一类参数不确定规划的三目标规划解决方法  

Tri-objective Programming Solution for Uncertain Parameters Programming

作　　者：郑泳凌[1] 马龙华[1] 钱积新[1] 

机构地区：[1]浙江大学系统工程研究所,浙江杭州310027

出　　处：《系统工程理论与实践》2003年第5期59-64,71,共7页Systems Engineering-Theory & Practice

摘　　要：针对目标函数具有区间参数的不确定优化命题 ,分析了以往不确定优化命题双目标优化满意解的缺陷 ,给出了一种鲁棒优化的定义 ,提出了不确定系统的优化需考虑后悔度 ,把不确定的优化命题转化为确定型的三目标优化命题 .实例分析考虑决策后悔度的三目标优化命题作为不确定优化命题的替代命题更加合理 .该方法的成功作为一个具体实例印证了顾基发研究员“物理 -事理 -人理”的系统方法论的普遍指导意义 .For the uncertainty optimization problems with interval coefficients in objective functions, the deficiency of bi\|objective programming solution we used to employ before is analyzed in this paper, and a robust optimization method is proposed, in which the concept of REGRET is concerned. By this way a uncertainty optimization problem may be transferred into a tri\|objective programming. Examples are provided at the end to verify the feasibility of this approach. The success of tri\|objective programming method confirms the WSR methodology of Gu Ji\|fa in a sense.

关 键 词：区间数 后悔度 参数不确定系统优化 多目标规化 

分 类 号：O221[理学—运筹学与控制论]