A distributionally robust optimization approach for surgery block allocation

2019 ◽  
Vol 273 (2) ◽  
pp. 740-753 ◽  
Author(s):  
Yu Wang ◽  
Yu Zhang ◽  
Jiafu Tang
Keyword(s):  
Robust Optimization ◽  
Optimization Approach ◽  
Distributionally Robust Optimization ◽  
Distributionally Robust

STOCHASTIC MODEL PREDICTIVE CONTROL FOR SPACECRAFT RENDEZVOUS AND DOCKING VIA A DISTRIBUTIONALLY ROBUST OPTIMIZATION APPROACH

2021 ◽  
pp. 1-19
Author(s):  
ZUOXUN LI ◽  
KAI ZHANG
Keyword(s):  
Model Predictive Control ◽  
Stochastic Model ◽  
Robust Optimization ◽  
Predictive Control ◽  
Attitude Control ◽  
Optimization Approach ◽  
Distributionally Robust Optimization ◽  
Distributionally Robust ◽  
Stochastic Model Predictive Control ◽  
Rendezvous And Docking

Abstract A stochastic model predictive control (SMPC) algorithm is developed to solve the problem of three-dimensional spacecraft rendezvous and docking with unbounded disturbance. In particular, we only assume that the mean and variance information of the disturbance is available. In other words, the probability density function of the disturbance distribution is not fully known. Obstacle avoidance is considered during the rendezvous phase. Line-of-sight cone, attitude control bandwidth, and thrust direction constraints are considered during the docking phase. A distributionally robust optimization based algorithm is then proposed by reformulating the SMPC problem into a convex optimization problem. Numerical examples show that the proposed method improves the existing model predictive control based strategy and the robust model predictive control based strategy in the presence of disturbance.

scholarly journals Conic reformulations for Kullback-Leibler divergence constrained distributionally robust optimization and applications

2021 ◽  
Vol 11 (2) ◽  
pp. 139-151
Author(s):  
Burak Kocuk
Keyword(s):  
Robust Optimization ◽  
Optimization Problem ◽  
Optimization Problems ◽  
Empirical Distribution ◽  
Computational Study ◽  
Facility Location Problem ◽  
Optimization Approach ◽  
Distributionally Robust Optimization ◽  
Leibler Divergence ◽  
Distributionally Robust

In this paper, we consider a Kullback-Leibler divergence constrained distributionally robust optimization model. This model considers an ambiguity set that consists of all distributions whose Kullback-Leibler divergence to an empirical distribution is bounded. Utilizing the fact that this divergence measure has an exponential cone representation, we obtain the robust counterpart of the Kullback-Leibler divergence constrained distributionally robust optimization problem as a dual exponential cone constrained program under mild assumptions on the underlying optimization problem. The resulting conic reformulation of the original optimization problem can be directly solved by a commercial conic programming solver. We specialize our generic formulation to two classical optimization problems, namely, the Newsvendor Problem and the Uncapacitated Facility Location Problem. Our computational study in an out-of-sample analysis shows that the solutions obtained via the distributionally robust optimization approach yield significantly better performance in terms of the dispersion of the cost realizations while the central tendency deteriorates only slightly compared to the solutions obtained by stochastic programming.

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