Uncertainty on multi-objective optimization problems

• Main Author: Costa, L.
• Publication Date: 2011
• Other Authors: Espírito Santo, I. A. C. P., Oliveira, Pedro
• Language: eng
• Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
• Download full: http://hdl.handle.net/1822/15517
• topic: parameter uncertainty; multi-objective optimization; evolutionary algorithms; numerical optimization; Science & Technology

In general, parameters in multi-objective optimization are assumed as deterministic with no uncertainty. However, uncertainty in the parameters can affect both variable and objective spaces. The corresponding Pareto optimal fronts, resulting from the disturbed problem, define a cloud of curves. In this work, the main objective is to study the resulting cloud of curves in order to identify regions of more robustness and, therefore, to assist the decision making process. Preliminary results, for a very limited set of problems, show that the resulting cloud of curves exhibits regions of less variation, which are, therefore, more robust to parameter uncertainty.