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Robust Optimization

2009-08-10 Mathematics
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Release : 2009-08-10
Genre : Mathematics
Kind : eBook
Book Rating : 059/5 ( reviews)

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Book Synopsis Robust Optimization by : Aharon Ben-Tal

Download or read book Robust Optimization written by Aharon Ben-Tal. This book was released on 2009-08-10. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Robust Discrete Optimization and Its Applications

2013-03-09 Mathematics
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Release : 2013-03-09
Genre : Mathematics
Kind : eBook
Book Rating : 201/5 ( reviews)

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Book Synopsis Robust Discrete Optimization and Its Applications by : Panos Kouvelis

Download or read book Robust Discrete Optimization and Its Applications written by Panos Kouvelis. This book was released on 2013-03-09. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with decision making in environments of significant data un certainty, with particular emphasis on operations and production management applications. For such environments, we suggest the use of the robustness ap proach to decision making, which assumes inadequate knowledge of the decision maker about the random state of nature and develops a decision that hedges against the worst contingency that may arise. The main motivating factors for a decision maker to use the robustness approach are: • It does not ignore uncertainty and takes a proactive step in response to the fact that forecasted values of uncertain parameters will not occur in most environments; • It applies to decisions of unique, non-repetitive nature, which are common in many fast and dynamically changing environments; • It accounts for the risk averse nature of decision makers; and • It recognizes that even though decision environments are fraught with data uncertainties, decisions are evaluated ex post with the realized data. For all of the above reasons, robust decisions are dear to the heart of opera tional decision makers. This book takes a giant first step in presenting decision support tools and solution methods for generating robust decisions in a variety of interesting application environments. Robust Discrete Optimization is a comprehensive mathematical programming framework for robust decision making.

Robust Optimization in Electric Energy Systems

2021-11-08 Business & Economics
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Release : 2021-11-08
Genre : Business & Economics
Kind : eBook
Book Rating : 281/5 ( reviews)

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Book Synopsis Robust Optimization in Electric Energy Systems by : Xu Andy Sun

Download or read book Robust Optimization in Electric Energy Systems written by Xu Andy Sun. This book was released on 2021-11-08. Available in PDF, EPUB and Kindle. Book excerpt: This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other methodologies for decision making under uncertainty are first discussed. Then, the robust optimization theory is covered in a friendly and tutorial manner. Finally, a number of insightful short- and long-term applications pertaining to the electricity sector are considered. Specifically, the book includes: robust set characterization, robust optimization, adaptive robust optimization, hybrid robust-stochastic optimization, applications to short- and medium-term operations problems in the electricity sector, and applications to long-term investment problems in the electricity sector. Each chapter contains end-of-chapter problems, making it suitable for use as a text. The purpose of the book is to provide a self-contained overview of robust optimization techniques for decision making under uncertainty in the electricity sector. The targeted audience includes industrial and power engineering students and practitioners in energy fields. The young field of robust optimization is reaching maturity in many respects. It is also useful for practitioners, as it provides a number of electricity industry applications described up to working algorithms (in JuliaOpt).

Robust Optimization of Spline Models and Complex Regulatory Networks

2016-05-11 Business & Economics
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Release : 2016-05-11
Genre : Business & Economics
Kind : eBook
Book Rating : 009/5 ( reviews)

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Book Synopsis Robust Optimization of Spline Models and Complex Regulatory Networks by : Ayşe Özmen

Download or read book Robust Optimization of Spline Models and Complex Regulatory Networks written by Ayşe Özmen. This book was released on 2016-05-11. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the financial sector and in the contexts of banking, environmental protection, system biology and medicine. The book provides necessary background information on multi-model regulatory networks, optimization and regression. It presents the theory of and approaches to robust (conic) multivariate adaptive regression splines - R(C)MARS – and robust (conic) generalized partial linear models – R(C)GPLM – under polyhedral uncertainty. Further, it introduces spline regression models for multi-model regulatory networks and interprets (C)MARS results based on different datasets for the implementation. It explains robust optimization in these models in terms of both the theory and methodology. In this context it studies R(C)MARS results with different uncertainty scenarios for a numerical example. Lastly, the book demonstrates the implementation of the method in a number of applications from the financial, energy, and environmental sectors, and provides an outlook on future research.

Electric Energy Systems

2018-06-14 Technology & Engineering
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Release : 2018-06-14
Genre : Technology & Engineering
Kind : eBook
Book Rating : 491/5 ( reviews)

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Book Synopsis Electric Energy Systems by : Antonio Gomez-Exposito

Download or read book Electric Energy Systems written by Antonio Gomez-Exposito. This book was released on 2018-06-14. Available in PDF, EPUB and Kindle. Book excerpt: Electric Energy Systems, Second Edition provides an analysis of electric generation and transmission systems that addresses diverse regulatory issues. It includes fundamental background topics, such as load flow, short circuit analysis, and economic dispatch, as well as advanced topics, such as harmonic load flow, state estimation, voltage and frequency control, electromagnetic transients, etc. The new edition features updated material throughout the text and new sections throughout the chapters. It covers current issues in the industry, including renewable generation with associated control and scheduling problems, HVDC transmission, and use of synchrophasors (PMUs). The text explores more sophisticated protections and the new roles of demand, side management, etc. Written by internationally recognized specialists, the text contains a wide range of worked out examples along with numerous exercises and solutions to enhance understanding of the material. Features Integrates technical and economic analyses of electric energy systems. Covers HVDC transmission. Addresses renewable generation and the associated control and scheduling problems. Analyzes electricity markets, electromagnetic transients, and harmonic load flow. Features new sections and updated material throughout the text. Includes examples and solved problems.

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