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)

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....

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Bibliographic Details
Main Authors: WANGFeng(王峰), LIUSanyang(刘三阳)
Format: Article
Language:zho
Published: Zhejiang University Press 2018-05-01
Series:Zhejiang Daxue xuebao. Lixue ban
Subjects:
Online Access:https://doi.org/10.3785/j.issn.1008-9497.2018.03.004