scholarly journals A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming

2018 ◽  
Vol 15 (1) ◽  
pp. 111-134 ◽  
Author(s):  
Guanglin Xu ◽  
Samuel Burer
Keyword(s):  
Linear Programming ◽  
Data Driven ◽  
Optimal Value ◽  
Distributionally Robust

scholarly journals Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization

2021 ◽  
Author(s):  
Yoshihiro Kanno
Keyword(s):  
Design Optimization ◽  
Optimization Problem ◽  
Structural Reliability ◽  
Reliability Based Design Optimization ◽  
Input Distribution ◽  
Reliability Based Design ◽  
Optimal Value ◽  
Reliability Constraint ◽  
Distributionally Robust ◽  
Robust Reliability

AbstractThis study considers structural optimization under a reliability constraint, in which the input distribution is only partially known. Specifically, when it is only known that the expected value vector and the variance-covariance matrix of the input distribution belong to a given convex set, it is required that the failure probability of a structure should be no greater than a specified target value for any realization of the input distribution. We demonstrate that this distributionally-robust reliability constraint can be reduced equivalently to deterministic constraints. By using this reduction, we can handle a reliability-based design optimization problem under the distributionally-robust reliability constraint within the framework of deterministic optimization; in particular, nonlinear semidefinite programming. Two numerical examples are solved to demonstrate the relation between the optimal value and either the target reliability or the uncertainty magnitude.

scholarly journals Data-Driven Distributionally Robust Chance-Constrained Unit Commitment With Uncertain Wind Power

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 135087-135098 ◽  
Author(s):  
Zhichao Shi ◽  
Hao Liang ◽  
Venkata Dinavahi
Keyword(s):  
Wind Power ◽  
Unit Commitment ◽  
Data Driven ◽  
Distributionally Robust
Sign in / Sign up

Export Citation Format

Share Document