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

S. Fotedar, A.-B. Strömberg, E. Åblad, T. Almgren. Autonomous Agents and Multi-Agent Systems, October 10, 2022. 36(2)

Abstract

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.




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