A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
Autor(a) principal: | |
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Data de Publicação: | 2010 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://repositorio.inesctec.pt/handle/123456789/1772 |
Resumo: | We propose a multiobjective local search metaheuristic for a mean-risk multistage capacity investment problem with irreversibility, lumpiness and economies of scale in capacity costs. Conditional value-at-risk is considered as a risk measure. Results of a computational study are presented and indicate that the approach is capable of producing high-quality approximations to the efficient sets with a modest computational effort. The best results are achieved with a new hybrid approach, combining Tabu Search and Variable Neighbourhood Search. |
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A multiobjective metaheuristic for a mean-risk multistage capacity investment problemWe propose a multiobjective local search metaheuristic for a mean-risk multistage capacity investment problem with irreversibility, lumpiness and economies of scale in capacity costs. Conditional value-at-risk is considered as a risk measure. Results of a computational study are presented and indicate that the approach is capable of producing high-quality approximations to the efficient sets with a modest computational effort. The best results are achieved with a new hybrid approach, combining Tabu Search and Variable Neighbourhood Search.2017-11-16T12:48:00Z2010-01-01T00:00:00Z2010info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://repositorio.inesctec.pt/handle/123456789/1772engJoão ClaroJorge Pinho de Sousainfo:eu-repo/semantics/embargoedAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-05-15T10:20:46Zoai:repositorio.inesctec.pt:123456789/1772Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:53:36.468709Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
title |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
spellingShingle |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem João Claro |
title_short |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
title_full |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
title_fullStr |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
title_full_unstemmed |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
title_sort |
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem |
author |
João Claro |
author_facet |
João Claro Jorge Pinho de Sousa |
author_role |
author |
author2 |
Jorge Pinho de Sousa |
author2_role |
author |
dc.contributor.author.fl_str_mv |
João Claro Jorge Pinho de Sousa |
description |
We propose a multiobjective local search metaheuristic for a mean-risk multistage capacity investment problem with irreversibility, lumpiness and economies of scale in capacity costs. Conditional value-at-risk is considered as a risk measure. Results of a computational study are presented and indicate that the approach is capable of producing high-quality approximations to the efficient sets with a modest computational effort. The best results are achieved with a new hybrid approach, combining Tabu Search and Variable Neighbourhood Search. |
publishDate |
2010 |
dc.date.none.fl_str_mv |
2010-01-01T00:00:00Z 2010 2017-11-16T12:48:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://repositorio.inesctec.pt/handle/123456789/1772 |
url |
http://repositorio.inesctec.pt/handle/123456789/1772 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/embargoedAccess |
eu_rights_str_mv |
embargoedAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
|
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1799131609826328576 |