A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm
Author
Abstract
Suggested Citation
DOI: 10.1007/s10479-021-03998-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Tzu-Li Chen & Chen-Yang Cheng & Yi-Han Chou, 2020. "Multi-objective genetic algorithm for energy-efficient hybrid flow shop scheduling with lot streaming," Annals of Operations Research, Springer, vol. 290(1), pages 813-836, July.
- Zhiwei Feng & Qingbin Zhang & Qingfu Zhang & Qiangang Tang & Tao Yang & Yang Ma, 2015. "A multiobjective optimization based framework to balance the global exploration and local exploitation in expensive optimization," Journal of Global Optimization, Springer, vol. 61(4), pages 677-694, April.
- Ben Abdelaziz, Fouad & Masri, Hatem, 2010. "A compromise solution for the multiobjective stochastic linear programming under partial uncertainty," European Journal of Operational Research, Elsevier, vol. 202(1), pages 55-59, April.
- Masri, Hatem & Abdulla, Yomna, 2018. "A multiple objective stochastic programming model for working capital management," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 141-146.
- Honggang Wang & David Laredo & Oliver Cuate & Oliver Schütze, 2019. "Enhanced directed search: a continuation method for mixed-integer multi-objective optimization problems," Annals of Operations Research, Springer, vol. 279(1), pages 343-365, August.
- Chang, Ni-Bin & Wang, S.F., 1997. "A fuzzy goal programming approach for the optimal planning of metropolitan solid waste management systems," European Journal of Operational Research, Elsevier, vol. 99(2), pages 303-321, June.
- Wu, Hsien-Chung, 2009. "The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions," European Journal of Operational Research, Elsevier, vol. 196(1), pages 49-60, July.
- P. Bonami & M. A. Lejeune, 2009. "An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints," Operations Research, INFORMS, vol. 57(3), pages 650-670, June.
- Wendel Melo & Marcia Fampa & Fernanda Raupp, 2018. "Integrality gap minimization heuristics for binary mixed integer nonlinear programming," Journal of Global Optimization, Springer, vol. 71(3), pages 593-612, July.
- Bahman Naderi & Kannan Govindan & Hamed Soleimani, 2020. "A Benders decomposition approach for a real case supply chain network design with capacity acquisition and transporter planning: wheat distribution network," Annals of Operations Research, Springer, vol. 291(1), pages 685-705, August.
- Pierre Bonami & Miguel A. Lejeune, 2009. "An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints," Post-Print hal-00421756, HAL.
- Xu, Gang & Luo, Kun & Jing, Guoxiu & Yu, Xiang & Ruan, Xiaojun & Song, Jun, 2020. "On convergence analysis of multi-objective particle swarm optimization algorithm," European Journal of Operational Research, Elsevier, vol. 286(1), pages 32-38.
- Christian Artigues & Dominique Feillet, 2008. "A branch and bound method for the job-shop problem with sequence-dependent setup times," Annals of Operations Research, Springer, vol. 159(1), pages 135-159, March.
- Koutras, Vasilis P. & Platis, Agapios N. & Gravvanis, George A., 2007. "On the optimization of free resources using non-homogeneous Markov chain software rejuvenation model," Reliability Engineering and System Safety, Elsevier, vol. 92(12), pages 1724-1732.
- Allahverdi, Ali & Aydilek, Harun, 2014. "Total completion time with makespan constraint in no-wait flowshops with setup times," European Journal of Operational Research, Elsevier, vol. 238(3), pages 724-734.
- Fouad Ben Abdelaziz & Hatem Masri & Houda Alaya, 2017. "A recourse goal programming approach for airport bus routing problem," Annals of Operations Research, Springer, vol. 251(1), pages 383-396, April.
- Neto, Teresa & Constantino, Miguel & Martins, Isabel & Pedroso, João Pedro, 2020. "A multi-objective Monte Carlo tree search for forest harvest scheduling," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1115-1126.
- Ji, Bin & Yuan, Xiaohui & Yuan, Yanbin & Lei, Xiaohui & Fernando, Tyrone & Iu, Herbert H.C., 2019. "Exact and heuristic methods for optimizing lock-quay system in inland waterway," European Journal of Operational Research, Elsevier, vol. 277(2), pages 740-755.
- Abel, Edward & Mikhailov, Ludmil & Keane, John, 2018. "Inconsistency reduction in decision making via multi-objective optimisation," European Journal of Operational Research, Elsevier, vol. 267(1), pages 212-226.
- Xiangyong Li & Y. P. Aneja, 2020. "A new branch-and-cut approach for the generalized regenerator location problem," Annals of Operations Research, Springer, vol. 295(1), pages 229-255, December.
- Djaafar Zouache & Fouad Ben Abdelaziz & Mira Lefkir & Nour El-Houda Chalabi, 2021. "Guided Moth–Flame optimiser for multi-objective optimization problems," Annals of Operations Research, Springer, vol. 296(1), pages 877-899, January.
- Wendel Melo & Marcia Fampa & Fernanda Raupp, 2020. "An overview of MINLP algorithms and their implementation in Muriqui Optimizer," Annals of Operations Research, Springer, vol. 286(1), pages 217-241, March.
- Boukouvala, Fani & Misener, Ruth & Floudas, Christodoulos A., 2016. "Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO," European Journal of Operational Research, Elsevier, vol. 252(3), pages 701-727.
- Navid Zarbakhshnia & Devika Kannan & Reza Kiani Mavi & Hamed Soleimani, 2020. "A novel sustainable multi-objective optimization model for forward and reverse logistics system under demand uncertainty," Annals of Operations Research, Springer, vol. 295(2), pages 843-880, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mike G. Tsionas & Dionisis Philippas & Constantin Zopounidis, 2023. "Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 205-227, June.
- Miguel A. Lejeune & François Margot, 2016. "Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities," Operations Research, INFORMS, vol. 64(4), pages 939-957, August.
- Kamesh Korangi & Christophe Mues & Cristi'an Bravo, 2024. "Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks," Papers 2407.15532, arXiv.org.
- Dimitris Bertsimas & Ryan Cory-Wright, 2022. "A Scalable Algorithm for Sparse Portfolio Selection," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1489-1511, May.
- Junna Bi & Jun Cai & Yan Zeng, 2021. "Equilibrium reinsurance-investment strategies with partial information and common shock dependence," Annals of Operations Research, Springer, vol. 307(1), pages 1-24, December.
- Ran Ji & Miguel A. Lejeune, 2021. "Data-Driven Optimization of Reward-Risk Ratio Measures," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1120-1137, July.
- Murray, Chase C. & Talukdar, Debabrata & Gosavi, Abhijit, 2010. "Joint Optimization of Product Price, Display Orientation and Shelf-Space Allocation in Retail Category Management," Journal of Retailing, Elsevier, vol. 86(2), pages 125-136.
- Zhi-Hai Zhang & Kang Li, 2015. "A novel probabilistic formulation for locating and sizing emergency medical service stations," Annals of Operations Research, Springer, vol. 229(1), pages 813-835, June.
- Martin Branda & Max Bucher & Michal Červinka & Alexandra Schwartz, 2018. "Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization," Computational Optimization and Applications, Springer, vol. 70(2), pages 503-530, June.
- Cristiano Arbex Valle, 2024. "Portfolio optimisation: bridging the gap between theory and practice," Papers 2407.00887, arXiv.org, revised Sep 2024.
- Zhang, Zhi-Hai & Unnikrishnan, Avinash, 2016. "A coordinated location-inventory problem in closed-loop supply chain," Transportation Research Part B: Methodological, Elsevier, vol. 89(C), pages 127-148.
- Eduardo Bered Fernandes Vieira & Tiago Pascoal Filomena, 2020. "Liquidity Constraints for Portfolio Selection Based on Financial Volume," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 1055-1077, December.
- Massol, Olivier & Banal-Estañol, Albert, 2014. "Export diversification through resource-based industrialization: The case of natural gas," European Journal of Operational Research, Elsevier, vol. 237(3), pages 1067-1082.
- Moarefdoost, M. Mohsen & Lamadrid, Alberto J. & Zuluaga, Luis F., 2016. "A robust model for the ramp-constrained economic dispatch problem with uncertain renewable energy," Energy Economics, Elsevier, vol. 56(C), pages 310-325.
- Liu, Kanglin & Zhang, Zhi-Hai, 2018. "Capacitated disassembly scheduling under stochastic yield and demand," European Journal of Operational Research, Elsevier, vol. 269(1), pages 244-257.
- Chien-Ming Chen & Joe Zhu, 2011. "Efficient Resource Allocation via Efficiency Bootstraps: An Application to R&D Project Budgeting," Operations Research, INFORMS, vol. 59(3), pages 729-741, June.
- Xiaojin Zheng & Xiaoling Sun & Duan Li & Jie Sun, 2014. "Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach," Computational Optimization and Applications, Springer, vol. 59(1), pages 379-397, October.
- Philipp Baumann & Norbert Trautmann, 2013. "Portfolio-optimization models for small investors," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 345-356, June.
- Tiago P. Filomena & Miguel A. Lejeune, 2014. "Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs," Journal of Optimization Theory and Applications, Springer, vol. 161(1), pages 308-329, April.
- Woodside-Oriakhi, M. & Lucas, C. & Beasley, J.E., 2011. "Heuristic algorithms for the cardinality constrained efficient frontier," European Journal of Operational Research, Elsevier, vol. 213(3), pages 538-550, September.
More about this item
Keywords
Interval multi-objective optimization; Mixed-integer optimal control problems; Quantum annealing; Quantum krill herd; Polymer flooding;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:311:y:2022:i:2:d:10.1007_s10479-021-03998-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.