具有不确定参数多目标决策的一类鲁棒有效解

针对具有区间型不确定参数多目标决策问题,探讨了决策人在决策的最优性与决策后果 的不确定性之间的权衡,从而制定决策的方法,提出了鲁棒有效解及ε-鲁棒有效解的概念,并研究 了其最优性条件.     

决策信息不完全确知的模糊决策集成模型

从模糊模式识别概念出发，建立决策方案集对全体级别加权广义欧氏权距离平方和最小的非线性规划模型，导出决策信息不完全确知的多目标模糊决策集成模型，该模型将模糊优选，模糊模式识别，模糊交叉迭代，模糊聚类等多种决策方法有机地结合到一起，用于处理决策人偏好，方案评价，分级标准等决策信息不完全确知情况的决策问题，为解决复杂系统的不完全信息多目标决策提供了一条新途径。     

组织决策过程的随机有色Petr i网模型

随机有色Petri网可为组织决策过程提供描述框架和分析手段。基于SCPN的计算机图形建模仿真工具研究组织设计变量对组织决策效率的影响,这些变量包括决策人之间的协调结构、决策人偏好、决策方法、决策目标数、备选方案数等。仿真实例结果表明,决策人之间的协调结构对决策效率有明显的影响。     

影响图的扩展综述

影响图是单决策人基于不确定信息表示和求解复杂决策问题的图模型,已成为一种流行的标准建模工具。由于决策环境纷繁复杂,决策问题多种多样,没有任何一种建模工具能够普遍适用于各种决策问题。为了表示复杂决策问题,增强影响图的表达能力,研究者对影响图进行了多种扩展。从建模无限制决策问题、非对称决策问题、涉及连续变量的决策问题、涉及非精确变量的决策问题及多Agent决策问题等方面对影响图的扩展进行了较为全面的回顾与分析,指出了有关影响图的进一步研究方向。关键词:决策;影响图;无限制决策;非对称决策;多Agent决策     

一种结合主客观信息的多属性决策方法

研究了具有模糊偏好信息的模糊多属性决策问题．提出一种结合主观偏好信息与客观信息的综合特征向量方法．主观偏好信息由决策方案的模糊偏好互补矩阵和属性权重的两两比较互反矩阵组成，客观信息由客观决策矩阵组成．给出了求解模糊多属性决策问题的最小二乘偏差估计方法．通过建立二次规划模型决定属性权重向量，并对方案进行排序．最后，给出了使用该方法的数值例子．     

一种基于变权的动态多属性决策方法

针对实际问题中决策信息不完全的动态多属性决策问题, 提出了广义优序法. 将决策问题转化为各方案的广义优序数矩阵问题, 并在此基础上引入逼近理想解的排序法思想, 提出了确定属性权重和时间权重的变权方法. 该方法体现了对决策属性、时间样本的重要性和决策者的主观偏好, 使得决策结果更加符合决策者的选择. 最后通过实例分析验证了所提出方法的科学性和有效性.

     

基于区间标度的群体ANP决策方法

ANP法是一种关于复杂决策问题的有效求解方法。针对传统ANP理论存在"元素相对重要性表达问题"和"群决策问题"的两大固有缺陷,运用"区间标度"代替"点估计",采用C-OWA算子集结群体偏好,提出了基于区间标度的群体ANP决策方法。最后,通过实例分析表明了该方法的有效性和可行性。     

数据库中挖掘决策偏好信息的粗糙集方法研究

获取决策者的决策偏好信息是多属性决策问题的关键所在，这种偏好信息往往隐藏在大量历史数据中。数据挖掘技术是知识自动获取的一个重要手段。该文基于粗糙集理论提出了一个自动发现决策偏好信息的算法，利用该算法挖掘出的偏好信息采用if …then 规则的形式，因此更容易被决策者所理解。     

群决策监督模糊模式识别模型

从模糊模式识别概念出发,以群决策成员的经验、偏好为监督,建立一种全体决策成员对所有方案集的全体级别加权广义欧氏权距离平方和最小为目标函数的非线性规划模型.利用该模型可以在确定目标指标和决策人权重的同时确定决策方案相对优属度.为群决策支持系统研究提供了一种新的途径.     

基于改进向量相似度的区间数动态多指标决策模型及应用

针对决策信息为区间数的不确定性动态决策问题,在属性权重和时间权重未知的情况下,基于改进向量相似度的方法,构建一种兼顾决策信息和决策偏好的动态多指标决策模型.利用区间型决策信息的相对相似性和属性重要度,构造相对相似度最小规划模型以确定指标权重;在综合考虑决策信息时间价值、决策者偏好的基础上,构建极大熵模型以确定时间权重;结合向量相似度计算存在的缺陷,提出一种基于向量投影思想的向量综合相似度测度方法,从而建立不确性动态决策模型,并通过实例分析检验该模型的合理性和有效性.     

On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem

In this paper, a multiobjective quadratic programming problem fuzzy random coefficients matrix in the objectives and constraints and the decision vector are fuzzy variables is considered. First, we show that the efficient solutions fuzzy quadratic multiobjective programming problems series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. An application fuzzy portfolio optimization problem as a convex quadratic programming approach is discussed and an acceptable solution to such problem is given. At the end, numerical examples are illustrated in the support of the obtained results.     

基于B/S模式的武汉市医学科技IDSS评价子系统研制

简要介绍了武汉市医学科技智能决策支持系统（IDSS）中的重要组成部分－综合评价子系统的实现方法和过程。该系统采用B／S模式，将CGI与SQL相结合，以笔者提出的定性定量相结合的多人多目标评价理论为依据，较好地实现了武汉市医学科技发展的整体评价和各单位的个体评价。     

Dominance-Based Multiobjective Simulated Annealing

Simulated annealing is a provably convergent optimizer for single-objective problems. Previously proposed multiobjective extensions have mostly taken the form of a single-objective simulated annealer optimizing a composite function of the objectives. We propose a multiobjective simulated annealer utilizing the relative dominance of a solution as the system energy for optimization, eliminating problems associated with composite objective functions. We also propose a method for choosing perturbation scalings promoting search both towards and across the Pareto front. We illustrate the simulated annealer's performance on a suite of standard test problems and provide comparisons with another multiobjective simulated annealer and the NSGA-II genetic algorithm. The new simulated annealer is shown to promote rapid convergence to the true Pareto front with a good coverage of solutions across it comparing favorably with the other algorithms. An application of the simulated annealer to an industrial problem, the optimization of a code-division-multiple access (CDMA) mobile telecommunications network's air interface, is presented and the simulated annealer is shown to generate nondominated solutions with an even and dense coverage that outperforms single objective genetic algorithm optimizers.     

A hybrid intelligent system for multiobjective decision making problems

In attempt to solve multiobjective problems, many mathematical and stochastic methods have been developed. The methods operate based on the structured model of the problem. But most of the real-world problems are unstructured or semi-structured in objectives or constraints that caused lag of application of these traditional approaches in such problems. In this paper, a systematic design is introduced for such real multiobjective problems using hybrid intelligent system to cover ill-structured situations. Specially, fuzzy rule bases and neural networks are used in this systematic design and the developed hybrid system is established on noninferior region with the ability of mapping between objective space and solution space. The proof-of-principle results obtained on three test problems suggest that the proposed system can be extended to higher dimensional and more difficult multiobjective problems. A number of suggestions for extensions and application of the system is also discussed.     

Pareto frontier exploration in multiobjective topology optimization using adaptive weighting and point selection schemes

Topology optimization has been used in many industries and applied to a variety of design problems. In real-world engineering design problems, topology optimization problems often include a number of conflicting objective functions, such to achieve maximum stiffness and minimum mass of a design target. The existence of conflicting objective functions causes the results of the topology optimization problem to appear as a set of non-dominated solutions, called a Pareto-optimal solution set. Within such a solution set, a design engineer can easily choose the particular solution that best meets the needs of the design problem at hand. Pareto-optimal solution sets can provide useful insights that enable the structural features corresponding to a certain objective function to be isolated and explored. This paper proposes a new Pareto frontier exploration methodology for multiobjective topology optimization problems. In our methodology, a level set-based topology optimization method for a single-objective function is extended for use in multiobjective problems, using a population-based approach in which multiple points in the objective space are updated and moved to the Pareto frontier. The following two schemes are introduced so that Pareto-optimal solution sets can be efficiently obtained. First, weighting coefficients are adaptively determined considering the relative position of each point. Second, points in sparsely populated areas are selected and their neighborhoods are explored. Several numerical examples are provided to illustrate the effectiveness of the proposed method.     

On the minimax solution of multiple linear-quadratic problems

Multiple linear-quadratic problems are studied. A set of coupling Riccati equations is derived for vector-valued-cost-to-go. A minimax solution of multiobjective convex problems is proven to be an equalizer strategy. This permits the development of a new algorithm for finding the minimax solution for multiple linear-quadratic problems     

Issues related to the computer realization of a multidisciplinary and multiobjective optimization system

Issues and novel ideas to be considered when developing computer realizations of complex multidisciplinary and multiobjective optimization systems are introduced. The aim is to discuss computer realizations that make possible both computationally efficient multidisciplinary analysis and multiobjective optimization of real world problems. We introduce software tools that make typically very time-consuming simulation processes more effective and, thus, enable even interactive multiobjective optimization with a real decision maker. In this paper, we first define a multidisciplinary and multiobjective optimization system and after that present an implementation overview of such problems including basic components participating in the solution process. Furthermore, interfaces and data flows between the components are described. A couple of important features related to the implementation are discussed in detail, for example, the usage of automatic differentiation. Finally, the ideas presented are illustrated with an industrial multiobjective optimization problem, when we describe numerical experiments related to quality properties in paper making.     

A simulated annealing algorithm for prioritized multiobjective optimization--implementation in an adaptive model predictive control configuration.

This paper presents a new stochastic algorithm for solving hierarchical multiobjective optimization problems. The algorithm is based on the simulated annealing concept and returns a single solution that corresponds to the lexicographic ordering approach. The algorithm optimizes simultaneously the multiple objectives by assigning a different initial temperature to each one, according to its position in the hierarchy. A major advantage of the proposed method is its low computational cost. This is very critical, particularly, for online applications, where the time that is available for decision making is limited. The method is tested in a number of benchmark problems, which illustrate its ability to find near-optimal solutions even in nonconvex multiobjective optimization problems. The results are comparable with those that are produced by state-of-the-art multiobjective evolutionary algorithms, such as the Nondominated Sorting Genetic Algorithm II. The algorithm is further applied to the solution of a large-scale problem that is formulated online, when a multiobjective adaptive model predictive control (MPC) configuration is adopted. This particular control scheme involves an adaptive discrete-time model of the system, which is developed using the radial-basis-function neural-network architecture. A key issue in the success of the adaptation strategy is the introduction of a persistent excitation constraint, which is transformed to a top-priority objective. The overall methodology is applied to the control problem of a pH reactor and proves to be superior to conventional MPC configurations.     

A Simulated Annealing Algorithm for Prioritized Multiobjective Optimization—Implementation in an Adaptive Model Predictive Control Configuration

This paper presents a new stochastic algorithm for solving hierarchical multiobjective optimization problems. The algorithm is based on the simulated annealing concept and returns a single solution that corresponds to the lexicographic ordering approach. The algorithm optimizes simultaneously the multiple objectives by assigning a different initial temperature to each one, according to its position in the hierarchy. A major advantage of the proposed method is its low computational cost. This is very critical, particularly, for online applications, where the time that is available for decision making is limited. The method is tested in a number of benchmark problems, which illustrate its ability to find near-optimal solutions even in nonconvex multiobjective optimization problems. The results are comparable with those that are produced by state-of-the-art multiobjective evolutionary algorithms, such as the nondominated sorting genetic algorithm II. The algorithm is further applied to the solution of a large-scale problem that is formulated online, when a multiobjective adaptive model predictive control (MPC) configuration is adopted. This particular control scheme involves an adaptive discrete-time model of the system, which is developed using the radial-basis-function neural-network architecture. A key issue in the success of the adaptation strategy is the introduction of a persistent excitation constraint, which is transformed to a top-priority objective. The overall methodology is applied to the control problem of a pH reactor and proves to be superior to conventional MPC configurations.