نتایج جستجو برای: scalarizing function approach
تعداد نتایج: 2373199 فیلتر نتایج به سال:
abstract. a practical common weight scalarizing function methodology with an improved discriminating power for technology selection is introduced. the proposed scalarizing function methodology enables the evaluation of the relative efficiency of decision-making units (dmus) with respect to multiple outputs and a single exact input with common weights. its robustness and discriminating power are...
This paper proposes an idea of using evolutionary multiobjective optimization (EMO) to optimize scalarizing functions. We assume that a scalarizing function to be optimized has already been generated from an original multiobjective problem. Our task is to optimize the given scalarizing function. In order to efficiently search for its optimal solution without getting stuck in local optima, we ge...
In multiobjective optimization methods, multiple conflicting objectives are typically converted into a single objective optimization problem with the help of scalarizing functions. The conic scalarizing function is a general characterization of Benson proper efficient solutions of non-convex multiobjective problems in terms of saddle points of scalar Lagrangian functions. This approach preserve...
The decomposition-based method has been recognized as a major approach for multiobjective optimization. It decomposes a multi-objective optimization problem into several singleobjective optimization subproblems, each of which is usually defined as a scalarizing function using a weight vector. Due to the characteristics of the contour line of a particular scalarizing function, the performance of...
a characteristic of data envelopment analysis (dea) is to allow individual decision making units (dmus) to select the factor weights which are the most advantageous for them in calculating their efficiency scores. this flexibility in selecting the weights, on the other hand, deters the comparison among dmus on a common base. for dealing with this difficulty and assessing all the dmus on the sam...
A characteristic of Data Envelopment Analysis (DEA) is to allow individual decision making units (DMUs) to select the factor weights which are the most advantageous for them in calculating their efficiency scores. This flexibility in selecting the weights, on the other hand, deters the comparison among DMUs on a common base. For dealing with this difficulty and assessing all the DMUs on the sam...
a characteristic of data envelopment analysis (dea) is to allow individual decision making units (dmus) to select the factor weights which are the most advantageous for them in calculating their efficiency scores. this flexibility in selecting the weights, on the other hand, deters the comparison among dmus on a common base. for dealing with this difficulty and assessing all the dmus on the sam...
A web-based Decision Support System WebOptim for solving multiple objective optimization problems is presented. Its basic characteristics are: user-independent, multisolver-admissibility, method-independent, heterogeneity, web-accessibility. Core system module is an original generalized interactive scalarizing method. It incorporates a number of thirteen interactive methods. Most of the known s...
In this paper, we discuss the idea of incorporating preference information into evolutionary multiobjective optimization and propose a preference-based evolutionary approach that can be used as an integral part of an interactive algorithm. One algorithm is proposed in the paper. At each iteration, the decision maker is asked to give preference information in terms of her/his reference point con...
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
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