Results 31 to 40 of about 315,736 (266)
Robust Combinatorial Optimization with Locally Budgeted Uncertainty
Open Journal of Mathematical Optimization, 2021 Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint only restricts the global amount of cost increase that can be distributed
Goerigk, Marc, Lendl, Stefan
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Robust Optimization for Electricity Generation [PDF]
INFORMS Journal on Computing, 2021 We consider a robust optimization problem in an electric power system under uncertain demand and availability of renewable energy resources. Solving the deterministic alternating current (AC) optimal power flow (ACOPF) problem has been considered challenging since the 1960s due to its nonconvexity. Linear approximation of the AC power flow system sees
Haoxiang Yang +3 more
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Probabilistic Guarantees in Robust Optimization [PDF]
SIAM Journal on Optimization, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dimitris Bertsimas +2 more
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Case Studies in Thermal Engineering, 2020 The Furnace Exit Gas Temperature (FEGT) is a key parameter of the combustion process in utility boilers that needs to be accurately monitored, especially in order to increase their load- and fuel-flexibility.
J. Blondeau +4 more
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Optimal Design of Electrically Fed Hybrid Mars Ascent Vehicle
Aerospace, 2021 The optimal design of the propulsion system for a potential Mars Ascent Vehicle is analyzed, in the context of the Mars Sample Return Mission. The Mars Ascent Vehicle has to perform an initial ascent phase from the surface and then circularize into a 170
Lorenzo Casalino +2 more
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Multi-objective topology design optimization combined with robust optimization
Journal of Advanced Mechanical Design, Systems, and Manufacturing, 2023 Topology optimization (TO), which is a design optimization technique that does not require design parameters, has been attracting attention. TO has a high degree of freedom and can obtain a novel design shape suitable for desired purposes.
Akito MARUO +4 more
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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 +2 more
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Robust Portfolio Optimization Using Pseudodistances. [PDF]
PLoS ONE, 2015 The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios.
Aida Toma, Samuela Leoni-Aubin
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Shortfall-Based Wasserstein Distributionally Robust Optimization
Mathematics, 2023 In this paper, we study a distributionally robust optimization (DRO) problem with affine decision rules. In particular, we construct an ambiguity set based on a new family of Wasserstein metrics, shortfall–Wasserstein metrics, which apply normalized ...
Ruoxuan Li, Wenhua Lv, Tiantian Mao
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ROC++: Robust Optimization in C++
INFORMS Journal on Computing, 2022 Over the last two decades, robust optimization has emerged as a popular means to address decision-making problems affected by uncertainty. This includes single-stage and multi-stage problems involving real-valued and/or binary decisions and affected by exogenous (decision-independent) and/or endogenous (decision-dependent) uncertain parameters. Robust
Phebe Vayanos +2 more
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