Uncertainty on multi-objective optimization problems

In general, parameters in multi-objective optimization are assumed as deterministic with no uncertainty. However, uncertainty in the parameters can affect both variable and objective spaces. The corresponding Pareto optimal fronts, resulting from the disturbed problem, define a cloud of curves. In t...

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Bibliographic Details
Main Author: Costa, L. (author)
Other Authors: Espírito Santo, I. A. C. P. (author), Oliveira, Pedro (author)
Format: conferencePaper
Language:eng
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/1822/15517
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/15517
Description
Summary:In general, parameters in multi-objective optimization are assumed as deterministic with no uncertainty. However, uncertainty in the parameters can affect both variable and objective spaces. The corresponding Pareto optimal fronts, resulting from the disturbed problem, define a cloud of curves. In this work, the main objective is to study the resulting cloud of curves in order to identify regions of more robustness and, therefore, to assist the decision making process. Preliminary results, for a very limited set of problems, show that the resulting cloud of curves exhibits regions of less variation, which are, therefore, more robust to parameter uncertainty.