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系统工程理论与实践 2005
Deterministic Interpretation of Interval Nonlinear Programming and Its Hierarchical Optimization Solutions
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Abstract:
We consider a deterministic framework for nonlinear programming involving interval coefficients. A new interpretation of nonlinear programming under uncertainty is proposed by the introduction of the decision making risk coefficient. We present different formulations for controlling the effects of parameter uncertainty present in the objective function or constraints. An algorithm combining Genetic Algorithm (GA) is presented applying the hierarchical optimization structure. The simulation example shows the feasibility of the formulations.