Multi-Criteria Optimization

Optimality conditions of set-valued optimization problem involving relative algebraic interior in ordered linear spaces

  • Peng Jian-Wen
  • Xinmin Yang
  • Zhou Zhi-Ang
    • Categories Generalized Convexity/Monoticity, Multi-Criteria Optimization Tags

    In this paper, firstly, a generalized subconvexlike set-valued map involving the relative algebraic interior is introduced in ordered linear spaces. Secondly, some properties of a generalized subconvexlike set-valued map are investigated. Finally, the optimality conditions of set-valued optimization problem are established. Citation {\bf AMS 2010 Subject Classifications:} 90C26, 90C29, 90C30 Article Download View Optimality conditions … Read more

    Food Regulated Pareto Multi-Species: a new ACO Approach for the Multi-objective Shortest Path Problem

  • L. C. T. Bezerra
  • Luciana S. Buriol
  • Elizabeth G. Goldbarg
  • Marco César Goldbarg
    • Categories Meta Heuristics, Multi-Criteria Optimization, Transportation Tags , , , ,

    The use of metaheuristics in Multi-objective Combinatorial Optimization, particularly Ant Colony Optimization (ACO), has grown recently. This paper proposes an approach where multi-species ants compete for food resources. Each species has its own search strategy and do not access pheromone information of other species. As in nature, successful ant populations are allowed to grow, whereas … Read more

    Concepts and Applications of Stochastically Weighted Stochastic Dominance

  • Tito Homem-de-Mello
  • Jian Hu
  • Sanjay Mehrotra
    • Categories Applications - OR and Management Sciences, Multi-Criteria Optimization, Stochastic Programming Tags , , , ,

    Stochastic dominance theory provides tools to compare random entities. When comparing random vectors (say X and Y ), the problem can be viewed as one of multi-criterion decision making under uncertainty. One approach is to compare weighted sums of the components of these random vectors using univariate dominance. In this paper we propose new concepts … Read more

    A Dual Algorithm For Approximating Pareto Sets in Convex Multi-Criteria Optimization

  • Rasmus Bokrantz
  • Anders Forsgren
    • Categories Biomedical Applications, Multi-Criteria Optimization

    We consider the problem of approximating the Pareto set of convex multi-criteria optimization problems by a discrete set of points and their convex combinations. Finding the scalarization parameters that maximize the improvement in bound on the approximation error when generating a single Pareto optimal solution is a nonconvex optimization problem. This problem is solvable by … Read more

    Multiobjective DC Programming with Infinite Convex Constraints

  • Mark Goh
  • Shaojian Qu
  • Soonyi Wu
    • Categories Multi-Criteria Optimization, Nonsmooth Optimization, Semi-infinite Programming Tags , , , ,

    In this paper new results are established in multiobjective DC programming with infinite convex constraints ($MOPIC$ for abbr.) that are defined on Banach space (finite or infinite) with objectives given as the difference of convex functions subject to infinite convex constraints. This problem can also be called multiobjective DC semi-infinite and infinite programming, where decision … Read more

    NONSMOOTH OPTIMIZATION OVER THE (WEAKLY OR PROPERLY) PARETO SET OF A LINEAR-QUADRATIC MULTI-OBJECTIVE CONTROL PROBLEM : EXPLICIT OPTIMALITY CONDITIONS

  • Henri Bonnel
  • Ngoc Sang Pham
    • Categories Convex and Nonsmooth Optimization, Multi-Criteria Optimization, Systems governed by Differential Equations Optimization Tags , ,

    We present explicit optimality conditions for a nonsmooth functional defined over the (properly or weakly) Pareto set associated to a multiobjective linear-quadratic control problem. This problem is very difficult even in a finite dimensional setting, i.e. when, instead of a control problem, we deal with a mathematical programming problem. Amongst different applications, our problem may … Read more

    Robust and Stochastically Weighted Multi-Objective Optimization Models and Reformulations

  • Jian Hu
  • Sanjay Mehrotra
    • Categories Multi-Criteria Optimization, Robust Optimization, Stochastic Programming Tags , , ,

    In this paper we introduce robust and stochastically weighted sum approaches to deterministic and stochastic multi-objective optimization. The robust weighted sum approach minimizes the worst case weighted sum of objectives over a given weight region. We study the reformulations of the robust weighted sum problem under different definitions of deterministic weight regions. We next introduce … Read more

    Optimality conditions for various efficient solutions involving coderivatives: from set-valued optimization problems to set-valued equilibrium problems

  • Xuan Duc Ha Truong
    • Categories Complementarity and Variational Inequalities, Multi-Criteria Optimization, Nonsmooth Optimization Tags , , , , , , , , , , , , ,

    We present a new approach to the study of a set-valued equilibrium problem (for short, SEP) through the study of a set-valued optimization problem with a geometric constraint (for short, SOP) based on an equivalence between solutions of these problems. As illustrations, we adapt to SEP enhanced notions of relative Pareto efficient solutions introduced in … Read more

    Direct Multisearch for Multiobjective Optimization

  • Ana Luisa Custódio
  • A. Ismael F. Vaz
  • Luis Nunes Vicente
  • J. F. A. Madeira
    • Categories Multi-Criteria Optimization Tags , , , , , , ,

    In practical applications of optimization it is common to have several conflicting objective functions to optimize. Frequently, these functions are subject to noise or can be of black-box type, preventing the use of derivative-based techniques. We propose a novel multiobjective derivative-free methodology, calling it direct multisearch (DMS), which does not aggregate any of the objective … Read more

    Risk Adjusted Budget Allocation Models with Application in Homeland Security

  • Tito Homem-de-Mello
  • Jian Hu
  • Sanjay Mehrotra
    • Categories Multi-Criteria Optimization, Robust Optimization, Stochastic Programming Tags , , , , ,

    This paper presents and studies several models for multi-criterion budget allocation problems under uncertainty. We start by introducing a robust weighted objective model, which is developed further using the concept of stochastic dominance to incorporate risk averseness of the decision maker. A budget minimization variant of this model is also presented. We use a Sample … Read more