This paper proposes a novel optimization approach for multi-scenario multi-objective robust decision making, as well an alternative way scenario discovery and identifying vulnerable scenarios even before any solution generation. To demonstrate test the approach, we use classic shallow lake problem. We compare results obtained with to those previously used approaches. show that guarantees feasib...

Cell formation (CF) problem is one of the most important decision problems in designing a cellular manufacturing system includes grouping machines into machine cells and parts into part families. Several factors should be considered in a cell formation problem. In this work, robust optimization of a mathematical model of a dynamic cell formation problem integrating CF, production planning and w...

The traditional deterministic day-ahead (DA) market clearing does not accommodate the uncertainty from variable renewable energy sources, resulting in an increasing activation of expensive reserves and curtailment events. Robust optimization (RO) has been proposed to mitigate this uncertainty. However, as RO considers worst-case scenarios, it results highly conservative solutions. This paper pr...

A robust algorithm to solve the low-thrust fuel-optimal trajectory optimization problem for interplanetary spacecraft is developed in this article. The original nonlinear optimal control convexified and transformed into a parameter using an arbitrary-order Gauss–Lobatto discretization scheme with interpolation. homotopic approach that considers energy-to-fuel smoothing path combined adaptive se...

We present a distribution-free model of incomplete-information games, both with and without private information, in which the players use a robust optimization approach to contend with payoff uncertainty. Our “robust game” model relaxes the assumptions of Harsanyi’s Bayesian game model, and provides an alternative distribution-free equilibrium concept, which we call “robust-optimization equilib...

This paper presents a multi-objective model for location-transportation problem under uncertainty that has been developed to respond to crisis. In the proposed model, humanitarian aid distribution centers (HADC), the number and location of them, the amount of relief goods stored in distribution centers, the amount of relief goods sent to the disaster zone, the number of injured people transferr...