A constrained optimization problem under uncertainty
- Author
- Erik Quaeghebeur (UGent) , Keivan Shariatmadar and Gert de Cooman (UGent)
- Organization
- 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.
- Keywords
- possibility distribution, linear prevision, maximinity, maximality, vacuous prevision, constrained optimization
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-973379
- MLA
- Quaeghebeur, Erik, et al. “A Constrained Optimization Problem under Uncertainty.” World Scientific Proceedings Series on Computer Engineering and Information Science, edited by Da Ruan et al., World Scientific, 2010, pp. 791–96, doi:10.1142/9789814324700_0120.
- APA
- Quaeghebeur, E., Shariatmadar, K., & de Cooman, G. (2010). A constrained optimization problem under uncertainty. In D. Ruan, Y. Li, Y. Xu, G. Chen, & E. Kerre (Eds.), World Scientific Proceedings Series on Computer Engineering and Information Science (pp. 791–796). https://doi.org/10.1142/9789814324700_0120
- Chicago author-date
- 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, edited by Da Ruan, Yianrui Li, Yang Xu, Guoqing Chen, and Etienne Kerre, 791–96. Singapore, Singapore: World Scientific. https://doi.org/10.1142/9789814324700_0120.
- Chicago author-date (all authors)
- 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 by. Da Ruan, Yianrui Li, Yang Xu, Guoqing Chen, and Etienne Kerre, 791–796. Singapore, Singapore: World Scientific. doi:10.1142/9789814324700_0120.
- 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.
- IEEE
- [1]E. Quaeghebeur, K. Shariatmadar, and G. de Cooman, “A constrained optimization problem under uncertainty,” in World Scientific Proceedings Series on Computer Engineering and Information Science, Chengdu, PR China, 2010, pp. 791–796.
@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}},
keywords = {{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://doi.org/10.1142/9789814324700_0120}},
year = {{2010}},
}
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