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Robust system portfolio selection with multi-function requirements and system instability

机译:具有多功能需求和系统不稳定的强大系统产品组合选择

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System Portfolio Selection (SPS) problem is equivalent to multi-objective optimization problem, with multi-function requirements incommensurable. In the paper, the SPS problem is re-specified with a more practical formulation, comparing to general portfolio problem. Then, both feasible and non-inferior solution is re-defined considering characteristics of SPS problem, specifically, four rules of system function combinations are proposed according to practical cases. Then, the instability of system performance is involved in SPS problem, and the robust theory is employed to solving the uncertainty of system function values with definition of robust non-inferior solution. Next, the paper proposes an immediately updating algorithm to solve the problem of solution space exponentially growing. Finally, a case study is used to demonstrate the usefulness and effectiveness of the proposed approaches. It shows that the approach can provide an efficient guidance for decision-makers in the process of making a SPS.
机译:系统组合选择(SPS)问题等同于多目标优化问题,其多功能需求不可估量。在本文中,与一般投资组合问题相比,SPS问题用更实际的表达方式进行了重新指定。然后,结合SPS问题的特点,重新定义了可行的和非劣等的解决方案,具体地,根据实际情况提出了系统功能组合的四个规则。然后,将系统性能的不稳定性引入到SPS问题中,并采用鲁棒理论通过定义鲁棒非劣解来解决系统函数值的不确定性。接下来,本文提出了一种立即更新算法来解决解空间呈指数增长的问题。最后,通过案例研究证明了所提出方法的有效性和有效性。它表明,该方法可以为制定SPS的决策者提供有效的指导。

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