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

  • 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 doesnt 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 designers original intention, which also makes it easier to be improved under different conditions.

     

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