Geoffrion proper efficiency in optimization with infinitely many objectives and its applications in robust optimization(无穷多目标优化的Geoffrion真有效性及其在鲁棒优化中的应用)

WANGFeng(王峰); LIUSanyang(刘三阳)

doi:10.3785/j.issn.1008-9497.2018.03.004

Zhejiang Daxue xuebao. Lixue ban (May 2018)

Geoffrion proper efficiency in optimization with infinitely many objectives and its applications in robust optimization(无穷多目标优化的Geoffrion真有效性及其在鲁棒优化中的应用)

WANGFeng(王峰),
LIUSanyang(刘三阳)

Affiliations

WANGFeng(王峰): ORCiD; School of Mathematics and Statistics, Xidian University, Xi'an 710071, China(西安电子科技大学数学与统计学院，陕西西安 710071)
LIUSanyang(刘三阳): School of Mathematics and Statistics, Xidian University, Xi'an 710071, China(西安电子科技大学数学与统计学院，陕西西安 710071)

DOI: https://doi.org/10.3785/j.issn.1008-9497.2018.03.004
Journal volume & issue: Vol. 45, no. 3
pp. 294 – 297

Abstract

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在多目标优化中，Pareto有效性体现了目标之间的妥协与补偿，而Geoffrion真有效性能保证补偿是有界的.本文对有无穷多个目标的优化问题引入了真有效性，完整保留了 Geoffrion的结构.基于一族锥，揭示了Geoffrion真有效性的特点及其与Pareto有效性的区别.并将Geoffrion真有效性的思想用于鲁棒优化，得到了著名的Hurwicz决策准则.

Published in Zhejiang Daxue xuebao. Lixue ban

ISSN: 1008-9497 (Print)
Publisher: Zhejiang University Press
Country of publisher: China
LCC subjects: Science: Mathematics: Instruments and machines: Electronic computers. Computer science; Science: Physics
Website: https://www.zjujournals.com/sci/EN/1008-9497/home.shtml

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