A sequential multi-objective robust optimization approach under interval uncertainty based on support vector machines

Abstract

Interval uncertainty can cause uncontrollable variations in the objective and constraint values, which could seriously deteriorate the performance or even change the feasibility of the optimal solutions. Robust optimization is to obtain solutions that are optimal and minimally sensitive to uncertainty. In this paper, a sequential multi-objective robust optimization (MORO) approach based on support vector machines (SVM) is proposed. Firstly, a sequential optimization structure is adopted to ease the computational burden. Secondly, SVM is used to construct a classification model to classify design alternatives into feasible or infeasible. The proposed approach is tested on a numerical example and an engineering case. Results illustrate that the proposed approach can reasonably approximate solutions obtained from the existing sequential MORO approach (SMORO), while the computational costs are significantly reduced compared with those of SMORO.