Random fuzzy multi-objective linear programming: Optimization of possibilistic value at risk (pVaR).
Hideki KatagiriTakeshi UnoKosuke KatoHiroshi TsudaHiroe TsubakiPublished in: Expert Syst. Appl. (2013)
Keyphrases
- multi objective
- linear programming
- optimization algorithm
- fuzzy numbers
- multiple objectives
- evolutionary algorithm
- objective function
- evolutionary optimization
- pareto optimal
- expected utility
- multiobjective optimization
- quadratic programming
- conflicting objectives
- optimum design
- nonlinear programming
- mathematical programming
- engineering design problems
- multi objective optimization
- minimum risk
- multi criteria
- particle swarm optimization
- multi objective evolutionary algorithms
- fuzzy sets
- max min
- particle swarm
- optimization method
- fuzzy logic
- optimization problems
- possibilistic clustering
- possibility theory
- multi objective optimization problems
- nsga ii
- dynamic programming
- fuzzy rules
- primal dual
- decision making
- multi objective evolutionary
- np hard
- possibility distributions
- membership functions
- risk management
- risk factors
- fuzzy set theory
- differential evolution
- engineering problems
- logic programming
- simulated annealing
- estimation of distribution algorithms
- robust optimization
- dual variables
- trade off
- chance constraints