Biobjective robust simulation-based optimization for unconstrained problems

DOI10.1016/J.EJOR.2021.08.040MaRDI QIDQ2077985zbMATH OpenOpenAlexFDO

Authors Liang Zheng, Ji Bao, Chengcheng Xu, Zhen Tan

Publication date 23 February 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2021.08.040

zbMATH Keywords

multiple objective programmingrobust optimizationsimulation-based optimizationuncertainties

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17) Multi-objective and goal programming (90C29)

Recommendations

• Robust optimization for unconstrained simulation-based problems
• A derivative-free trust-region method for biobjective optimization
• Bi-objective robust optimisation
• A robust simulation optimization algorithm using kriging and particle swarm optimization: Application to surgery room optimization
• A direct search method for unconstrained quantile-based simulation optimization

Cites work

• An interior point algorithm for computing saddle points of constrained continuous minimax
• Efficient global optimization of expensive black-box functions
• Introduction to Stochastic Programming
• Minmax robustness for multi-objective optimization problems
• Robust convex optimization
• Robust optimization
• Robust optimization for unconstrained simulation-based problems
• Robust optimization-methodology and applications
• Robust Truss Topology Design via Semidefinite Programming
• Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
• Surrogate-based promising area search for Lipschitz continuous simulation optimization
• The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
• The Price of Robustness
• Tractable approximations to robust conic optimization problems

Cited in

(3)

• Robust optimization for unconstrained simulation-based problems
• A unified robust optimization approach for problems with costly simulation-based objectives and constraints
• Robust simulation-based optimization for multiobjective problems with constraints

Describes a project that uses

Uses Software

• DACE
• EGO

This page was built for publication: Biobjective robust simulation-based optimization for unconstrained problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2077985)