Comprehensive Pareto Efficiency in robust counterpart optimization

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

doi:10.1016/j.compchemeng.2016.07.022

Comprehensive Pareto Efficiency in robust counterpart optimization

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

Research output: Journal article publication › Journal article › Academic research › peer-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 language	English
Pages (from-to)	75-91
Number of pages	17
Journal	Computers and Chemical Engineering
Volume	94
DOIs	https://doi.org/10.1016/j.compchemeng.2016.07.022
Publication status	Published - 2 Nov 2016

Keywords

Integer programming
Linear programming
Pareto optimality
Robust optimization

ASJC Scopus subject areas

General Chemical Engineering
Computer Science Applications

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10.1016/j.compchemeng.2016.07.022

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title = "Comprehensive Pareto Efficiency in robust counterpart optimization",

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.",

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AU - Chan, Tung Sun

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AB - 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.

KW - Integer programming

KW - Linear programming

KW - Pareto optimality

KW - Robust optimization

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VL - 94

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JO - Computers and Chemical Engineering

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ER -

Comprehensive Pareto Efficiency in robust counterpart optimization

Abstract

Keywords

ASJC Scopus subject areas

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