Operations Research, Systems Engineering and Industrial Engineering Commons^™

Multi-Objective Optimization Of Mixed-Variable, Stochastic Systems Using Single-Objective Formulations, Todd J. Paciencia

Theses and Dissertations

Many problems exist where one desires to optimize systems with multiple, often competing, objectives. Further, these problems may not have a closed form representation, and may also have stochastic responses. Recently, a method expanded mixed variable generalized pattern search/ranking and selection (MVPS-RS) and Mesh Adaptive Direct Search (MADS) developed for single-objective, stochastic problems to the multi-objective case by using aspiration and reservation levels. However, the success of this method in approximating the true Pareto solution set can be dependent upon several factors. These factors include the experimental design and ranges of the aspiration and reservation levels, and the approximation quality …