Chance-constrained programming is a relevant model for many concrete problems. However, it is known to be very hard to tackle directly. In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on the recent advances in robust optimization, a tractable combinatorial algorithm is proposed to solve CKP. It always provides feasible solutions for CKP. Moreover, for two spec...

As the demand of robotic manipulator with an adequate performance under the effect parametric uncertainties is increased, the fixed PID controller requires an new approach to handle with such uncertainties. In this paper the formal formulation of a robust fixed PID control design is proposed as a constrained dynamic optimization problem. Hybrid algorithm is used to solve the problem. The empiri...

The present paper presents the rst steps towards a theory to build Robust Nonlinear Predictive Control based on Fuzzy Models. The main idea behind this theory is to write the Predictive Control Problem as a Robust Optimization problem and apply Semideenite Programming to solve in a eecient way the optimization. The information about the plant behavior and its uncertainties will be provided by t...

In this paper, Plug-in Fuel Cell Electric Vehicle (PFCEV) is considered with dual power sources including Fuel Cell (FC) and battery Energy Storage. In order to respond to a transient power demand, usually supercapacitor energy storage device is combined with fuel cell to create a hybrid system with high energy density of fuel cell and the high power density of battery. In order to simulate the...

Simulation-optimization aims to identify the setting of the input parameters (input variables, factors) of the simulated system that leads to the optimal system performance. In practice, however, some of these parameters cannot be perfectly controlled — due to measurement errors or other implementation issues, and the inherent uncertainty caused by fluctuations in the environment (e.g., demand)...

and Applied Analysis 3 independently by El-Ghaoui et al. 8, 9 propose to solve the following robust optimization problem

We denote, for all feasible x, by R(x) the associated robust problem when x is fixed, and we denote by R(x, d) the associated robust problem when x and d are fixed. In this note we assume that the deterministic problem doesn’t satisfied the full recourse property. We prove how to obtain a new MILP denoted (P̃ ) such that the robust associated problem has the same optimal solution as the initial ...

We show that a rst order problem can approximate solutions of a robust optimization problem when the uncertainty set is scaled, and explore further properties of this rst order problem.

Most real world engineering design problems, such as cross-country water mains, include combinations of continuous, discrete, and binary value decision variables. Very often, the binary decision variables associate with the presence and/or absence of some nominated alternatives or project’s components. This study extends an existing continuous Ant Colony Optimization (ACO) algorithm to simultan...

in this paper, plug-in fuel cell electric vehicle (pfcev) is considered with dual power sources including fuel cell (fc) and battery energy storage. in order to respond to a transient power demand, usually supercapacitor energy storage device is combined with fuel cell to create a hybrid system with high energy density of fuel cell and the high power density of battery. in order to simulate the...