Pareto lexicographic α-robust approach and its application in robust multi objective assembly line balancing problem

Abstract

Robustness in most of the literature is associated with min-max or min-max regret criteria. However, these criteria of robustness are conservative and therefore recently new criteria called, lexicographic α-robust method has been introduced in literature which defines the robust solution as a set of solutions whose quality or jth largest cost is not worse than the best possible jth largest cost in all scenarios. These criteria might be significant for robust optimization of single objective optimization problems. However, in real optimization problems, two or more than two conflicting objectives are desired to optimize concurrently and solution of multi objective optimization problems exists in the form of a set of solutions called Pareto solutions and from these solutions it might be difficult to decide which Pareto solution can satisfy min-max, min-max regret or lexicographic α-robust criteria by considering multiple objectives simultaneously. Therefore, lexicographic α-robust method which is a recently introduced method in literature is extended in the current research for Pareto solutions. The proposed method called Pareto lexicographic α-robust approach can define Pareto lexicographic α-robust solutions from different scenarios by considering multiple objectives simultaneously. A simple example and an application of the proposed method on a simple problem of multi objective optimization of simple assembly line balancing problem with task time uncertainty is presented to get their robust solutions. The presented method can be significant to implement on different multi objective robust optimization problems containing uncertainty.

Key words： Pareto; lexicographic α-robust; assembly line balancing

Acknowledgements

This work has been supported by MOST (the Ministry of Science & Technology of China) under the Grant Nos. 2012AA040909, 2012BAH08F04 and 2013AA040206, and by the National Natural Science Foundation of China (Grant Nos. 51035001 and 71271156).

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