the feasible set is obtained, composed of those socially responsible assets verifying the screen…
A solution of the minimum-time velocity planning problem based on lattice theory
2018
For a vehicle on an assigned path, we find the minimum-time speed law that satisfies kinematic and dynamic constraints, related to maximum speed and maximum tangential and transversal acceleration. We present a necessary and sufficient condition for the feasibility of the problem and a simple operator, based on the solution of two ordinary differential equations, which computes the optimal solution. Theoretically, we show that the problem feasible set, if not empty, is a lattice, whose supremum element corresponds to the optimal solution.
Efficiency in constrained continuous location
1998
Abstract We present a geometrical characterization of the efficient, weakly efficient and strictly efficient points for multi-objective location problems in presence of convex constraints and when distances are measured by an arbitrary norm. These results, established for a compact set of demand points, generalize similar characterizations previously obtained for uncontrained problems. They are used to show that, in planar problems, the set of constrained weakly efficient points always coincides with the closest projection of the set of unconstrained weakly efficient points onto the feasible set. This projection property which are known previously only for strictly convex norms, allows to e…
On Constraint Handling in Surrogate-Assisted Evolutionary Many-Objective Optimization
2016
Surrogate-assisted evolutionary multiobjective optimization algorithms are often used to solve computationally expensive problems. But their efficacy on handling constrained optimization problems having more than three objectives has not been widely studied. Particularly the issue of how feasible and infeasible solutions are handled in generating a data set for training a surrogate has not received much attention. In this paper, we use a recently proposed Kriging-assisted evolutionary algorithm for many-objective optimization and investigate the effect of infeasible solutions on the performance of the surrogates. We assume that constraint functions are computationally inexpensive and consid…
Multi-objective memetic optimization for the bi-objective obnoxious p -median problem
2018
Abstract Location problems have been studied extensively in the optimization literature, the p-median being probably one of the most tackled models. The obnoxious p-median is an interesting variant that appears in the context of hazardous location. The aim of this paper is to formally introduce a bi-objective optimization model for this problem, in which a solution consists of a set of p locations, and two conflicting objectives arise. On the one hand, the sum of the minimum distance between each client and their nearest open facility and, on the other hand, the dispersion among facilities. Both objective values should be kept as large as possible for a convenient location of dangerous faci…
Regularity and strong sufficient optimality conditions in differentiable optimization problems
1993
This paper studies the metric regularity of multivalued functions on Banach spaces, tangential approximations of the feasible set and strong sufficient optimality conditions of a parametrized optimization problem minimize The results are applied to the tangent approximations and the local stability properties of solutions of this perturbed optimization problem.
Optimality conditions for nondifferentiable convex semi-infinite programming
1983
This paper gives characterizations of optimal solutions to the nondifferentiable convex semi-infinite programming problem, which involve the notion of Lagrangian saddlepoint. With the aim of giving the necessary conditions for optimality, local and global constraint qualifications are established. These constraint qualifications are based on the property of Farkas-Minkowski, which plays an important role in relation to certain systems obtained by linearizing the feasible set. It is proved that Slater's qualification implies those qualifications.