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Wyszukujesz frazę "scalarization" wg kryterium: Temat


Wyświetlanie 1-5 z 5
Tytuł:
A Hybrid NSGA-II Algorithm for Multiobjective Quadratic Assignment Problems
Autorzy:
Kamisli Ozturk, Z.
Uluel, M.
Powiązania:
https://bibliotekanauki.pl/articles/1031470.pdf
Data publikacji:
2017-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
Hybrid NSGA-II
Multiobjective Quadratic Assignment
Conic Scalarization
Opis:
In this study, we propose a novel hybrid multiobjective evolutionary algorithm for solving multiobjective quadratic assignment problems. During the last decade, the researchers gave increasing attention to the multiobjective structure of quadratic assignment problems and developed and/or used several multi objective metaheuristics. The nondominated sorting genetic algorithm (NSGA-II) has been shown to solve various multiobjective problems much better than other recently-proposed constraint handling approaches. Besides, the effectiveness of conic scalarization method was also proven for solution of multiobjective problems, that have non-linear structure. Here, a hybrid multiobjective evolutionary algorithm (cNSGA-II) featured with NSGA-II and conic scalarization's Pareto solutions is developed to obtain as much Pareto points, as possible. To test the performance of the algorithm we have selected the test problems from the literature and compared the performances by well-known diameter metric. It has been shown that cNSGA-II is effective in solving multiobjective quadratic assignment problems.
Źródło:
Acta Physica Polonica A; 2017, 132, 3; 959-962
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On Pareto and Salukwadze Optimization Problems
Autorzy:
Kotarski, W.
Powiązania:
https://bibliotekanauki.pl/articles/911205.pdf
Data publikacji:
2000
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
brzeg Pareto
optymalizacja
Pareto and Salukwadze optima
Pareto boundary
criterion space
scalarization
Opis:
In the paper, some problems of vector optimization are considered. Vector optimality is understood in the Pareto sense. Using the notion of Ponstein convexity, we formulate a 'scalarization' theorem. Two examples (vector optimization in IR^2 and an optimal-control problem for a parabolic equation with a vector performance index) are discussed. A Pareto boundary and a Salukwadze optimum are obtained for each of them. Additionally, for some vector optimization problems in IR^2, a criterion space is found. All calculations are performed with the use of Maple V. In the Appendix, a sketch of the proof of the main theorem on 'scalarization' is given.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2000, 10, 3; 465-485
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
THE METHOD OF SUPPORTING DECISIONS UNDER RISK BASED ON MULTIOBJECTIVE OPTIMIZATION
Autorzy:
Łodziński, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/453768.pdf
Data publikacji:
2013
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
multiobjective optimization
symmetrically efficient solution
scalarization function
supporting a decision-making process
Opis:
The method of supporting decisions under risk was presented in this paper. Making decision under risk takes place when a result of a given decision is not explicit and depends on the condition of the environment. A decision-making process based on multiobjective optimization has been presented in this paper. Methods of multiobjective optimization do not give one unique solution, but a whole set of them. A decision making relies on interactive conducting of the decision making process. Selection of given decision is made by way of solving a problem with parameters defining aspirations of a decision maker and the evaluation of obtained results. A decision maker defines a parameter, for which a solution is indicated. Then he or she evaluates the received solution by either accepting or rejecting it. In the second case a decision maker provides a new parameter value and a problem is solved again for the new parameter.39-50
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2013, 14, 2; 39-50
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Using the Multi-criteria Optimization to Support the Selection of Joint Decision within Comptetitive Environment
Autorzy:
Lodzinski, A.
Powiązania:
https://bibliotekanauki.pl/articles/384588.pdf
Data publikacji:
2015
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
joint decision
multicriteria optimization
equitably efficient solution
scalarization function
joint decision making
Opis:
The paper presents the method of facilitating joint decision making in a competitive environment. We deal with a joint decision when the group of people with different preferences are to make one single decision. The joint decision selection process is modelled with the use of multi-criteria optimization task. It is solved with the use of reference point method. This method is an interactive method in which every person specifies its requirements in the form of a reference point, expressing the desired values for its evaluation function. On the basis of the provided reference point, a scalar achievement function is built. Maximization of this function generates a solution of the multi-criteria task. This solution is presented to every person for acceptance or as a basis for the modification of the reference point. The paper gives an example of applying the proposed decision making while competing by three persons of different preferences.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2015, 9, 2; 37-41
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of Multiobjective Dynamic Programming to the Allocation and Reliability Problem
Autorzy:
Trzaskalik, Tadeusz
Powiązania:
https://bibliotekanauki.pl/articles/578546.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Metody skalaryzacji
Problem alokacji i niezawodności
Wielokryterialne programowanie dynamiczne
Allocation and reliability problem
Multiobjective dynamic programming
Scalarization methods
Opis:
The paper deals with a model of the allocation and reliability problem. This static problem, presented as a multistage decision process, can be solved using multiobjective dynamic programming. The goal of this paper is to formulate the allocation and reliability problem as a multistage decision process, to find the set of all its efficient solutions, to use the weighted sum method for multistage and single-stage criteria, as well as to perform sensitivity analysis.
Źródło:
Multiple Criteria Decision Making; 2018, 13; 149-166
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-5 z 5

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