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A New Robustness Index for Multi-Objective Optimization based on a User Perspective
| Content Provider | Semantic Scholar |
|---|---|
| Author | Cromvik, Christoffer Lindroth, Peter Patriksson, Michael Strömberg, Ann-Brith |
| Copyright Year | 2011 |
| Abstract | Abstract Solving practical optimization problems that are sensitive to small changes in thevariables or model parameters requires special attention regarding the robustnessof solutions. We present a definition of a new robustness index for multi-objectiveoptimization problems. The definition is based on an approximation of the un-derlying utility function for a single decision maker. We further demonstrate anefficient computational procedure to evaluate robustness. The procedure is ap-plied to two numerical examples: one analytic test problem and one real-worldproblem in antenna design. The results show that the robustness varies over thePareto front and that it can be improved if the decision maker is willing to sacri-fice in optimality of the solution. Keywords: multi-objective optimization, vector optimization, robustness, multi-criteria deci-sion making, utility theory 1 Introduction Many applications of optimization comprise several more or less conflicting objec-tives, such as cost versus quality and expected return versus risk. These are to be op-timized simultaneously and the aim is to find the most appropriate balance betweenall of the objectives. Mathematically, such a problem is denoted a |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.math.chalmers.se/Math/Research/Preprints/2011/14.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
