نتایج جستجو برای: robust counterpart optimization
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Assembly lines are manufacturing systems in which a product is assembled progressively in workstations by different workers or machines, each executing a subset of the needed assembly operations (or tasks). We consider the case in which task execution times are worker-dependent and uncertain, being expressed as intervals of possible values. Our goal is to find an assignment of tasks and workers...
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 involving real-valued and/or binary decisions exogenous (decision-independent) endogenous (decision-dependent) uncertain parameters. Robust techniques rely on duality theory potentially augmented with approximations...
Ş. İlker Birbil Faculty of Engineering and Natural Sciences, Sabancı University, 34956 Istanbul, Turkey, [email protected], http://people.sabanciuniv.edu/sibirbil J.B.G. Frenk Erasmus University Rotterdam, Postbus 1738, 3000 DR Rotterdam, The Netherlands, [email protected], http://people.few.eur.nl/frenk/ Joaquim A.S. Gromicho Vrije Universiteit, Amsterdam & ORTEC, Gouda, The Netherlands,...
We treat in this paper Linear Programming (LP) problems with uncertain data. The focus is on uncertainty associated with hard constraints: those which must be satisfied, whatever is the actual realization of the data (within a prescribed uncertainty set). We suggest a modeling methodology whereas an uncertain LP is replaced by its Robust Counterpart (RC). We then develop the analytical and comp...
a chaotic optimization algorithm (coa) based approach for the robust coordinated design of the upfc power oscillation damping controller and the conventional power system stabilizer has been investigated in this paper. chaotic optimization algorithms, which have the features of easy implementation, short execution time and robust mechanisms of escaping from local optimum, is a promising tool fo...
Many robust control problems can be formulated in abstract form as convex feasibility programs, where one seeks a solution x that satisfies a set of inequalities of the form F . = {f (x, ) 0, ∈ D}. This set typically contains an infinite and uncountable number of inequalities, and it has been proved that the related robust feasibility problem is numerically hard to solve in general. In this pap...
In Part II of this two-part paper, we analyze the marginal prices derived in Part I of this two-part paper within a robust optimization framework. The load and generation are priced at Locational Marginal Price (LMP) while the uncertainty and generation reserve are priced at Uncertainty Marginal Price (UMP). The Financial Transmission Right (FTR) underfunding is demonstrated when there is trans...
The classical single-band uncertainty model introduced by Bertsimas and Sim [8] has represented a breakthrough in the development of tractable robust counterparts of Linear Programs. However, adopting a single deviation band may be too limitative in practice: in many real-world problems, observed deviations indeed present asymmetric distributions over asymmetric ranges, so that getting a higher...
در سال های اخیر به دلیل قوانین دولتی، مسائل زیست محیطی، گسترش مفهوم مسئولیت پذیری اجتماعی و فشارهای مشتری، لجستیک معکوس مورد توجه بسیاری از محققان قرار گرفته است. از سوی دیگر کاهش منابع طبیعی و ذخایر مواد اولیه، افزایش هزینه های تولید محصولات و مشکلات ناشی از دفن زباله های صنعتی و کالاهای مصرفی سبب گردیده تا مفاهیم نوینی همچون زنجیره تأمین یکپارچه ، حلقه بسته ، معکوس و پایدار طی دهه گذشته به مق...
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...
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