Multiple response optimisation: An approach from multiobjective stochastic programming

Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems

In this work, we deal with obtaining efficient solutions for stochastic multiobjective programming problems. In general, these solutions are obtained in two stages: in one of them, the stochastic problem is transformed into its equivalent deterministic problem, and in the other one, some of the existing generating techniques in multiobjective programming are applied to obtain efficient solution...

Disjunctive Programming for Multiobjective Discrete Optimisation

In this paper, I view and present the multiobjective discrete optimisation problem as a particular case of disjunctive programming where one seeks to identify efficient solutions from within a disjunction formed by a set of systems. The proposed approach lends itself to a simple yet effective iterative algorithm that is able to yield the set of all nondominated points, both supported and nonsup...

On Stability in Multiobjective Integer Linear Programming: A Stochastic Approach

In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as well as an illustrat...

Stochastic Programming Approach to Multiobjective Optimization Problems with Random Element

An Evolutionary Approach to Active Robust Multiobjective Optimisation

An Active Robust Optimisation Problem (AROP) aims at finding robust adaptable solutions, i.e. solutions that actively gain robustness to environmental changes through adaptation. Existing AROP studies have considered only a single performance objective. This study extends the Active Robust Optimisation methodology to deal with problems with more than one objective. Once multiple objectives are ...