运筹学

鲁棒优化中的Pareto有效性

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  • 1. 西安电子科技大学数学与统计学院, 西安 710071

收稿日期: 2017-07-31

  网络出版日期: 2018-12-15

基金资助

国家自然科学基金(No. 61373174)

Pareto efficiency in robust optimization

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  • 1. School of Mathematics and Statistics, Xidian University, Xi'an 710017, China

Received date: 2017-07-31

  Online published: 2018-12-15

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.

本文引用格式

王峰, 刘三阳 . 鲁棒优化中的Pareto有效性[J]. 运筹学学报, 2018 , 22(4) : 141 -147 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.04.014

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.

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