In this paper, we introduced a novel method for asymmetric uncertainty set construction based on the distributional information of sampling data. Deterministic robust counterpart optimization formulation is derived for D-norm induced uncertainty set with the proposed method. Furthermore, the asymmetric set induced robust optimization model is compared with the classical symmetric set induced ro...

Some structural control systems have been devised to protect structures against earthquakes, which the tuned mass damper (TMD) being one of the earliest. The effect of a tuned mass damper depends on its properties, such as mass, damping coefficient, and stiffness. The parameters of tuned mass dampers need to be tuned based on the main system and applied load. In most of the papers, the paramete...

Experiments studying the behavior of agent based methods over varying levels of uncertainty in comparison to traditional optimization methods are generally absent from the literature. In this paper we apply two structurally distinct solution approaches, an on-line optimization and an agent based approach, to a drayage problem with time windows under two types of uncertainty. Both solution appro...

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of sophisticated statistical models, these models are still designed by humans because there is currently no known recipe or algorithm for dividing the design of a st...

index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

Short-term production plans are the basis for operational mine production schedules. They concentrate on making long-term mine plans operationally feasible. Furthermore, some variables such as ore grade and tonnage govern mine production systems and cause uncertainty in the supply of raw materials to the mills. Due to the quality variation of material, short-term production optimization is an u...

Surrogate-based optimization has become popular in the design of complex engineering systems. Each optimization cycle consists of analyzing a number of designs, fitting a surrogate, performing optimization based on the surrogate, and finally performing exact simulation at the design obtained by the optimization. Adaptive sampling algorithms that add one point per cycle are readily available in ...

In this paper, we introduce a model  to optimization of milk run system that is one of VRP problem with time window and uncertainty in inventory. This approach led to the routes with minimum cost of transportation while satisfying all inventory in a given bounded set of uncertainty .The problem is formulated as a robust optimization problem. Since the resulted problem illustrates that grows up ...