Please use this identifier to cite or link to this item: http://repositorio.inesctec.pt/handle/123456789/1772
Title: A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
Authors: João Claro
Jorge Pinho de Sousa
Issue Date: 2010
Abstract: 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.
URI: http://repositorio.inesctec.pt/handle/123456789/1772
metadata.dc.type: article
Publication
Appears in Collections:CESE - Articles in International Journals

Files in This Item:
File Description SizeFormat 
PS-06331.pdf
  Restricted Access
835.73 kBAdobe PDFView/Open Request a copy


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.