Search

A robust newsvendor model with discrete demand is initiatively studied, and the steps to obtain the optimal ordering decision are provided. The study shows that the optimal ordering decision with discrete demand is very different from that with continuous demand. Besides, the total number of demand points has almost no effect on the performance of both ordering decisions. Furthermore, for an ultralow-profit product, the ordering decision with discrete demand performs significantly better than that with continuous demand. [ABSTRACT FROM AUTHOR]

This paper investigates robust consensus for nonlinear multiagent systems with uncertainty and disturbance. The consensus evolution behavior is studied under general consensus protocol when each node is disturbed by the relative states between the node and its neighbors. At first, the robust consensus condition is obtained and the convergency analysis is given by using Lyapunov stability theory and matrix theory. Then, the practical consensus is investigated and the bound of the error states is presented. Finally, two numerical simulation examples are given to illustrate the proposed theoretical results. [ABSTRACT FROM AUTHOR]

This paper uses a time-delay dependent H∞ control model to analyze the effect of manufacturing decisions on the process of transmission from resources to capability. We establish a theoretical framework of manufacturing management process based on three terms: resource, manufacturing decision, and capability. Then we build a time-delay H∞ robust control model to analyze the robustness of manufacturing management. With the state feedback controller between manufacturing resources and decision, we find that there is an optimal decision to adjust the process of transmission from resources to capability under uncertain environment. Finally, we provide an example to prove the robustness of this model. [ABSTRACT FROM AUTHOR]

With the increasing penetration of wind power, the randomness and volatility of wind power output would have a greater impact on safety and steady operation of power system. In allusion to the uncertainty of wind speed and load demand, this paper applied box set robust optimization theory in determining the maximum allowable installed capacity of wind farm, while constraints of node voltage and line capacity are considered. Optimized duality theory is used to simplify the model and convert uncertainty quantities in constraints into certainty quantities. Under the condition of multi wind farms, a bilevel optimization model to calculate penetration capacity is proposed. The result of IEEE 30-bus system shows that the robust optimization model proposed in the paper is correct and effective and indicates that the fluctuation range of wind speed and load and the importance degree of grid connection point of wind farm and load point have impact on the allowable capacity of wind farm. [ABSTRACT FROM AUTHOR]

Multiobjective genetic algorithm (MOGA) is a direct search method for multiobjective optimization problems. It is based on the process of the genetic algorithm; the population-based property of the genetic algorithm is well applied in MOGAs. Comparing with the traditional multiobjective algorithm whose aim is to find a single Pareto solution, the MOGA intends to identify numbers of Pareto solutions. During the process of solving multiobjective optimization problems using genetic algorithm, one needs to consider the elitism and diversity of solutions. But, normally, there are some trade-offs between the elitism and diversity. For some multiobjective problems, elitism and diversity are conflicting with each other. Therefore, solutions obtained by applying MOGAs have to be balanced with respect to elitism and diversity. In this paper, we propose metrics to numerically measure the elitism and diversity of solutions, and the optimum order method is applied to identify these solutions with better elitism and diversity metrics. We test the proposed method by some well-known benchmarks and compare its numerical performance with other MOGAs; the result shows that the proposed method is efficient and robust. [ABSTRACT FROM AUTHOR]

A robust fault detection scheme for a class of nonlinear systems with uncertainty is proposed. The proposed approach utilizes robust control theory and parameter optimization algorithm to design the gain matrix of fault tracking approximator (FTA) for fault detection. The gain matrix of FTA is designed to minimize the effects of system uncertainty on residual signals while maximizing the effects of system faults on residual signals. The design of the gain matrix of FTA takes into account the robustness of residual signals to system uncertainty and sensitivity of residual signals to system faults simultaneously, which leads to a multiobjective optimization problem. Then, the detectability of system faults is rigorously analyzed by investigating the threshold of residual signals. Finally, simulation results are provided to show the validity and applicability of the proposed approach. [ABSTRACT FROM AUTHOR]

The accuracy of wind speed forecasting is becoming increasingly important to improve and optimize renewable wind power generation. In particular, reliable short-term wind speed forecasting can enable model predictive control of wind turbines and real-time optimization of wind farm operation. However, due to the strong stochastic nature and dynamic uncertainty of wind speed, the forecasting of wind speed data using different patterns is difficult. This paper proposes a novel combination bias correcting forecasting method, which includes the combination forecasting method and forecasting bias correcting model. The forecasting result shows that the combination bias correcting forecasting method can more accurately forecast the trend of wind speed and has a good robustness. [ABSTRACT FROM AUTHOR]

Wireless sensor network consists of hundreds or thousands of low cost, low power, and self-organizing tiny sensor nodes that are deployed within the sensor network. Sensor network is susceptible to physical attacks due to deprived power and restricted resource capability and is exposed to external environment for transmitting and receiving data. Node capture attack is one of the most menacing attack in the wireless sensor network and may be physically captured by an adversary for extracting confidential information regarding cryptographic keys, node’s unique id, and so forth, from its memory to eliminate the confidentiality and integrity of the wireless links. Node capture attack suffers from severe security breach and tremendous network cost. We propose an empirically designed multiple objectives node capture attack algorithm based on optimization functions as an effective solution against the attacking efficiency of node capture attack. Finding robust assailant optimization-particle swarm optimization and genetic algorithm (FiRAO-PG) consists of multiple objectives: maximum node participation, maximum key participation, and minimum resource expenditure to find optimal nodes using PSO and GA. It will leverage a comprehensive tool to destroy maximum portion of the network realizing cost-effectiveness and higher attacking efficiency. The simulation results manifest that FiRAO-PG can provide higher fraction of compromised traffic than matrix algorithm (MA) so the attacking efficiency of FiRAO-PG is higher. [ABSTRACT FROM AUTHOR]

In dynamic multiobjective optimization problems, the environmental parameters change over time, which makes the true pareto fronts shifted. So far, most works of research on dynamic multiobjective optimization methods have concentrated on detecting the changed environment and triggering the population based optimization methods so as to track the moving pareto fronts over time. Yet, in many real-world applications, it is not necessary to find the optimal nondominant solutions in each dynamic environment. To solve this weakness, a novel method called robust pareto-optimal solution over time is proposed. It is in fact to replace the optimal pareto front at each time-varying moment with the series of robust pareto-optimal solutions. This means that each robust solution can fit for more than one time-varying moment. Two metrics, including the average survival time and average robust generational distance, are present to measure the robustness of the robust pareto solution set. Another contribution is to construct the algorithm framework searching for robust pareto-optimal solutions over time based on the survival time. Experimental results indicate that this definition is a more practical and time-saving method of addressing dynamic multiobjective optimization problems changing over time. [ABSTRACT FROM AUTHOR]

Although the original particle swarm optimizer (PSO) method and its related variant methods show some effectiveness for solving optimization problems, it may easily get trapped into local optimum especially when solving complex multimodal problems. Aiming to solve this issue, this paper puts forward a novel method called parallel and cooperative particle swarm optimizer (PCPSO). In case that the interacting of the elements in D-dimensional function vector X=[x1,x2,…,xd,…,xD] is independent, cooperative particle swarm optimizer (CPSO) is used. Based on this, the PCPSO is presented to solve real problems. Since the dimension cannot be split into several lower dimensional search spaces in real problems because of the interacting of the elements, PCPSO exploits the cooperation of two parallel CPSO algorithms by orthogonal experimental design (OED) learning. Firstly, the CPSO algorithm is used to generate two locally optimal vectors separately; then the OED is used to learn the merits of these two vectors and creates a better combination of them to generate further search. Experimental studies on a set of test functions show that PCPSO exhibits better robustness and converges much closer to the global optimum than several other peer algorithms. [ABSTRACT FROM AUTHOR]

We formulated a solution procedure for vehicle routing problems with uncertainty (VRPU for short) with regard to future demand and transportation cost. Unlike E-SDROA (expectation semideviation robust optimisation approach) for solving the proposed problem, the formulation focuses on robust optimisation considering situations possibly related to bidding and capital budgets. Besides, numerical experiments showed significant increments in the robustness of the solutions without much loss in solution quality. The differences and similarities of the robust optimisation model and existing robust optimisation approaches were also compared. [ABSTRACT FROM AUTHOR]

The problem of robust fault detection filter (FDF) design and optimization is investigated for a class of networked control systems (NCSs) with random delays. The NCSs are modeled as Markovian jump systems (MJSs) by assuming that the random delays obey a Markov chain. Based on the model, an observer-based residual generator is constructed and the corresponding fault detection problem is formulated as an H∞ filtering problem by which the error between the residual signal and the fault is made as small as possible. A sufficient condition for the existence of the desired FDF is derived in terms of linear matrix inequalities (LMIs). Furthermore, to improve the performance of the robust fault detection systems, a time domain optimization approach is proposed. The solution of the optimization problem is given in the form of Moore-Penrose inverse of matrix. A numerical example is provided to illustrate the effectiveness and potential of the proposed approach. [ABSTRACT FROM AUTHOR]

This paper investigates the structural design optimization to cover both the reliability and robustness under uncertainty in design variables. The main objective is to improve the efficiency of the optimization process. To address this problem, a hybrid reliability-based robust design optimization (RRDO) method is proposed. Prior to the design optimization, the Sobol sensitivity analysis is used for selecting key design variables and providing response variance as well, resulting in significantly reduced computational complexity. The single-loop algorithm is employed to guarantee the structural reliability, allowing fast optimization process. In the case of robust design, the weighting factor balances the response performance and variance with respect to the uncertainty in design variables. The main contribution of this paper is that the proposed method applies the RRDO strategy with the usage of global approximation and the Sobol sensitivity analysis, leading to the reduced computational cost. A structural example is given to illustrate the performance of the proposed method. [ABSTRACT FROM AUTHOR]

Assessment of the components of a solution helps provide useful information for an optimization problem. This paper presents a new population-based problem-reduction evolutionary algorithm (PREA) based on the solution components assessment. An individual solution is regarded as being constructed by basic elements, and the concept of acceptability is introduced to evaluate them. The PREA consists of a searching phase and an evaluation phase. The acceptability of basic elements is calculated in the evaluation phase and passed to the searching phase. In the searching phase, for each individual solution, the original optimization problem is reduced to a new smaller-size problem. With the evolution of the algorithm, the number of common basic elements in the population increases until all individual solutions are exactly the same which is supposed to be the near-optimal solution of the optimization problem. The new algorithm is applied to a large variety of capacitated vehicle routing problems (CVRP) with customers up to nearly 500. Experimental results show that the proposed algorithm has the advantages of fast convergence and robustness in solution quality over the comparative algorithms. [ABSTRACT FROM AUTHOR]