共查询到19条相似文献,搜索用时 125 毫秒
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不确定信息多目标线性优化的鲁棒方法 总被引:1,自引:0,他引:1
研究不确定信息的多目标线性优化问题,其数据不能精确给出但是属于一个给定的集合.首先,采用鲁棒方法把该问题转化为一个确定的多目标优化问题.然后,给出此问题解存在的充分条件.最后,通过实例验证了用鲁棒方法解决不确定信息的多目标线性优化问题的有效性. 相似文献
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在工程项目多目标优化问题研究基础上,研究不确定环境下工程项目多目标均衡优化问题.利用模糊数表示费用变化率和质量变化率,考虑模糊集的不同可能性水平,建立工程项目多目标模糊均衡优化模型,给出模型的求解方法和步骤,得到不同可能性水平下多目标优化问题的最优折衷解变化范围.优化方法使决策者能够根据决策风险的大小进行最优目标值的确定. 相似文献
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针对重大突发事件的应急物资救援,研究了应急物流中心的选址及应急物资的调运问题。利用离散的情景集合描述受灾点应急物资需求的不确定性以及应急物资运输成本和运输时间的不确定性,同时考虑应急救援成本和应急救援时间两个目标,建立了多目标应急物流中心选址的确定型模型和鲁棒优化模型。为将多目标问题转化为单目标问题,利用成本单目标和时间单目标的最优结果将多目标转化为相对值再加权处理,该方法既可消除多个目标之间的单位及数量级差异,还可以根据问题的数据变化进行动态调整。以提供应急物资救援服务的设施作为编码,设计了一种通用的混合蛙跳算法。为检验模型和算法的有效性,设计了一个多情景的算例,结果表明两个模型和算法具备良好的可行性和有效性,且鲁棒优化模型能较好地保持对各种不确定性的抗干扰能力;最后,讨论分析了成本偏好权重和鲁棒约束系数的影响,结果表明可根据成本偏好权重的取值范围来区分各种应急救援阶段,体现不同救援阶段的救援要求及特征,并给出了成本偏好权重和鲁棒约束系数的取值建议。 相似文献
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项目调度中的时间和费用是两个重要的指标,而在不确定环境下进度计划的鲁棒性则是保证项目平稳实施的关键。本文研究不确定环境下的多目标项目调度优化问题,以优化项目的工期、鲁棒值和成本为目标安排各活动的开始时间。基于此,作者构建多目标项目调度优化模型,将模型分解为三个子模型分析目标间的权衡关系,然后设计非劣排序遗传算法进行求解,应用精英保留策略和基于子模型权衡关系的优化策略优化算法,进行算法测试和算例参数敏感性分析。最后,应用上述方法研究一个项目实例,计算得到非劣解集,实例的敏感性分析结果进一步验证了三个目标间的权衡关系,据此提出资源的有效利用策略。本文的研究可以为多目标项目调度制定进度计划提供定量化决策支持。 相似文献
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对于一般的不确定优化问题, 研究了鲁棒解的~Pareto 有效性. 首先, 证明了Pareto 鲁棒解集即是鲁棒解集的Pareto 有效集, 因此求Pareto 鲁棒解等价于求鲁棒解集的Pareto 有效元. 其次, 基于推广的epsilon-约束方法, 得到了Pareto 鲁棒解的生成方法. 相似文献
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《数学物理学报(A辑)》2017,(2)
该文旨在研究一类不确定性凸优化问题的鲁棒最优解.借助次微分的性质,首先引入了一类鲁棒型次微分约束品性.随后借助此约束品性,刻划了该不确定性凸优化问题的鲁棒最优解.最后建立了该不确定凸优化问题与其对偶问题之间的Wolfe型鲁棒对偶性. 相似文献
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Sauli Ruuska Kaisa Miettinen Margaret M. Wiecek 《Journal of Optimization Theory and Applications》2012,153(1):60-74
The relationship between bilevel optimization and multiobjective optimization has been studied by several authors, and there
have been repeated attempts to establish a link between the two. We unify the results from the literature and generalize them
for bilevel multiobjective optimization. We formulate sufficient conditions for an arbitrary binary relation to guarantee
equality between the efficient set produced by the relation and the set of optimal solutions to a bilevel problem. In addition,
we present specially structured bilevel multiobjective optimization problems motivated by real-life applications and an accompanying
binary relation permitting their reduction to single-level multiobjective optimization problems. 相似文献
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In this paper, we propose two kinds of robustness concepts by virtue of the scalarization techniques (Benson’s method and elastic constraint method) in multiobjective optimization, which can be characterized as special cases of a general non-linear scalarizing approach. Moreover, we introduce both constrained and unconstrained multiobjective optimization problems and discuss their relations to scalar robust optimization problems. Particularly, optimal solutions of scalar robust optimization problems are weakly efficient solutions for the unconstrained multiobjective optimization problem, and these solutions are efficient under uniqueness assumptions. Two examples are employed to illustrate those results. Finally, the connections between robustness concepts and risk measures in investment decision problems are also revealed. 相似文献
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本文提出一种交互式非线性多目标优化算法,该算法是GDF多目标优化算法的改进,具有这样的特点:算法采用了既约设计空间策略,具有良好的收敛性;算法生成的迭代点是有效解;算法具有多种一维搜索准则;对于线性多目标问题,算法只需一次交互迭代即可示出多目标问题的最优解。 相似文献
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In this paper the Pareto efficiency of a uniformly convergent multiobjective optimization sequence is studied. We obtain some relation between the Pareto efficient solutions of a given multiobjective optimization problem and those of its uniformly convergent optimization sequence and also some relation between the weak Pareto efficient solutions of the same optimization problem and those of its uniformly convergent optimization sequence. Besides, under a compact convex assumption for constraints set and a certain convex assumption for both objective and constraint functions, we also get some sufficient and necessary conditions that the limit of solutions of a uniformly convergent multiobjective optimization sequence is the solution of a given multiobjective optimization problem. 相似文献
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Jiawei Chen La Huang Shengjie Li 《Journal of Optimization Theory and Applications》2018,178(3):794-823
In this paper, we investigate the separations and optimality conditions for the optimal solution defined by the improvement set of a constrained multiobjective optimization problem. We introduce a vector-valued regular weak separation function and a scalar weak separation function via a nonlinear scalarization function defined in terms of an improvement set. The nonlinear separation between the image of the multiobjective optimization problem and an improvement set in the image space is established by the scalar weak separation function. Saddle point type optimality conditions for the optimal solution of the multiobjective optimization problem are established, respectively, by the nonlinear and linear separation methods. We also obtain the relationships between the optimal solution and approximate efficient solution of the multiobjective optimization problem. Finally, sufficient and necessary conditions for the (regular) linear separation between the approximate image of the multiobjective optimization problem and a convex cone are also presented. 相似文献
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The current research concerns multiobjective linear programming problems with interval objective functions coefficients. It is known that the most credible solutions to these problems are necessarily efficient ones. To solve the problems, this paper attempts to propose a new model with interesting properties by considering the minimax regret criterion. The most important property of the new model is attaining a necessarily efficient solution as an optimal one whenever the set of necessarily efficient solutions is nonempty. In order to obtain an optimal solution of the new model, an algorithm is suggested. To show the performance of the proposed algorithm, numerical examples are given. Finally, some special cases are considered and their characteristic features are highlighted. 相似文献
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研究了二层多目标最优化模型(BLMOP)解集的连通性问题,其中(BLMOP)的上层集值目标函数由下层问题的有效点确定.把(BLMOP)看作成单层的集值函数优化问题,借助集值函数优化问题各种有效解集的连通性的结论,得到了(BLMOP)相应的有效解集连通性的结论. 相似文献