An evolutionary approach to the solution of multi-objective min-max problems in evidence-based robust optimization.
Simone AlicinoMassimiliano VasilePublished in: IEEE Congress on Evolutionary Computation (2014)
Keyphrases
- robust optimization
- min max
- multi objective
- max min
- conflicting objectives
- mathematical programming
- stochastic programming
- chance constrained
- multiobjective optimization
- portfolio optimization
- evolutionary algorithm
- efficient solutions
- lot sizing
- neural network
- multi objective optimization
- decision problems
- linear programming
- search algorithm
- cooperative
- risk measures
- genetic algorithm