Robust optimization of a bi‑objective tactical resource allocation problem with uncertain qualification costs

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Název: Robust optimization of a bi‑objective tactical resource allocation problem with uncertain qualification costs
Autoři: Fotedar, Sunney, 1989, Strömberg, Ann-Brith, 1961, Åblad, Edvin, 1991, Almgren, Torgny, 1962
Zdroj: Taktisk resursallokering för effektivt kapacitetsutnyttjande Autonomous Agents and Multi-Agent Systems. 36(2)
Témata: Decision support system, Robust efficient (RE) solutions, Bi-objective mixed-integer programming, Robust optimization, Capacity planning
Popis: In the presence of uncertainties in the parameters of a mathematical model, optimal solutions using nominal or expected parameter values can be misleading. In practice, robust solutions to an optimization problem are desired. Although robustness is a key research topic within single-objective optimization, little attention is received within multi-objective optimization, i.e. robust multi-objective optimization. This work builds on recent work within robust multi-objective optimization and presents a new robust efficiency concept for bi-objective optimization problems with one uncertain objective. Our proposed concept and algorithmic contribution are tested on a real-world multi-item capacitated resource planning problem, appearing at a large aerospace company manufacturing high precision engine parts. Our algorithm finds all the robust efficient solutions required by the decision-makers in significantly less time than the approach of Kuhn et al. (Eur J Oper Res 252(2):418–431, 2016) on 28 of the 30 industrial instances.
Popis souboru: electronic
Přístupová URL adresa: https://research.chalmers.se/publication/530941
https://research.chalmers.se/publication/530993
https://research.chalmers.se/publication/530993/file/530993_Fulltext.pdf
Databáze: SwePub
Popis
Abstrakt:In the presence of uncertainties in the parameters of a mathematical model, optimal solutions using nominal or expected parameter values can be misleading. In practice, robust solutions to an optimization problem are desired. Although robustness is a key research topic within single-objective optimization, little attention is received within multi-objective optimization, i.e. robust multi-objective optimization. This work builds on recent work within robust multi-objective optimization and presents a new robust efficiency concept for bi-objective optimization problems with one uncertain objective. Our proposed concept and algorithmic contribution are tested on a real-world multi-item capacitated resource planning problem, appearing at a large aerospace company manufacturing high precision engine parts. Our algorithm finds all the robust efficient solutions required by the decision-makers in significantly less time than the approach of Kuhn et al. (Eur J Oper Res 252(2):418–431, 2016) on 28 of the 30 industrial instances.
ISSN:15737454
13872532
DOI:10.1007/s10458-022-09564-8