In this paper, the optimizations problems to seek robust solutions under uncertainty are considered. The light robust approach is one of the strong and new methods to achieve robust solutions under conditions of uncertainty. In this paper, we tried to improve the quality of the solutions obtained from the Light Robust method by introducing a revised approach. Considering the problem concerned, ...

In this paper, we introduce a framework for derivative-free robust optimization based on the use of an efficient derivative-free optimization routine for mixed integer nonlinear problems. The proposed framework is employed to find a robust optimal design of a particular integrated circuit (namely a DC-DC converter commonly used in portable electronic devices). The proposed robust optimization a...

We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time. This problem has been studied in the past using dynamic programming, which suffers from dimensionality problems and assumes full knowledge of the demand distribution. The proposed approach takes into account the uncertainty o...

I n this research, we apply robust optimization (RO) to the problem of locating facilities in a network facing uncertain demand over multiple periods. We consider a multi-period fixed-charge network location problem for which we find (1) the number of facilities, their location and capacities, (2) the production in each period, and (3) allocation of demand to facilities. Using the RO approach w...

introduction: several techniques are used to evaluate decision making units in dmus with a restricted multiplier. dea is recognized as a methodology widely used to evaluate the relative efficiency of a set of decision-making units (dmus) involved in a production process. this approach assumes that the input and output data of the different decision making units (dmus) are measured with precisio...

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 addresses the conditions for robust stabilization of a class of uncertain switched systems with delay. The system to be considered is autonomous and the state delay is time-varying. Using Lyapunov functional approach, restriction on the derivative of time-delay function is not required to design switching rule for the robust stabilization of switched systems with time-varying delays....

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization problems with expected value objectives and constraints where the underlying probability distributions are observed via limited data. This approach relies o...