A new methodology for solving multi-objective stochastic optimization problems with independent objective functions

S. B. Selcuklu; D. W. Coit; F. Felder; M. Rodgers; N. Wattanapongsakorn

doi:10.1109/IEEM.2013.6962383

A new methodology for solving multi-objective stochastic optimization problems with independent objective functions

S. B. Selcuklu, D. W. Coit, F. Felder, M. Rodgers, N. Wattanapongsakorn

Rutgers University

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Citations (Scopus)

Abstract

For multi-objective optimization problems, a common solution methodology is to determine a Pareto optimal set. However, the Pareto optimal set only pertains to deterministic results. Our research aims to introduce Pareto Uncertainty Index which reflects the stochastic nature of the problem in the results. The proposed method is applied to a simplified Generation Expansion Planning problem to test the Pareto Uncertainty Index idea.

Original language	English
Title of host publication	IEEE International Conference on Industrial Engineering and Engineering Management
Publisher	IEEE Computer Society
Pages	101-105
Number of pages	5
ISBN (Electronic)	9781479909865
DOIs	https://doi.org/10.1109/IEEM.2013.6962383
Publication status	Published - Nov 18 2014
Event	2013 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2013 - Bangkok, Thailand Duration: Dec 10 2013 → Dec 13 2013

Publication series

Name	IEEE International Conference on Industrial Engineering and Engineering Management
ISSN (Print)	2157-3611
ISSN (Electronic)	2157-362X

Other

Other	2013 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2013
Country	Thailand
City	Bangkok
Period	12/10/13 → 12/13/13

Keywords

Generation Expansion Planning. Multi-objective optimization
Pareto Uncertainty Index (PUI)
Pareto optimality

ASJC Scopus subject areas

Business, Management and Accounting (miscellaneous)
Industrial and Manufacturing Engineering
Safety, Risk, Reliability and Quality

Access to Document

10.1109/IEEM.2013.6962383

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Cite this

Selcuklu, S. B., Coit, D. W., Felder, F., Rodgers, M., & Wattanapongsakorn, N. (2014). A new methodology for solving multi-objective stochastic optimization problems with independent objective functions. In IEEE International Conference on Industrial Engineering and Engineering Management (pp. 101-105). [6962383] (IEEE International Conference on Industrial Engineering and Engineering Management). IEEE Computer Society. https://doi.org/10.1109/IEEM.2013.6962383

A new methodology for solving multi-objective stochastic optimization problems with independent objective functions. / Selcuklu, S. B.; Coit, D. W.; Felder, F.; Rodgers, M.; Wattanapongsakorn, N.

IEEE International Conference on Industrial Engineering and Engineering Management. IEEE Computer Society, 2014. p. 101-105 6962383 (IEEE International Conference on Industrial Engineering and Engineering Management).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Selcuklu, SB, Coit, DW, Felder, F, Rodgers, M & Wattanapongsakorn, N 2014, A new methodology for solving multi-objective stochastic optimization problems with independent objective functions. in IEEE International Conference on Industrial Engineering and Engineering Management., 6962383, IEEE International Conference on Industrial Engineering and Engineering Management, IEEE Computer Society, pp. 101-105, 2013 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2013, Bangkok, Thailand, 12/10/13. https://doi.org/10.1109/IEEM.2013.6962383

Selcuklu SB, Coit DW, Felder F, Rodgers M, Wattanapongsakorn N. A new methodology for solving multi-objective stochastic optimization problems with independent objective functions. In IEEE International Conference on Industrial Engineering and Engineering Management. IEEE Computer Society. 2014. p. 101-105. 6962383. (IEEE International Conference on Industrial Engineering and Engineering Management). https://doi.org/10.1109/IEEM.2013.6962383

Selcuklu, S. B. ; Coit, D. W. ; Felder, F. ; Rodgers, M. ; Wattanapongsakorn, N. / A new methodology for solving multi-objective stochastic optimization problems with independent objective functions. IEEE International Conference on Industrial Engineering and Engineering Management. IEEE Computer Society, 2014. pp. 101-105 (IEEE International Conference on Industrial Engineering and Engineering Management).

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