Journal
OPERATIONS RESEARCH PROCEEDINGS 2021
Volume -, Issue -, Pages 114-119Publisher
SPRINGER INTERNATIONAL PUBLISHING AG
DOI: 10.1007/978-3-031-08623-6_18
Keywords
Robust optimization; Belief function; Hurwicz criterion
Funding
- French National Agency for Research [ANR-18-CE10-0012]
- National Science Centre, Poland [2017/25/B/ST6/00486]
- Agence Nationale de la Recherche (ANR) [ANR-18-CE10-0012] Funding Source: Agence Nationale de la Recherche (ANR)
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This paper examines a class of optimization problems with uncertain objective function coefficients, using a scenario set and mass function to specify additional knowledge, and utilizing the generalized Hurwicz criterion to calculate solutions. Various computational properties of the resulting optimization problem are presented.
In this paper a class of optimization problems with uncertain objective function coefficients is considered. The uncertainty is specified by providing a scenario set containing a finite number of parameter realizations, called scenarios. Additional knowledge about scenarios is modeled by specifying a mass function, which defines a belief function in scenario set. The generalized Hurwicz criterion is then used to compute a solution. Various computational properties of the resulting optimization problem are presented.
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