期刊
出版社
IEEE
DOI: 10.1109/FUZZ45933.2021.9494572
关键词
robust optimization; possibility theory; random fuzzy set
资金
- AI Interdisciplinary Institute ANITI [ANR-19-PI3A-0004]
This paper discusses a linear optimization problem with uncertain objective function coefficients modeled by possibility distributions and applies a fuzzy robust optimization framework to compute a solution. By considering the dependencies between objective coefficients using a family of copula functions, it is shown that this new approach limits the conservatism of fuzzy robust optimization, evaluates possibility distributions for the objective function values more accurately, and does not increase the complexity of the problem.
This paper deals with a linear optimization problem with uncertain objective function coefficients modeled by possibility distributions. The fuzzy robust optimization framework is applied to compute a solution. Namely, the necessity degree that the objective value is lower than a given threshold is maximized The aim of this paper is to take the knowledge on dependencies between the objective coefficients into account by means of a family of copula functions. It is shown that this new approach limits the conservatism of fuzzy robust optimization, better evaluates possibility distributions for the values of the objective function and do not increase the complexity of the problem.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据