Ambiguity in the inputs of the models is typical especially in portfolio selection problem where the true distribution of random variables is usually unknown. Here we use robust optimization approach to address the ambiguity in conditional-value-at-risk minimization model. We obtain explicit models of the robust conditional-value-at-risk minimization for polyhedral and correlated polyhedral am...

Title of Dissertation: ROBUST OPTIMIZATION AND SENSITIVITY ANALYSIS WITH MULTI-OBJECTIVE GENETIC ALGORITHMS: SINGLEAND MULTIDISCIPLINARY APPLICATIONS Mian Li, Doctor of Philosophy, 2007 Dissertation directed by: Shapour Azarm, Professor Department of Mechanical Engineering Uncertainty is inevitable in engineering design optimization and can significantly degrade the performance of an optimized ...

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 ...

1. Abstract Structural topology optimization often leads to slender structures which are sensitive to geometric imperfections such as the misplacement of material. A robust approach is therefore presented in order to take into account material misplacement in topology optimization problems. A probabilistic approach to robust optimization is followed. Spatially varying geometric imperfections ar...

This paper provides an introduction to a new method for distributed optimization based on collaborative optimization, a decomposition-based method for the optimization of complex multidisciplinary designs. The key idea in this approach is to include models of the global objective and all of the subspace constraints in each subspace optimization problem while maintaining the low dimensionality o...

This paper presents a new evolutionary computing method for the design of robust PID controller with two degrees of freedom (2DOF PID controller). Since the objective plants have a time-delay element and parametric uncertainties, the design problem is formulated as a multi-objective minimax optimization problem. Therefore the high-performed optimization method is required. The proposed evolutio...

Nature inspired algorithms are the most popular and robust algorithms for the optimization of the real world problems like pitch control of an aircraft system. This paper introduces Bat algorithm and Differential Evolution technique for the multi-objective optimization based designing of the fractional order PID (FOPID) and integer order PID controllers. The optimized values obtained from the t...