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Min-ordering and max-ordering scalarization methods for multi-objective robust optimization

delete2019-06-01
delete19
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M
Marie Schmidt *
A
Anita Schöbel
L
Lisa Thom
DOI:10.1016/j.ejor.2018.11.048delete
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摘要

摘要

En 中文
Several robustness concepts for multi-objective uncertain optimization have been developed during the last years, but not many solution methods. In this paper we introduce two methods to find min-max robust efficient solutions based on scalarizations: the min-ordering and the max-ordering method. We show that all point-based min-max robust weakly efficient solutions can be found with the max-ordering method and that the min-ordering method finds set-based min-max robust weakly efficient solutions, some of which cannot be found with formerly developed scalarization based methods. We then show how the scalarized problems may be approached for multi-objective uncertain combinatorial optimization problems with special uncertainty sets. We develop compact mixed-integer linear programming formulations for multi-objective extensions of bounded uncertainty (also known as budgeted or Gamma-uncertainty). For interval uncertainty, we show that the resulting problems reduce to well-known single-objective problems. (C) 2018 The Authors. Published by Elsevier B.V.
Keyword:
Multiple objective programming
Robust optimization
Multi-objective robust optimization
Combinatorial optimization
Scalarization
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期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

机构

E
Erasmus University Rotterdam
学者数:
4.6W
论文数: 4.0W
被引数: 2.4W
E
erasmus university rotterdam - excl erasmus mc
学者数:
5.5K
论文数: 5.7K
被引数: 6
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