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|Title:||A multiobjective metaheuristic for a mean-risk multistage capacity investment problem|
Jorge Pinho de Sousa
|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.|
|Appears in Collections:||CESE - Articles in International Journals|
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