计算机应用研究2013，Vol.30Issue(9)：2633-2636,4.DOI:10.3969/j.issn.1001-3695.2013.09.019
鲁棒多目标线性规划模型及混合遗传算法
Model and hybrid genetic algorithm for robust multi-objective linear programming
摘要
Abstract
Aiming at solving the uncertain multi-objective linear programming (MOLP) with the coefficients under the ellipsoidal disturbance in objective functions and constrain conditions,this paper proposed a robust MOLP problem under the ellipsoidal disturbance.Based on the assumption that all objective functions needed to acquire the robust solutions,it proposed the theorem and proof.Therefore,converted the original uncertain MOLP to the deterministic MOLP constrained with second-order cone.Then,it designed the mixed strategy algorithm,in which the overall process was multi-objective genetic algorithm and calculated the local optimization by SOCP software Sedumi,to obtain the robust solution set.A numerical example demonstrates the effectiveness of the algorithm.关键词
多目标线性规划/鲁棒优化/二阶锥规划/椭球扰动/混合策略算法Key words
multi-objective linear programming/ robust optimization/ second-order cone programming(SOCP) / ellipsoidal disturbance/ mixed strategy algorithm分类
信息技术与安全科学引用本文复制引用
王君..鲁棒多目标线性规划模型及混合遗传算法[J].计算机应用研究,2013,30(9):2633-2636,4.基金项目
国家社科基金资助项目(11CGL102) （11CGL102）
天津财经大学科研发展基金资助项目(Q1208) （Q1208）
国家教育部人文社科青年项目(13YJC630195) （13YJC630195）
天津市科技发展战略研究计划项目 （）
