نتایج جستجو برای: scenario based robust optimization

تعداد نتایج: 3298069  

Journal: :European Journal of Operational Research 2008
Ruijun Shen Shuzhong Zhang

The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. The objective of our portfolio selection is to maximize an expected utility function value (or equivalently, to minimize an expected disutility function value) as in a classical stochastic programming problem, except t...

An efficient formulation for the robust shape optimization of aerodynamic objects is introduced in this paper. The formulation has three essential features. First, an Euler solver based on a second-order Godunov scheme is used for the flow calculations. Second, a genetic algorithm with binary number encoding is implemented for the optimization procedure. The third ingredient of the procedure is...

There are many real problems in which multiple responses should be optimized simultaneously by setting of process variables. One of the common approaches for optimization of multi-response problems is desirability function. In most real cases, there is a correlation structure between responses so ignoring the correlation may lead to mistake results. Hence, in this paper a robust approach based ...

Lean manufacturing is a strategic concern for companies which conduct mass production and it has become even more significant for those producing in a project-oriented way by modularization.  In this paper, a bi-objective optimization model is proposed to design and plan a supply chain up to the final assembly centre. The delivery time and the quality in the procurement and low fluctuation of t...

2012
V. Jeyakumar G. Li J. H. Wang

In this paper, we examine the duality gap between the robust counterpart of a primal uncertain convex optimization problem and the optimistic counterpart of its uncertain Lagrangian dual and identify the classes of uncertain problems which do not have a duality gap. The absence of a duality gap (or equivalently zero duality gap) means that the primal worst value equals the dual best value. We f...

Journal: :Int. J. Control 2017
Mario Luca Fravolini Tansel Yucelen Antonio Ficola Marcello Rosario Napolitano

M. Arjomand, N. Valizadeh , S. Shojaee,

One primary problem in shape optimization of structures is making a robust link between design model (geometric description) and analysis model. This paper investigates the potential of Isogeometric Analysis (IGA) for solving this problem. The generic framework of shape optimization of structures is presented based on Isogeometric analysis. By discretization of domain via NURBS functions, the a...

2009
António Pereira Luís Paulo Reis Pedro Duarte

Simulating ecological models is always a difficult task, not only because of its complexity but also due to the slowness associated with each simulation run as more variables and processes are incorporated into the complex ecosystem model. The computational overhead becomes a very important limitation for model calibration and scenario analysis, due to the large number of model runs generally r...

Journal: :journal of operation and automation in power engineering 2007
r. ghanizadeh a. jahandideh shendi m. ebadian m. golkar a. ajami

in this paper, a novel compensator based on magnetically controlled reactor with fixed capacitor banks (fc-mcr) is introduced and then power system stability in presence of this compensator is studied using an intelligent control method. the problem of robust fc-mcr-based damping controller design is formulated as a multi-objective optimization problem. the multi-objective problem is concocted ...

2016
Zhi Chen Melvyn Sim Huan Xu

We consider a distributionally robust optimization problem where the ambiguity set of probability distributions is characterized by a tractable conic representable support set and expectation constraints. Specifically, we propose and motivate a new class of infinitely constrained ambiguity sets in which the number of expectation constraints could potentially be infinite. We show how the infinit...

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