Data-Driven Process Network Planning: A Distributionally Robust Optimization Approach
نویسندگان
چکیده
منابع مشابه
Data-driven Distributionally Robust Polynomial Optimization
We consider robust optimization for polynomial optimization problems where the uncertainty set is a set of candidate probability density functions. This set is a ball around a density function estimated from data samples, i.e., it is data-driven and random. Polynomial optimization problems are inherently hard due to nonconvex objectives and constraints. However, we show that by employing polyno...
متن کاملTractable Distributionally Robust Optimization with Data
We present a unified and tractable framework for distributionally robust optimization that could encompass a variety of statistical information including, among others things, constraints on expectation, conditional expectation, and disjoint confidence sets with uncertain probabilities defined by φ-divergence. In particular, we also show that the Wasserstein-based ambiguity set has an equivalen...
متن کاملIntegrated planning for blood platelet production: a robust optimization approach
Perishability of blood products as well as uncertainty in demand amounts complicate the management of blood supply for blood centers. This paper addresses a mixed-integer linear programming model for blood platelets production planning while integrating the processes of blood collection as well as production/testing, inventory control and distribution. Whole blood-derived production methods for...
متن کاملDistributionally Robust Convex Optimization
Distributionally robust optimization is a paradigm for decision-making under uncertaintywhere the uncertain problem data is governed by a probability distribution that is itself subjectto uncertainty. The distribution is then assumed to belong to an ambiguity set comprising alldistributions that are compatible with the decision maker’s prior information. In this paper,we propose...
متن کاملData-Driven Distributionally Robust Control of Energy Storage Systems
Energy storage is an important resource that can balance fluctuations in energy generation from renewable energy sources, such as wind, to increase their penetration. Many existing storage control methods require perfect information about probability distribution of uncertainties. In practice, however, the distribution of renewable energy production is difficult to reliably estimate. To resolve...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2018
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2018.09.291