Multi-objective Robust Optimization Using Probabilistic Indices.
Yali XueDonghai LiWenxiao ShanChuanfeng WangPublished in: ICNC (4) (2007)
Keyphrases
- robust optimization
- multi objective
- evolutionary algorithm
- chance constrained
- decision theory
- mathematical programming
- multi objective optimization
- stochastic programming
- probabilistic model
- portfolio optimization
- bayesian networks
- nsga ii
- lot sizing
- genetic algorithm
- objective function
- particle swarm optimization
- risk measures
- multiple objectives
- bi objective
- chance constraints
- test problems
- scheduling problem
- computational complexity