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Multi-objective Optimization Method and Application

Author: WenLuLiang
Tutor: FanSuoHai
School: Jinan University
Course: Applied Mathematics
Keywords: multi-objective optimization components and methodology weighted goal programming method genetic algorithm
CLC: O221.6
Type: Master's thesis
Year: 2009
Downloads: 431
Quote: 1
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This article consists of three parts,the first introduced the multi-objective optimization problem of the development process,mathematical model,as well as the progress of its research at home and abroad in recent years,the second part introducing the system of the multi-objective optimization algorithm,including the traditional multi-objective optimization methods and the modern multi-objective evolutionary algorithm,the advantages and disadvantages of various methods of critical analysis,the traditional methods and multi-objective optimization genetic algorithm are compared.The third part of the multi-objective optimization of the application of case: joint-stock company’s integrated investment decision-making to solve the issue of modeling analysis,The original document(reference[4]) to this problem has been the establishment of multi-objective optimization model,combined with group decision-making model,the use of goal programming method for solving the group decision-making model in the calculation of an error,leading to the corresponding results are not very accurate,so that the final deviation of the investment program. I work on this issue which mainly include:(1) correcting errors of calculation to the original document,for the correct results.(2) multi-objective optimization results are given based on a variety of of problem solving methods(including the specific investment program,the corresponding total return,total risk,etc.).(3) with the type of decision-makers can choose the optimal program,reflects the flexibility and accuracy of application.

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CLC: > Mathematical sciences and chemical > Mathematics > Operations Research > Planning Theory ( mathematical programming) > Multiple Objective Programming
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