Search results for " robust optimization"
showing 4 items of 4 documents
Robust optimality of linear saturated control in uncertain linear network flows
2008
We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.
The price of multiobjective robustness : Analyzing solution sets to uncertain multiobjective problems
2021
Defining and finding robust efficient solutions to uncertain multiobjective optimization problems has been an issue of growing interest recently. Different concepts have been published defining what a “robust efficient” solution is. Each of these concepts leads to a different set of solutions, but it is difficult to visualize and understand the differences between these sets. In this paper we develop an approach for comparing such sets of robust efficient solutions, namely we analyze their outcomes under the nominal scenario and in the worst case using the upper set-less order from set-valued optimization. Analyzing the set of nominal efficient solutions, the set of minmax robust efficient …
Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
2018
As an emerging research field, multiobjective robust optimization employs minmax robustness as the most commonly used concept. Light robustness is a concept in which a parameter, tolerable degradations, can be used to control the loss in the objective function values in the most typical scenario for gaining in robustness. In this paper, we develop a lightly robust interactive multiobjective optimization method, LiRoMo, to support a decision maker to find a most preferred lightly robust efficient solution with a good balance between robustness and the objective function values in the most typical scenario. In LiRoMo, we formulate a lightly robust subproblem utilizing an achievement scalarizi…
Constrained Robust MultiObjective Optimization for Reactive Design in Distribution Systems
2006
This paper presents a new formulation including robustness of solution of constrained multiobjective design or reactive power compensation. The algorithm used for optimization is the NSGA-II (Non dominated Sorting Genetic Algorithm II) with a special crowded comparison operator for constraints handling. The need for including the issue of robustness of solutions derives from the simple observation that loads are uncertain in distribution systems and their estimation is often affected by errors. In design problems it is desirable to consider the loads with a certain range of variation. In this paper the NSGA-II algorithm is applied to efficiently solve the issue and the solutions attained co…