A New Robust Optimization Approach to Deal with Dependent Uncertain Parameters

被引：0

作者：

Mostofi, Amirhossein ^{[1
]}

Jian, Vipul ^{[1
]}

Momeni, Mojtaba Arab ^{[2
]}

机构：

[1] Victoria Univ Wellington, Sch Management, Wellington, New Zealand

[2] Iran Univ Sci & Technol, Dept Ind Engn, Tehran, Iran

来源：

2020 IEEE 7TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND APPLICATIONS (ICIEA 2020) | 2020年

关键词：

deterministic robust optimization; dependent uncertain parameters; consistence robust solution; primal and dual relations; MIN-MAX REGRET; CONVEX; ALGORITHM;

D O I：

10.1109/iciea49774.2020.9102070

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In the optimization problems with uncertain parameters, a solution is said to be robust if it is feasible with high probability regarding the realization of uncertain parameters. In this paper, a new robust approach is developed for the linear problems in which the model parameters are dependent on each other. The proposed approach converts the linear model to an equivalent integer linear programming one using the primal and dual theorem. The results of the paper indicate the ability of the new approach in fixing some inconsistency of the common robust optimization approach for the mentioned problem.

引用

页码：583 / 591

页数：9

共 50 条

[1] A New Probabilistic Robust Control Approach for System with Uncertain Parameters
Xie, Rong
Gong, Jianying
Wang, Xinmin
[J]. ASIAN JOURNAL OF CONTROL, 2015, 17 (04) : 1330 - 1341
[2] A NEW THEORETICAL APPROACH FOR ROBUST TRUSS OPTIMIZATION WITH UNCERTAIN LOAD DIRECTIONS
Csebfalvi, Aniko
[J]. MECHANICS BASED DESIGN OF STRUCTURES AND MACHINES, 2014, 42 (04) : 442 - 453
[3] Optimization of chemical processes with dependent uncertain parameters
Ostrovsky, G. M.
Ziyatdinov, N. N.
Lapteva, T. V.
Zaitsev, I. V.
[J]. CHEMICAL ENGINEERING SCIENCE, 2012, 83 : 119 - 127
[4] A new pragmatic approach to solve the problems of vector optimization with uncertain parameters
Reizlin, V. I.
Nefedova, A. A.
[J]. INTERNATIONAL CONFERENCE ON MECHANICAL ENGINEERING, AUTOMATION AND CONTROL SYSTEMS 2015 (MEACS2015), 2016, 124
[5] Robust Optimization for Household Load Scheduling with Uncertain Parameters
Wang, Jidong
Li, Peng
Fang, Kaijie
Zhou, Yue
[J]. APPLIED SCIENCES-BASEL, 2018, 8 (04):
[6] Robust Optimization of Dynamic Response of Structures with Uncertain Parameters
Chen, ShiWei
Jian, KaiLin
[J]. VIBRATION, STRUCTURAL ENGINEERING AND MEASUREMENT I, PTS 1-3, 2012, 105-107 : 527 - 531
[7] Robust optimization of base isolation devices under uncertain parameters
Greco, Rita
Marano, Giuseppe C.
[J]. JOURNAL OF VIBRATION AND CONTROL, 2016, 22 (03) : 853 - 868
[8] Robust dynamic topology optimization of structure with uncertain material parameters
Wang S.-Y.
Wang D.
[J]. Zhendong Gongcheng Xuebao/Journal of Vibration Engineering, 2024, 37 (01): : 95 - 103
[9] An LQR approach to robust control of linear systems with uncertain parameters
Lin, F
Olbrot, AW
[J]. PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1996, : 4158 - 4163
[10] Game theory approach to robust topology optimization with uncertain loading
Holmberg, Erik
Thore, Carl-Johan
Klarbring, Anders
[J]. STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION, 2017, 55 (04) : 1383 - 1397

← 1 2 3 4 5 →