Search results for "light robust efficiency"

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LR-NIMBUS : an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions

2022

In this paper, we develop an interactive algorithm to support a decision maker to find a most preferred lightly robust efficient solution when solving uncertain multiobjective optimization problems. It extends the interactive NIMBUS method. The main idea underlying the designed algorithm, called LR-NIMBUS, is to ask the decision maker for a most acceptable (typical) scenario, find an efficient solution for this scenario satisfying the decision maker, and then apply the derived efficient solution to generate a lightly robust efficient solution. The preferences of the decision maker are incorporated through classifying the objective functions. A lightly robust efficient solution is generated …

Control and OptimizationApplied Mathematicspäätöksentekolight robust efficiencyrobust optimizationmatemaattiset menetelmätportfoliotManagement Science and Operations Researchinteractive methodsarvopaperisalkutskenaariotepävarmuusmonitavoiteoptimointiComputer Science Applicationsuncertain multiple criteria optimizationmenetelmätoptimointialgoritmitinteraktiivisuusBusiness Management and Accounting (miscellaneous)portfolio selection
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Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality

2018

As an emerging research field, multiobjective robust optimization employs minmax robustness as the most commonly used concept. Light robustness is a concept in which a parameter, tolerable degradations, can be used to control the loss in the objective function values in the most typical scenario for gaining in robustness. In this paper, we develop a lightly robust interactive multiobjective optimization method, LiRoMo, to support a decision maker to find a most preferred lightly robust efficient solution with a good balance between robustness and the objective function values in the most typical scenario. In LiRoMo, we formulate a lightly robust subproblem utilizing an achievement scalarizi…

Mathematical optimizationdecision supportOptimization problemmultiobjective robust optimizationComputer sciencepäätöksenteko0211 other engineering and technologies02 engineering and technologyManagement Science and Operations ResearchMulti-objective optimizationoptimointiRobustness (computer science)0502 economics and business050210 logistics & transportation021103 operations research05 social scienceslight robust efficiencyRobust optimizationinteractive methodshandling uncertaintyDecision makerMinimaxmonitavoiteoptimointiepävarmuusVisualizationMultiobjective optimization problemtrade-off between robustness and qualityBusiness Management and Accounting (miscellaneous)OR Spectrum
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