Robustness against the decision-maker's attitude to risk in problems with conflicting objectives

IEEE Transactions on Evolutionary Computation

Volumn 16, Issue 1, 2012, Pages 1-19

  Bui, Lam T ^a   Abbass, Hussein A ^b   Barlow, Michael ^b   Bender, Axel ^c  

^a LE QUY DON TECHNICAL UNIVERSITY   (Viet Nam)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c DEFENCE SCIENCE AND TECHNOLOGY ORGANISATION   (Australia)

Author keywords

Decision making; evolutionary; multi objective; risk; robustness

Indexed keywords

CONFIGURATION SPACE; DECISION MAKERS; DECISION MAKING PROCESS; DECISION SPACE; DECISION VARIABLES; EVOLUTIONARY; EVOLUTIONARY MULTIOBJECTIVE OPTIMIZATION; MULTI OBJECTIVE; MULTI-OBJECTIVE OPTIMIZATION PROBLEM; NONDOMINATED SOLUTIONS; OBJECTIVE SPACE; PARETO SET; PARETO SOLUTION; PARETO-OPTIMAL FRONT; REAL-WORLD APPLICATION; SMOOTH TRANSITIONS; TEST PROBLEM;

DECISION MAKING; PARETO PRINCIPLE; RISKS; ROBUSTNESS (CONTROL SYSTEMS);

MULTIOBJECTIVE OPTIMIZATION;

EID: 84856511777     PISSN: 1089778X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TEVC.2010.2051443     Document Type: Article

References (54)

1. H. A. Abbass, "Pareto neuro-ensemble," in Proc. AI, LNAI 2903. 2003, pp. 554-566.
2. H.A. Abbass, "An economical cognitive approach for bi-objective optimization using bliss points and interaction," Soft Comput., vol. 10, no. 8, pp. 687-698, 2006. (Pubitemid 43568026)
3. H. A. Abbass and A. Bender, "The Pareto operating curve for risk minimization in life and robotics," Artificial Life Robotics, vol. 14, no. 4, pp. 449-452, 2009.
4. R. Ben-Yashar and S. Nitzan, "The robustness of optimal organizational architectures: A note on hierarchies and polyarchies," Social Choice Welfare, vol. 18, no. 1, pp. 155-163, 2001. (Pubitemid 33725778)
5. H. G. Beyer and B. Sendhoff, "Robust optimization-A comprehensive survey," Comput. Methods Appl. Mechanics Eng., vol. 196, nos. 33-34, pp. 3190-3218, 2007.
6. T. T. Binh and U. Korn, "An evolution strategy for the multiobjective optimization," in Proc. 2nd Int. Conf. Genetic Algorithms (Mendel96), 1996, pp. 23-28.
7. L. T. Bui, D. Essam, H. A. Abbass, and D. Green, "Performance analysis of evolutionary multiobjective optimization methods in noisy environments," in Proc. 8th Asia Pacific Symp. Intell. Evol. Syst., 2004, pp. 29-39.
8. L. T. Bui, H. A. Abbass, and D. Essam, "Fitness inheritance for noisy evolutionary multiobjective optimization," in Proc. Conf. Genetic Evol. Comput., 2005, pp. 779-785. (Pubitemid 43226375)
9. C. A. C. Coello, "Evolutionary multiobjective optimization: A historical view of the field," IEEE Comput. Intell. Mag., vol. 1, no. 1, pp. 28-36, Feb. 2006.
10. A. Damen and S. Weiland, "Robust control," in Lecture Notes For The Class Of Robust Control 5P430. Eindhoven, The Netherlands: Dept. Elect. Eng., Univ. Technol., 2002.
11. D. A. Daum, K. Deb, and J. Branke, "Reliability-based optimization for multiple constraints with evolutionary algorithms," in Proc. IEEE Congr. Evol. Comput., 2007, pp. 911-918.
12. P. K. Davis, S. C. Bankes, and M. Egner, "Enhancing strategic planning with massive scenario generation," in Project Air Force. Santa Monica, CA: RAND Corporation, 2007.
13. K. Deb, Multiobjective Optimization Using Evolutionary Algorithms. New York: Wiley, 2001.
14. K. Deb and H. Gupta, "Introducing robustness in multiobjective optimization," Evol. Comput., vol. 14, no. 4, pp. 463-494, 2006.
15. K. Deb, A. Pratap, S. Agarwal, and T. Meyarivan, "A fast and elitist multiobjective genetic algorithm: NSGA-II," IEEE Trans. Evol. Comput., vol. 6, no. 2, pp. 182-197, Apr. 2002. (Pubitemid 34555372)
16. K. Deb, L. Thiele, M. Laumanns, and E. Zitzler, "Scalable test problems for evolutionary multiobjective optimization," Comput. Eng. Netw. Lab. (TIK), Swiss Federal Instit. Technol., Zurich, Switzerland, Tech. Rep. TIK-112, 2001.
17. M. Dellnitz and K. Witting, "Computation of robust Pareto points," Int. J. Comput. Sci. Math., vol. 2, no. 3, pp. 243-266, 2009.
18. M. A. F́elix and A. Wagner, "Robustness and evolution: Concepts, insights and challenges from a developmental model system," Heredity, vol. 100, no. 2, pp. 132-140, 2008. (Pubitemid 351156866)
19. C. Folke, "Resilience: The emergence of a perspective for social-ecological systems analyses," Global Environmental Change, vol. 16, no. 3, pp. 253-267, 2006. (Pubitemid 44109785)
20. A. Gaspar-Cunha and J. A. Covas, "Robustness in multiobjective optimization using evolutionary algorithms," Comput. Opt. Appl., vol. 39, no. 1, pp. 75-96, 2008.
21. C. K. Goh and K. C. Tan, "An investigation on noisy environments in evolutionary multiobjective optimization," IEEE Trans. Evol. Comput., vol. 11, no. 3, pp. 354-381, Jun. 2007. (Pubitemid 46895413)
22. C. K. Goh, K. C. Tan, C. Y. Cheong, and Y. S. Ong, "Noise-induced features in robust multiobjective optimization problems," in Proc. IEEE CEC, 2007, pp. 568-575.
23. F. Guala and A. Salanti, "On the robustness of economic models," Dept. Economics., Univ. Bergamo, Bergamo, Italy, Tech. Rep. Memo. 208, 2001.
24. S. Gunawan and S. Azarm, "Multiobjective robust optimization using a sensitivity region concept," Structural Multidisciplinary Optimization, vol. 29, no. 1, pp. 50-60, 2005. (Pubitemid 40963326)
25. C. Hillermeier, Nonlinear Multiobjective Optimization: A Generalized Homotopy Approach. Basel, Switzerland: Birkhauser, 2001.
26. C. S. Holling, "Resilience and stability of ecological systems," Annu. Rev. Ecology Systematics, vol. 4, no. 1, pp. 1-23, 1973.
27. E. Hughes, "Evolutionary multiobjective ranking with uncertainty and noise," in Proc. 1st Int. Conf. Evol. MultiCriterion Optimization, LNCS 1993. 2001, pp. 329-343. (Pubitemid 33241397)
28. M. N. Huhns and V. T. Holderfield, "Robust software," IEEE Internet Comput., vol. 6, no. 2, pp. 80-82, Mar. Apr. 2002. (Pubitemid 34835392)
29. H. Ishibuchi and Y. Nojima, "Evolutionary multiobjective optimization for the design of fuzzy rule-based ensemble classifiers," Int. J. Hybrid Intell. Syst., vol. 3, no. 3, pp. 129-145, 2006.
30. H. Ishibuchi and Y. Nojima, "Fuzzy ensemble design through multiobjective fuzzy rule selection," in MultiObjective Machine Learning, vol. 16. Berlin, Heidelberg: Springer, 2006, pp. 507-530. (Pubitemid 44869090)
31. H. Ishibuchi, Y. Nojima, K. Narukawa, and T. Doi, "Incorporation of decision maker's preference into evolutionary multiobjective optimization algorithms," in Proc. GECCO, 2006, pp. 741-742. (Pubitemid 44611396)
32. E. Jen and N. M. S. Fe, "Stable or Robust? What is the difference?" Complexity, vol. 8, no. 3, pp. 12-18, 2003.
33. Y. Jin and J. Branke, "Evolutionary optimization in uncertain environments: A survey," IEEE Trans. Evol. Comput., vol. 9, no. 3, pp. 303-317, Jun. 2005. (Pubitemid 40871134)
34. Y. Jin and B. Sendhoff, "Trade-off between performance and robustness: An evolutionary multiobjective approach," Lecture Notes in Computer Science, vol. 2632. Berlin, Heidelberg: Springer, 2003, pp. 237-251.
35. H. Kitano, "Biological robustness," Nature Rev. Genetics, vol. 5, no. 11, pp. 826-837, 2004. (Pubitemid 39457498)
36. R. J. Lempert, D. G. Groves, S.W. Popper, and S. C. Bankes, "A general, analytic method for generating robust strategies and narrative scenarios," Management Sci., vol. 52, no. 4, p. 514, 2006.
37. Committee Draft of ISO/IEC Guide 73: Risk Management Vocabulary, ISO TMB WG on Risk Management Secretariat 73, 2007.
38. K. Miettinen, Nonlinear Multiobjective Optimization. Boston, MA: Kluwer Academic, 1999.
39. Y. Ong, P. B. Nair, and K. Y. Lum, "Max-min surrogate-assisted evolutionary algorithm for robust design," IEEE Trans. Evol. Comput., vol. 10, no. 4, pp. 392-404, Aug. 2006. (Pubitemid 44251374)
40. I. Paenke, J. Branke, and Y. Jin, "Efficient search for robust solutions by means of evolutionary algorithms and fitness approximation," IEEE Trans. Evol. Comput., vol. 10, no. 4, pp. 405-420, Aug. 2006. (Pubitemid 44251375)
41. S. L. Pimm, "The complexity and stability of ecosystems," Nature, vol. 307, no. 5949, pp. 321-325, 1984.
42. J. Teich. "Pareto-front exploration with uncertain objectives," in Proc. 1st Int. Conf. Multicriterion Optimization, LNCS 1993. 2001, pp. 314-328. (Pubitemid 33241396)
43. S. Tsutsui and A. Ghosh, "Genetic algorithms with a robust solution searching scheme," IEEE Trans. Evol. Comput., vol. 1, no. 3, pp. 201-208, Sep. 1997. (Pubitemid 127771029)
44. P. Vincke, "Robust solutions and methods in decision aid," J. Multicriteria Decision Anal., vol. 8, no. 2, pp. 181-187, 1999.
45. B. Visser, "Complexity, robustness, and performance: Trade-offs in organizational design," Tinbergen Inst., Rotterdam, The Netherlands, Working Paper No. 2002-048/1, 2002 [Online]. Available: http://ssrn.com/ abstract=316481
46. R. Vlennet, C. Fonteix, and I. Marc, "Multicriteria optimization using a genetic algorithm for determining a Pareto set," Int. J. Syst. Sci., vol. 27, no. 2, pp. 255-260, 1996. (Pubitemid 126522904)
47. A. Wagner, Robustness and Evolvability in Living Systems. Princeton, NJ: Princeton Univ. Press, 2005.
48. A. Wagner, "Robustness and evolvability: A paradox resolved," Proc. Royal Soc. B: Biological Sci., vol. 275, no. 1630, pp. 91-100, 2008. (Pubitemid 350146738)
49. S. Wesolkowski and A. Billyard, "The stochastic fleet estimation (SaFE) model," in Proc. SpringSim, 2008, pp. 1-5.
50. S. Wesolkowski and K. Hassanein, "A comparative study of combination schemes for an ensemble of digitrecognition neural networks," in Proc. IEEE Int. Conf. Syst., Man, Cybern.: Comput. Cybern. Simulation, vol. 4. 1997, pp. 3534-3539.
51. N. Williams, "Robust control," in New Palgrave Dictionary of Economics, S. N. Durlauf and L. E. Blume, Eds., 2nd ed. New York: Palgrave Macmillan, 2008.
52. Y. Xue, D. Li, W. Shan, and C. Wang, "Multiobjective robust optimization using probabilistic indices," in Proc. 3rd ICNC, vol. 4. 2007, pp. 466-470.
53. R. Zielinski, "Robust statistical procedures: A general approach," Lecture Notes in Mathematics, vol. 982, pp. 283-295, 1983.
54. K. Ziha, "Redundancy and robustness of systems of events," Probabilistic Eng. Mech., vol. 15, no. 4, pp. 347-357, 2000.