运筹学学报
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王峰1 刘三阳1,*
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国家自然科学基金(No. 61373174)
WANG Feng1 LIU Sanyang1,*
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摘要：
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.
关键词: 鲁棒优化, Pareto 有效性, Pareto 鲁棒解, epsilon-约束方法
Abstract:
In this paper, we study the Pareto efficiency of robust solutions to general optimization problems under uncertainty. Firstly, we prove that the set of Pareto robust solutions is the Pareto efficient set of the robust solution set, by which to obtain Pareto robust solutions reduces to find Pareto efficient elements of the robust solution set. Then on the basis of an extension of epsilon-constraint method, we get two ways of generating Pareto robust solutions.
Key words: robust optimization, Pareto efficiency, Pareto robust solution, epsilon-constraint method
王峰, 刘三阳. 鲁棒优化中的Pareto有效性[J]. 运筹学学报, doi: 10.15960/j.cnki.issn.1007-6093.2018.04.014.
WANG Feng, LIU Sanyang. Pareto efficiency in robust optimization[J]. Operations Research Transactions, doi: 10.15960/j.cnki.issn.1007-6093.2018.04.014.
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链接本文: https://www.ort.shu.edu.cn/CN/10.15960/j.cnki.issn.1007-6093.2018.04.014
https://www.ort.shu.edu.cn/CN/Y2018/V22/I4/141
