Multiobjective optimisation of stochastic problems using a mixed metaheuristic and regression technique

DOI10.1504/IJMOR.2016.073281MaRDI QIDQ2204191zbMATH OpenOpenAlexFDO

Authors Seyed Hamid Reza Pasandideh, Mahsa Mesgaran

Publication date 15 October 2020

Published in International Journal of Mathematics in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijmor.2016.073281

zbMATH Keywords

genetic algorithmsMADMmetaheuristicsmodellingmultiattribute decision makingmultiobjective optimisationmultiobjective stochastic problemspairwise multiple comparisonsregressionSAWsimple additive weightingstatistical tests

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15) Stochastic programming (90C15) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)

Review text

Summary: Many real word decision making problems involve multi response problems which have stochastic nature. In some cases the relationship between input and output variables is unknown and the regression techniques are used to data generation in this paper. The problem is modelled by four multi objective decision making (MODM) approaches and six structures of genetic algorithm (GA) are developed to solve these models. In structure of these genetic algorithms, six pairwise multiple comparisons statistical tests are used to control the random nature of problems. Finally the algorithms are applied to several polynomial examples and compared their performance statistically considering their accuracy and running times. Furthermore the multi attribute decision making method, simple additive weighting (SAW), is used to find the most desirable algorithm.

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Cited in

(1)

• Multi-objective optimization based on meta-modeling by using support vector regression

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