New Developments in Multiple Objective and Goal Programming
edited by Dylan Jones, Mehrdad Tamiz, Jana Ries
| Year of publication: |
2010
|
|---|---|
| Other Persons: | Jones, Dylan (ed.) ; Tamiz, Mehrdad (ed.) ; Ries, Jana (ed.) |
| Publisher: |
Berlin, Heidelberg : Springer Berlin Heidelberg |
| Subject: | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Mehrkriterielle Optimierung | Zielprogrammierung |
| Description of contents: | Table of Contents [d-nb.info] ; Description [swbplus.bsz-bw.de] |
| Extent: | Online-Ressource (X, 163 p. 23 illus, online resource) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift |
| Language: | English |
| Notes: | Description based upon print version of record New Developments in Multiple Objective and Goal Programming; Multi-Objective Stochastic Programming Approaches for Supply Chain Management; 1 Introduction; 2 Problem Description; 3 Multi-Objective Techniques; 3.1 Goal Attainment Technique; 3.2 STEM Method; 3.3 Surrogate Worth Trade-Off (SWT) Method; 4 Numerical Experiments; 5 Conclusion; References; A Review of Goal Programming for Portfolio Selection; 1 Introduction; 2 The Use of Multi-Criteria Decision Analysis in Portfolio Selection and the Importance of Goal Programming 3 Portfolio Selection Using Goal Programming: Theoretical and Practical Developments4 Goal Programming Variants for Portfolio Selection; 4.1 Weighted Goal Programming in Portfolio Selection Models; 4.2 Lexicographic Goal Programming in Portfolio Selection Models; 4.3 MINMAX (Chebyshev) Goal Programming in Portfolio Selection Models; 4.4 Fuzzy Goal Programming in Portfolio Selection Models; 5 Performance Measurement for Portfolios; 6 Goal Programming and Portfolio Analysis: Other Issues; 6.1 Issues Concerning Multi-Period Returns; 6.2 Issues Concerning Extended Factors 6.3 Issues Concerning the Measurement of Risk7 Conclusions; References; A Hypervolume-Based Optimizer for High-Dimensional Objective Spaces; 1 Motivation; 2 Related Work; 3 HypE: Hypervolume Estimation Algorithm for Multiobjective Optimization; 3.1 Algorithm; 3.2 Basic Scheme for Mating Selection; 3.3 Extended Scheme for Environmental Selection; 3.4 Estimating the Fitness Values Using Monte Carlo Sampling; 4 Experiments; 4.1 Experimental Setup; 4.2 Results; 5 Conclusion; References; Minimizing Vector Risk Measures; 1 Introduction; 2 Dealing with Vector Risk Functions 3 Saddle Point Optimality Conditions4 Applications; 4.1 Portfolio Choice; 4.2 Optimal Reinsurance; 5 Conclusions; References; Multicriteria Programming Approach to Development Project Design with an Output Goal and a Sustainability Goal; 1 Introduction; 2 Methodology; 2.1 First Objective: Output Maximization; 2.2 Second Objective: Sustainability; 2.3 Compromise Solution; 2.4 Feedback; 3 An Illustrative Example; 3.1 First Objective: Output Maximization (Unrelatedto the Pattern); 3.2 Second Objective: Sustainability (Related to the Pattern) 3.3 Compromise Solution and Final Solution on the Frontier3.4 Comparison of Results; 4 Concluding Remarks; References; Automated Aggregation and Omission of Objectives for Tackling Many-Objective Problems; 1 Introduction; 2 Objective Reduction by Aggregating Objectives; 3 A Greedy Heuristic for Finding the Best Aggregation; 3.1 Main Procedure; 3.2 Optimally Aggregating Two Objectives; 4 Experimental Validation; 4.1 The Influence of Different Weight Choices Within the Optimal Interval; 4.2 Comparison Between Aggregation and Omission; 4.3 Objective Reduction During Search 5 Application to a Real-World Problem |
| ISBN: | 978-3-642-10354-4 ; 978-3-642-10353-7 |
| Other identifiers: | 10.1007/978-3-642-10354-4 [DOI] |
| Classification: | Angewandte Mathematik ; Wahrscheinlichkeitsrechnung ; Programmiermethodik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014424918