Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection

TL;DR: In this survey, the literature related to the use of multi-objective meta-heuristics in intelligent control focused on the controller tuning problem is reviewed and discussed.

TL;DR: In this article, an integrated framework is proposed to model and estimate relatively large dependence matrices using pair vine copulas and minimum risk optimal portfolios with respect to five risk measures within the context of the global financial crisis.

TL;DR: A new decision support framework for allocating an R&D budget such that it maximizes the total expected R&d output and observes the price of robustness when the model conservatively allocates budgets in order to hedge against uncertainty in the R& D predictions.

TL;DR: An interactive multi-objective framework is presented to optimize dynamic processes based on mathematical models that allows to directly minimize the operational risks arising from this uncertainty and for the first time expert knowledge on the trade-offs between traditional objective functions and operational risks is readily and interactively available.

TL;DR: In this paper, the authors propose an approach that attempts to make this trade-off more attractive by flexibly adjusting the level of conservatism of the robust solutions in terms of probabilistic bounds of constraint violations.

TL;DR: An approach is proposed that flexibly adjust the level of conservatism of the robust solutions in terms of probabilistic bounds of constraint violations, and an attractive aspect of this method is that the new robust formulation is also a linear optimization problem, so it naturally extend to discrete optimization problems in a tractable way.

TL;DR: Mathematical Background Topics from Linear Algebra Single Objective Linear Programming Determining all Alternative Optima Comments about Objective Row Parametric Programming Utility Functions, Nondominated Criterion Vectors and Efficient Points Point Estimate Weighted-sums Approach.

TL;DR: On MADM Methods Classification.