Multi-objective portfolio optimization of system-of-systems based on robust capabilities

被引:2
|
作者
Li R. [1 ]
Wang Z. [1 ]
Yu M. [1 ]
He H. [1 ]
机构
[1] College of Command and Control Engineering, Army Engineering University, Nanjing
关键词
Multi-objective optimization; Non-dominated sorting genetic algorithm 3 (NSGA3); Robust capabilities; System-of-systems (SoS);
D O I
10.3969/j.issn.1001-506X.2019.05.15
中图分类号
学科分类号
摘要
To solve the problem of uncertain system contribution under different scenarios for the problem of portfolio optimization, an optimization and decision-making method based on robust capabilities is proposed. First, the quantitative description of the robust capabilities and fuzzy capabilities risk is given. Then, a multi-objective portfolio optimization model is established, balancing maximum capabilities, minimum construction risk and cost, within the constraints of military capability requirements. The improved non-dominated sorting genetic algorithm 3 (NSGA3) is adopted to solve the model by generating a set of non-inferior solutions that meet the decision-making requirements. Finally, simulation experiments verify the effectiveness of the model and algorithm, and can provide support for the overall construction plan of the system. © 2019, Editorial Office of Systems Engineering and Electronics. All right reserved.
引用
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页码:1034 / 1042
页数:8
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