基于后悔函数的多目标优化决策问题研究
Decision-Making Problem Analysis for Multi-Objective Optimization Based on Regret-Function
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摘要: 研究多目标优化决策问题. 针对目标之间常常相互制约、决策者需要进行反复权衡的问题,通过定义后悔值并设计基于后悔函数的目标函数,在进行多目标优化时,可以定量地表示决策者对各个目标的重视程度. 仿真实验结果表明,在多目标优化问题中,基于后悔函数的目标函数具有很好的通用性. 与传统方法的对比表明,后悔函数法避免了权重难以定量描述,需要反复试凑的问题,且具有较好的逼近多目标理想值的能力,优化结果能直接反映决策者初衷,并且易于针对不同问题进行改进.Abstract: The decision-making problem for multi-objective optimization is studied in this article. By defining regret value in regret-function and designing the objective function, the priority degree for each object can be quantitatively expressed. The simulation results show that the objective function based on regret-function is of universal use in multi-objective optimization. Compared to the traditional way, it doesnt have to try over and over to find a proper weight. Besides, it can approach the ideal objects value better, and the optimized result can directly reflect designers original intention, which also makes it easier to be improved under different conditions.
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