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A constrained optimization problem under uncertainty

Erik Quaeghebeur UGent, Keivan Shariatmadar UGent and Gert De Cooman UGent (2010) World Scientific Proceedings Series on Computer Engineering and Information Science. p.791-796
abstract
We investigate a constrained optimization problem for which there is uncertainty about a constraint parameter. Our aim is to reformulate it as a (constrained) optimization problem without uncertainty. This is done by recasting the original problem as a decision problem under uncertainty. We give results for a number of different types of uncertainty models—linear and vacuous previsions, and possibility distributions—and for two different optimality criteria for decision problems under uncertainty—maximinity and maximality.
Please use this url to cite or link to this publication:
author
organization
year
type
conference
publication status
published
subject
keyword
possibility distribution, linear prevision, maximinity, maximality, vacuous prevision, constrained optimization
in
World Scientific Proceedings Series on Computer Engineering and Information Science
editor
Da Ruan UGent, Yianrui Li, Yang Xu, Guoqing Chen and Etienne Kerre UGent
issue title
Computational intelligence : foundations and applications : proceedings of the 9th international FLINS conference
pages
791 - 796
publisher
World Scientific
place of publication
Singapore, Singapore
conference name
9th International FLINS conference on Foundations and Applications of Computational Intelligence (FLINS 2010)
conference location
Chengdu, PR China
conference start
2010-08-02
conference end
2010-08-04
Web of Science type
Proceedings Paper
Web of Science id
000290926800120
ISBN
9789073802872
9789814324694
DOI
10.1142/9789814324700_0120
language
English
UGent publication?
yes
classification
P1
copyright statement
I have transferred the copyright for this publication to the publisher
id
973379
handle
http://hdl.handle.net/1854/LU-973379
date created
2010-06-08 14:10:34
date last changed
2011-06-14 08:39:32
@inproceedings{973379,
  abstract     = {We investigate a constrained optimization problem for which there is uncertainty about a constraint parameter. Our aim is to reformulate it as a (constrained) optimization problem without uncertainty. This is done by recasting the original problem as a decision problem under uncertainty. We give results for a number of different types of uncertainty models---linear and vacuous previsions, and possibility distributions---and for two different optimality criteria for decision problems under uncertainty---maximinity and maximality.},
  author       = {Quaeghebeur, Erik and Shariatmadar, Keivan and De Cooman, Gert},
  booktitle    = {World Scientific Proceedings Series on Computer Engineering and Information Science},
  editor       = {Ruan, Da and Li, Yianrui and Xu, Yang and Chen, Guoqing and Kerre, Etienne},
  isbn         = {9789073802872},
  keyword      = {possibility distribution,linear prevision,maximinity,maximality,vacuous prevision,constrained optimization},
  language     = {eng},
  location     = {Chengdu, PR China},
  pages        = {791--796},
  publisher    = {World Scientific},
  title        = {A constrained optimization problem under uncertainty},
  url          = {http://dx.doi.org/10.1142/9789814324700\_0120},
  year         = {2010},
}

Chicago
Quaeghebeur, Erik, Keivan Shariatmadar, and Gert De Cooman. 2010. “A Constrained Optimization Problem Under Uncertainty.” In World Scientific Proceedings Series on Computer Engineering and Information Science, ed. Da Ruan, Yianrui Li, Yang Xu, Guoqing Chen, and Etienne Kerre, 791–796. Singapore, Singapore: World Scientific.
APA
Quaeghebeur, E., Shariatmadar, K., & De Cooman, G. (2010). A constrained optimization problem under uncertainty. In Da Ruan, Y. Li, Y. Xu, G. Chen, & E. Kerre (Eds.), World Scientific Proceedings Series on Computer Engineering and Information Science (pp. 791–796). Presented at the 9th International FLINS conference on Foundations and Applications of Computational Intelligence (FLINS 2010), Singapore, Singapore: World Scientific.
Vancouver
1.
Quaeghebeur E, Shariatmadar K, De Cooman G. A constrained optimization problem under uncertainty. In: Ruan D, Li Y, Xu Y, Chen G, Kerre E, editors. World Scientific Proceedings Series on Computer Engineering and Information Science. Singapore, Singapore: World Scientific; 2010. p. 791–6.
MLA
Quaeghebeur, Erik, Keivan Shariatmadar, and Gert De Cooman. “A Constrained Optimization Problem Under Uncertainty.” World Scientific Proceedings Series on Computer Engineering and Information Science. Ed. Da Ruan et al. Singapore, Singapore: World Scientific, 2010. 791–796. Print.