منابع مشابه
A Genetic Algorithm for Minimax Optimization Problems
Robust discrete optimization is a technique for structuring uncertainty in the decision-making process. The objective is to find a robust solution that has the best worst-case performance over a set of possible scenarios. However, this is a difficult optimization problem. This paper proposes a two-space genetic algorithm as a general technique to solve minimax optimization problems. This algori...
متن کاملParticle Swarm Optimization for Minimax Problems
This paper investigates the ability of the Particle Swarm Optimization (PSO) method to cope with minimax problems through experiments on well{known test functions. Experimental results indicate that PSO tackles minimax problems e ectively. Moreover, PSO alleviates di culties that might be encountered by gradient{based methods, due to the nature of the minimax objective function, and potentially...
متن کاملMinmax regret solutions for minimax optimization problems with uncertainty
We propose a general approach for nding minmax regret solutions for a class of combinatorial optimization problems with an objective function of minimax type and uncertain objective function coe cients. The approach is based on reducing a problem with uncertainty to a number of problems without uncertainty. The method is illustrated on bottleneck combinatorial optimization problems, minimax mul...
متن کاملDerivative-free optimization methods for finite minimax problems
Derivative-free optimization focuses on designing methods to solve optimization problems without the analytical knowledge of the function. In this paper we consider the problem of designing derivative-free methods for finite minimax problems: minx maxi=1,2,...N{fi(x)}. In order to solve the problem efficiently, we seek to exploit the smooth substructure within the problem. Using ideas developed...
متن کاملMultifacility Minimax Location Problems via Multi-Composed Optimization
We present a conjugate duality approach for multifacility minimax location problems with geometric constraints, where the underlying space is Fréchet and the distances are measured by gauges of closed convex sets. Besides assigning corresponding conjugate dual problems, we derive necessary and sufficient optimality conditions. Moreover, we introduce a further dual problem with less dual variabl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1982
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01581038