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Mean robust optimization

Mathematical Programming
Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein distributionally robust optimization can reduce conservatism by being data-driven, but it often leads to very large problems ...
Irina Wang, Cole Becker, Bart Van Parys, Bartolomeo Stellato   +3 more
openaire   +3 more sources

Optimization Based Robust Control [PDF]

, 2013
This entry describes the basic setup of linear robust control and the difficulties typically encountered when designing optimization algorithms to cope with robust stability and performance specifications.
openaire   +2 more sources

Robust Covariance Matrix Adaptation Evolution Strategy: Optimal Design of Magnetic Devices Considering Material Variation

IEEE Access, 2023
Uncertainties caused by material variation can significantly impair the characteristics of devices. Therefore, it is important to design devices whose performance is not significantly damaged even when material variations occur. Robust optimization seeks
Akito Maruo, Hajime Igarashi
doaj   +1 more source

Algorithm Engineering in Robust Optimization

, 2015
Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust ...
A Agra, A Atamtürk, A Beck, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Ben-Tal, A Erera, A Kasperski, A Kasperski, A Kasperski, A Kasperski, A Mutapcic, A Ouorou, A Sbihi, A Schöbel, A Soyster, A Takeda, AB Chassein, B Roy, C Bohle, C Büsing, C Büsing, C Liebchen, D Bertsimas, D Bertsimas, D Bertsimas, D Bertsimas, D Bertsimas, D Bertsimas, D Bertsimas, D Bertsimas, D Catanzaro, D Delling, D Golovin, DJ Alem, DJ Thuente, E Conde, E Conde, E Conde, E Conde, F Bruns, F Pérez-Galarce, F Taniguchi, G Calafiore, G Calafiore, GC Calafiore, H Aissi, H Aissi, H Iida, H Mausser, H Yaman, HE Mausser, I Averbakh, I Averbakh, J Goh, J Lin, J Löfberg, J Pereira, J Xu, JE Falk, JLG Velarde, JM Mulvey, JR Farias de, KS Goetzmann, L Jenkins, LE Ghaoui, M Bürger, M Fischetti, M Fischetti, M Fischetti, M Goerigk, M Goerigk, M Goerigk, M Goerigk, M Goerigk, M Goerigk, M Goerigk, M Goerigk, M Goerigk, M Inuiguchi, M López, M Monaci, M Monaci, MC Campi, MK Zanjani, N Eggenberg, O Berman, P Adasme, P Kouvelis, P Sanders, P Zieliński, PC Bouman, R Kalai, R Khandekar, R Montemanni, R Montemanni, R Montemanni, R Reemtsen, S Cicerone, S Siddiqui, S Suzuki, TS Ng, U Feige, V Cacchiani, V Jeyakumar, X Song, Y Nikulin, Y Yin   +114 more
core   +1 more source

Portfolio Selection by Robust Optimization [PDF]

تحقیقات مالی, 2014
This paper discusses the portfolio selection based on robust optimization. Since the parameters values of the portfolio optimization problem such as price of the stock, dividends, returns, etc.
Azin Abrishami, Reza Yousefi Zenouz
doaj   +1 more source

Fidelity Between Unitary Operators and the Generation of Gates Robust Against Off-Resonance Perturbations [PDF]

, 2011
We perform a functional expansion of the fidelity between two unitary matrices in order to find the necessary conditions for the robust implementation of a target gate.
Cabrera, Renan, Rabitz, Herschel, Shir, Ofer M., Wu, Rebing   +3 more
core   +1 more source

Distributionally robust optimization

Acta Numerica
Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set, that is, a family of probability distributions consistent with any available structural or statistical ...
Daniel Kuhn, Soroosh Shafiee, Wolfram Wiesemann   +2 more
openaire   +3 more sources

Cost-effective flexibilisation of an 80 MWe retrofitted biomass power plants: Improved combustion control dynamics using virtual air flow sensors

Case Studies in Thermal Engineering, 2020
As they deliver dispatchable renewable energy, biomass power plants are expected to play a key role in the stability of the future electricity grids dominated by intermittent renewables.
J. Blondeau, T. Museur, O. Demaude, P. Allard, F. Turoni, J. Mertens   +5 more
doaj   +1 more source

Hybrid Rocket Engine Design Optimization at Politecnico di Torino: A Review

Aerospace, 2021
Optimization of Hybrid Rocket Engines at Politecnico di Torino began in the 1990s. A comprehensive review of the related research activities carried out in the last three decades is here presented.
Lorenzo Casalino, Filippo Masseni, Dario Pastrone   +2 more
doaj   +1 more source

Relative Robust Portfolio Optimization [PDF]

, 2013
Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function.
Hauser, Raphael, Krishnamurthy, Vijay, Tütüncü, Reha   +2 more
core   +1 more source