Comprehensive Pareto Efficiency in robust counterpart optimization

Ke Shang, Zuren Feng, Liangjun Ke, Tung Sun Chan

Research output: Journal article publicationJournal articleAcademic researchpeer-review

2 Citations (Scopus)

Abstract

Different algorithms are developed for computing robust solutions with respect to these three sub-concepts. As all sub-concepts are based on the Probability of Constraint Violation (PCV), formulations of PCV under different probability distributions are derived and an alternative way to calculate PCV is also presented. Numerical studies are drawn from two applications (production planning problem and orienteering problem), to demonstrate the Comprehensive Pareto Efficiency. The numerical results show that the Comprehensive Pareto Efficiency has important significance for practical applications in terms of the evaluation of the quality of robust solutions and the analysis of the difference between different robust counterparts, which provides a new perspective for robust counterpart optimization.
Original languageEnglish
Pages (from-to)75-91
Number of pages17
JournalComputers and Chemical Engineering
Volume94
DOIs
Publication statusPublished - 2 Nov 2016

Keywords

  • Integer programming
  • Linear programming
  • Pareto optimality
  • Robust optimization

ASJC Scopus subject areas

  • Chemical Engineering(all)
  • Computer Science Applications

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