Go to:
Logótipo
Comuta visibilidade da coluna esquerda
Você está em: Start > Publications > View > Multiobjective Local Search for Mean-Variance Combinatorial Optimisation
Publication

Publications

Multiobjective Local Search for Mean-Variance Combinatorial Optimisation

Title
Multiobjective Local Search for Mean-Variance Combinatorial Optimisation
Type
Article in International Conference Proceedings Book
Year
2005
Authors
Claro, João
(Author)
FEUP
View Personal Page You do not have permissions to view the institutional email. Search for Participant Publications View Authenticus page View ORCID page
Pinho de Sousa, Jorge
(Author)
FEUP
View Personal Page You do not have permissions to view the institutional email. Search for Participant Publications View Authenticus page Without ORCID
Conference proceedings International
Pages: 217-224
MIC 2005 - The 6th Metaheuristics International Conference
Vienna, Austria, August 22-26, 2005
Other information
Abstract (EN): In operational problems under uncertainty, the explicit consideration of risk concerns is a fundamental but often overlooked issue. Recently, however, there has been an increasing attention to this topic, in both literature and practice. With this background as motivation, we propose in this paper an approach based on multiobjective metaheuristics and sample approximations to tackle mean-variance models of stochastic combinatorial optimisation (SCO) problems. The potential of the approach, as a generic and efficient algorithm for the identification of good quality approximations to mean-risk efficient sets in SCO problems, is validated with an application to the static stochastic knapsack problem, involving a computational study whose results are discussed. The approach is able to handle several difficulties inherent to these problems, and the computational results, obtained with a straightforward implementation, are promising.
Language: Portuguese
Type (Professor's evaluation): Scientific
Documents
We could not find any documents associated to the publication.
Related Publications

Of the same authors

The airport business in a competitive environment (2013)
Article in International Scientific Journal
Edgar Jimenez; João Claro; Jorge Pinho de Sousa
Spatial and commercial evolution of aviation networks: a case study in mainland Portugal (2012)
Article in International Scientific Journal
Jimenez, E; João Claro; Jorge Pinho de Sousa
HIERARCHICAL PRODUCTION PLANNING IN A MAKE-TO-ORDER COMPANY - A CASE-STUDY (1995)
Article in International Scientific Journal
Maria Antónia Carravilla; Jorge Pinho de Sousa; Jorge Pinho de Sousa
A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (2010)
Article in International Scientific Journal
João Claro ; Jorge Pinho de Sousa

See all (18)

Recommend this page Top
Copyright 1996-2025 © Faculdade de Direito da Universidade do Porto  I Terms and Conditions  I Acessibility  I Index A-Z
Page created on: 2025-07-10 at 00:28:00 | Privacy Policy | Personal Data Protection Policy | Whistleblowing