Efficient solution concepts and their application in uncertain multiobjective programming

Graphical abstractDisplay Omitted HighlightsThe model of uncertain multiobjective programming based on uncertainty theory is originally presented, and six concepts of efficient solutions are defined.The relations among the efficiency concepts are established under the assumed conditions.We apply the uncertain multiobjective optimization methods to a real-life problem, i.e., the uncertain multiobjective redundancy allocation problem.A modified multiobjective artificial bee colony (MOABC) algorithm is designed to generate Pareto efficient set to the UMRA problem. Based on uncertainty theory, we investigate the relations among efficiency concepts of the multiobjective programming (MOP) with uncertain vectors. We first propose the uncertain MOP model, and study its convexity. Then, we define different efficiency concepts such as expected-value efficiency, expected-value proper efficiency, and establish their relations under the assumed conditions, which are illustrated through two numerical examples. Finally, in the uncertain environment, we apply the theoretical results to a redundancy allocation problem with two objectives in reparable parallel-series systems, and discuss how to obtain different types of efficient solutions according to the decision-maker's preferences.

[1]  Jinwu Gao,et al.  Some Concepts and Theorems of Uncertain Random Process , 2015, Int. J. Intell. Syst..

[2]  Zutong Wang,et al.  A new approach for uncertain multiobjective programming problem based on PE principle , 2015 .

[3]  Graham Ault,et al.  Multi-objective planning of distributed energy resources: A review of the state-of-the-art , 2010 .

[4]  Baoding Liu,et al.  Uncertainty Theory - A Branch of Mathematics for Modeling Human Uncertainty , 2011, Studies in Computational Intelligence.

[5]  Dervis Karaboga,et al.  AN IDEA BASED ON HONEY BEE SWARM FOR NUMERICAL OPTIMIZATION , 2005 .

[6]  Dervis Karaboga,et al.  A comparative study of Artificial Bee Colony algorithm , 2009, Appl. Math. Comput..

[7]  Baoding Liu Some Research Problems in Uncertainty Theory , 2009 .

[8]  Xiaohu Yang On comonotonic functions of uncertain variables , 2013, Fuzzy Optim. Decis. Mak..

[9]  Jinwu Gao,et al.  Some stability theorems of uncertain differential equation , 2012, Fuzzy Optimization and Decision Making.

[10]  Xiang Li,et al.  Travel itinerary problem , 2016 .

[11]  Baoding Liu,et al.  Uncertain multilevel programming: Algorithm and applications , 2015, Comput. Ind. Eng..

[12]  Baoding Liu Why is There a Need for Uncertainty Theory , 2012 .

[13]  Kai Yao,et al.  An interest rate model in uncertain environment , 2015, Soft Comput..

[14]  Xiang Li A Numerical-Integration-Based Simulation Algorithm for Expected Values of Strictly Monotone Functions of Ordinary Fuzzy Variables , 2015, IEEE Transactions on Fuzzy Systems.

[15]  Ying Wang,et al.  Uncertain multiobjective traveling salesman problem , 2015, Eur. J. Oper. Res..

[16]  Zutong Wang,et al.  Uncertain multiobjective redundancy allocation problem of repairable systems based on artificial bee colony algorithm , 2014 .

[17]  Kondo Hloindo Adjallah,et al.  Availability allocation to repairable systems with genetic algorithms: a multi-objective formulation , 2003, Reliab. Eng. Syst. Saf..

[18]  Fouad Ben Abdelaziz,et al.  Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems , 2012, Eur. J. Oper. Res..

[19]  Kai Yao,et al.  A formula to calculate the variance of uncertain variable , 2015, Soft Comput..

[20]  Yi Yang,et al.  Sensitivity and stability analysis of the additive model in uncertain data envelopment analysis , 2015, Soft Comput..

[21]  Zutong Wang,et al.  A new approach for uncertain multiobjective programming problem based on $\mathcal{P}_{E}$ principle , 2014 .

[22]  Kai Yao,et al.  Some formulas of variance of uncertain random variable , 2014 .

[23]  Baoding Liu,et al.  Uncertainty Theory - A Branch of Mathematics for Modeling Human Uncertainty , 2011, Studies in Computational Intelligence.

[24]  Fouad Ben Abdelaziz,et al.  Solution approaches for the multiobjective stochastic programming , 2012, Eur. J. Oper. Res..

[25]  Baoding Liu,et al.  Polyrectangular theorem and independence of uncertain vectors , 2013 .

[26]  Seungjae Lee,et al.  Stochastic multi-objective models for network design problem , 2010, Expert Syst. Appl..