Results analysis for trust constrained real-time optimization

In real-time optimization (RTO), results analysis is used to ensure that RTO predictions can be implemented and are not the result of the unnecessary variance transmission around the RTO loop. Miletic and Marlin [2] proposed a statistical framework for analyzing RTO results; however, their method cannot effectively deal with inequality constraints. Many industrial RTO implementations include bounds on the changes that the RTO system can make to the process operation (i.e. trust-region constraints). Such trust-region constraints can seriously degrade the performance of existing results analysis methods. In this paper, a results analysis procedure is proposed that incorporates statistical testing on both the primal and dual variables of the optimization problem to effectively analyze steady-state RTO results in the presence of trust-region constraints. The proposed method is illustrated using two small case studies, one of which is the same Williams and Otto [11] reactor example used in [2].     

Combinatorial optimization under uncertainty

In this paper, the general problem of Euclidean combinatorial optimization under uncertainty is formulated for the first time and the concepts of a stochastic multiset, a multiset of fuzzy numbers, a stochastic Euclidean combinatorial set, and general Euclidean combinatorial set of fuzzy stochastic numbers that combines the properties of both types of uncertainty are introduced. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 5, pp. 35–44, September–October 2008.     

基于二阶段随机规划的不确定条件下过程优化研究

在基于二阶段随机规划的不确定条件下过程优化研究中,Ierapetritou and Pistikopoulos(1994)提出了可行域求解策略,Liu and Sahinidis(1996)在此基础上用蒙特卡洛积分策略代替了高斯积分策略,但对于可行域的限定条件尚有欠缺。本文分析和比较了前人的工作,将蒙特卡罗积分策略与基于对偶理论的可行域限定条件相结合,提出了新的求解策略,不仅避免了可行域求解策略中求解一系列子问题而引起的计算负荷随不确定参数数目呈指数增加的不足,而且使蒙特卡洛积分策略算法中的可行域限定条件更加合理,应用文献中的算例进行了仿真实验,证明了该算法的有效性。     

Sequential integer programming methods for stress constrained topology optimization

This paper deals with topology optimization of load carrying structures defined on a discretized design domain where binary design variables are used to indicate material or void in the various finite elements. The main contribution is the development of two iterative methods which are guaranteed to find a local optimum with respect to a 1-neighbourhood. Each new iteration point is obtained as the optimal solution to an integer linear programming problem which is an approximation of the original problem at the previous iteration point. The proposed methods are quite general and can be applied to a variety of topology optimization problems defined by 0-1 design variables. Most of the presented numerical examples are devoted to problems involving stresses which can be handled in a natural way since the design variables are kept binary in the subproblems.     

The use of metamodeling techniques for optimization under uncertainty

Metamodeling techniques have been widely used in engineering design to improve efficiency in the simulation and optimization of design systems that involve computationally expensive simulation programs. Many existing applications are restricted to deterministic optimization. Very few studies have been conducted on studying the accuracy of using metamodels for optimization under uncertainty. In this paper, using a two-bar structure system design as an example, various metamodeling techniques are tested for different formulations of optimization under uncertainty. Observations are made on the applicability and accuracy of these techniques, the impact of sample size, and the optimization performance when different formulations are used to incorporate uncertainty. Some important issues for applying metamodels to optimization under uncertainty are discussed.     

Online distributed optimization with stochastic gradients: high probability bound of regrets

In this paper, the problem of online distributed optimization subject to a convex set is studied via a network of agents.Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via anetwork. To handle this problem, an online distributed stochastic mirror descent algorithm is proposed. Existing works ononline distributed algorithms involving stochastic gradients only provide the expectation bounds of the regrets. Different fromthem, we study the high probability bound of the regrets, i.e., the sublinear bound of the regret is characterized by the naturallogarithm of the failure probability’s inverse. Under mild assumptions on the graph connectivity, we prove that the dynamicregret grows sublinearly with a high probability if the deviation in the minimizer sequence is sublinear with the square rootof the time horizon. Finally, a simulation is provided to demonstrate the effectiveness of our theoretical results.     

A heuristic approach for resource constrained project scheduling with uncertain activity durations

In this paper, we address the resource constrained project scheduling problem with uncertain activity durations. Project activities are assumed to have known deterministic renewable resource requirements and uncertain durations, described by independent random variables with a known probability distribution function. To tackle the problem solution we propose a heuristic method which relies on a stage wise decomposition of the problem and on the use of joint probabilistic constraints.     

A comparative analysis of genetic algorithms and directed grid search for parametric optimization

In this paper, a comparative analysis of the performance of the Genetic Algorithm (GA) and Directed Grid Search (DGS) methods for optimal parametric design is presented. A genetic algorithm is a guided random search mechanism based on the principle of natural selection and population genetics. The Directed Grid Search method uses a selective directed search of grid points in the direction of descent to find the minimum of a real function, when the initial estimate of the location of the minimum and the bounds of the design variables are specified. An experimental comparison and a discussion on the performance of these two methods in solving a set of eight test functions is presented.     

Ordinal optimization approach to rare event probability problems

In this paper we introduce a new approach to rare event simulation. Because of the extensive simulation required for precise estimation of performance criterion dependent on rare event occurrences, obstacles such as computing budget/time constraints and pseudo-random number generator limitations can become prohibitive, particularly if comparative study of different system designs is involved. Existing methods for rare events simulation have focused on simulation budget reduction while attempting to generate accurate performance estimates. In this paper we propose a new approach for rare events system analysis in which we relax the simulation goal to the isolation of a set of good enough designs with high probability. Given this relaxation, referred to as ordinal optimization and advanced by Ho et al. (1992), this paper's approach calls instead for the consideration of an appropriate surrogate design problem This surrogate problem is characterized by its approximate ordinal equivalence to the original problem and its performance criterion's dependence not on rare event occurrences, but on more frequent events. Evaluation of such a surrogate problem under the relaxed goals of ordinal optimization has experimentally resulted in orders of magnitude reduction in simulation burden.     

Convex parametric piecewise quadratic optimization: Theory and algorithms

In this paper we study the problem of parametric minimization of convex piecewise quadratic functions. Our study provides a unifying framework for convex parametric quadratic and linear programs. Furthermore, it extends parametric optimization algorithms to problems with piecewise quadratic cost functions, paving the way for new applications of parametric optimization in explicit dynamic programming and optimal control with quadratic stage cost.     

Multiobjective process line optimization under uncertainty applied to papermaking

Multiobjective optimization methodology for the development of the papermaking process is considered. The aim is to find efficient and reliable solution procedures for the process line model consisting of sequential unit-process models; some of them based on physics, whereas others on experimental data. By the consequence of modeling procedures, nonphysical states or inherited from modeling data in statistical case, the unit-process models may suffer from undesired unreliability. To control the uncertainty resulting from the unit-process models, a new multiobjective optimization approach is introduced where both the papermaking targets as well as the uncertainty related unit-process models are simultaneously taken into account. We illustrate the solution process by numerical examples related to the quality of the produced paper.     

Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain

This paper addresses the solution of a two-stage stochastic programming model for an investment planning problem applied to the petroleum products supply chain. In this context, we present the development of acceleration techniques for the stochastic Benders decomposition that aim to strengthen the cuts generated, as well as to improve the quality of the solutions obtained during the execution of the algorithm. Computational experiments are presented for assessing the efficiency of the proposed framework. We compare the performance of the proposed algorithm with two other acceleration techniques. Results suggest that the proposed approach is able to efficiently solve the problem under consideration, achieving better performance in terms of computational times when compared to other two techniques.     

Limit load and shakedown analysis of plastic structures under stochastic uncertainty

Problems from plastic analysis are based on the convex, linear or linearised yield/strength condition and the linear equilibrium equation for the stress (state) vector. In practice one has to take into account stochastic variations of several model parameters. Hence, in order to get robust maximum load factors, the structural analysis problem with random parameters must be replaced by an appropriate deterministic substitute problem. A direct approach is proposed based on the primary costs for missing carrying capacity and the recourse costs (e.g. costs for repair, compensation for weakness within the structure, damage, failure, etc.). Based on the mechanical survival conditions of plasticity theory, a quadratic error/loss criterion is developed. The minimum recourse costs can be determined then by solving an optimisation problem having a quadratic objective function and linear constraints. For each vector a(·) of model parameters and each design vector x, one obtains then an explicit representation of the “best” internal load distribution F^∗. Moreover, also the expected recourse costs can be determined explicitly. Consequently, an explicit stochastic nonlinear program results for finding a robust maximal load factor μ^∗. The analytical properties and possible solution procedures are discussed.     

基于MATLAB的局域网多机并行遗传算法求解不确定优化问题

本文提出一种新的不确定非线性优化问题的确定化形式,采用局域网多机并行遗传算法求解不确定优化问题,应用常用的计算软件MATLAB来实现该算法。通过在主机上开辟共享缓冲区,在其中设立数据文件,主机和从机都用MATLAB语言中读写文件的命令来交换数据,以实现局域网中的并行计算环境。该算法编程简便,充分利用操作系统提供的数据共享传输功能,性价比较高。     

Contact shape optimization: a bilevel programming approach

We consider the problem of shape optimization of nonlinear elastic solids in contact. The equilibrium of the solid is defined by a constrained minimization problem, where the body energy functional is the objective and the constraints impose the nonpenetration condition. Then the optimization problem can be formulated in terms of a bilevel mathematical program. We describe new optimality conditions for bilevel programming and construct an algorithm to solve these conditions based on Herskovits’ feasible direction interior point method. With this approach we simultaneously carry out shape optimization and nonlinear contact analysis. That is, the present method is a “one shot” technique. We describe some numerical examples solved in a very efficient way. Received July 27, 1999     

Robust stability analysis of systems with real parametric uncertainty: A global optimization approach

This paper presents an optimization framework for the robustness analysis of linear and nonlinear systems with real parameter uncertainty. For linear systems, a nonlinear programming formulation for the exact calculation of the stability margin is presented. The potential of decomposition-based global optimization methods for the solution of this nonconvex problem is discussed. Next the concept of the stability margin is extended to a class of nonlinear systems. A nonlinear stability margin and a uniqueness margin are defined to address the effect of parametric uncertainty on the stability of a particular steady state, as well as on the number of steady states of the system. This analysis allows for the derivation of necessary and sufficient conditions for robust stability and robust uniqueness of the steady state of the system in the presence of parametric uncertainty.     

回收不确定下WEEE逆向物流网络鲁棒优化设计

电子电器废弃物（WEEE）存在对环境和人体健康的危害,有效对其进行回收能避免此类危害和提高资源的利用率。WEEE逆向物流回收网络的设计为实现这一目标起到了关键的作用。考虑WEEE逆向物流网络运作的不确定性,引入风险偏好系数和约束背离惩罚系数,建立了WEEE逆向物流网络的鲁棒优化模型。该模型能允许决策者对系统运作的鲁棒水平进行调节,同时能允许决策者对风险偏好进行调节。仿真结果表明建立的模型能有效抑制逆向物流系统运作的不确定性,使系统具有更低的风险。     

The challenge of equality constraints in robust design optimization: examination and new approach

In recent years, robust design optimization (RDO) has emerged as a significant area of research. The focus of RDO is to obtain a design that minimizes the effects of uncertainty on product reliability and performance. The effectiveness of the resulting solution in RDO highly depends on how the objective function and the constraints are formulated to account for uncertainties. Inequality constraint and objective function formulations under uncertainty have been studied extensively in the literature. However, the approaches for formulating equality constraints in the RDO literature are in a state of disharmony. Moreover, we observe that these approaches are generally applicable only to certain special cases of equality constraints. There is a need for a systematic approach for handling equality constraints in RDO, which is the motivation for this research. In this paper, we examine critical issues pertinent to formulating equality constraints in RDO. Equality constraints in RDO can be classified as belonging to two classes: (1) those that cannot be satisfied, because of the uncertainty inherently present in the RDO problem, and (2) those that must be satisfied, regardless of the uncertainty present in the problem. In this paper, we propose a linearization- based approach to classify equality constraints into the above two classes, and propose respective formulation methods. The theoretical developments presented in this paper are illustrated with the help of two numerical examples.     

A random set approach to the optimization of uncertain structures

The single-objective optimization of structures, whose parameters are assigned as fuzzy numbers or fuzzy relations, is presented in this paper as a particular case of the random set theory and evidence theory approach to uncertainty. Some basic concepts concerning these theories are reviewed and the relationships among interval analysis, convex modeling, possibility theory and probability theory are pointed out. In this context a frequentistic view of fuzzy sets makes sense and it is possible to calculate bounds on the probability that the solution satisfies the constraints. Some special but useful cases illustrate in detail the meaning of the approach proposed and its links with a recent formulation conceived within the context of convex modeling. Some theorems allow a very efficient computational procedure to be set up in many real design situations. Two numerical examples illustrate the model presented.     

Simultaneous design and control of processes under uncertainty: A robust modelling approach

This paper presents a new methodology to integrate process design and control. The key idea in this method is to represent the system’s closed-loop nonlinear behaviour as a linear state space model complemented with uncertain model parameters. Then, robust control tools are applied to calculate bounds on the process stability, the process feasibility and the worst-case scenario. The new methodology was applied to the simultaneous design and control of a mixing tank process. The resulting design avoids the solution of computationally intensive dynamic optimizations since the integration of design and control problem is reduced to a nonlinear constrained optimization problem.