数学优化
稳健优化
计算机科学
优化测试函数
凸优化
最优化问题
正多边形
数学
稳健性(进化)
多群优化
几何学
生物化学
基因
化学
作者
Eliot Rudnick-Cohen,Jeffrey W. Herrmann,Shapour Azarm
摘要
Abstract Feasibility robust optimization techniques solve optimization problems with uncertain parameters that appear only in their constraint functions. Solving such problems requires finding an optimal solution that is feasible for all realizations of the uncertain parameters. This paper presents a new feasibility robust optimization approach involving uncertain parameters defined on continuous domains. The proposed approach is based on an integration of two techniques: (i) a sampling-based scenario generation scheme and (ii) a local robust optimization approach. An analysis of the computational cost of this integrated approach is performed to provide worst-case bounds on its computational cost. The proposed approach is applied to several non-convex engineering test problems and compared against two existing robust optimization approaches. The results show that the proposed approach can efficiently find a robust optimal solution across the test problems, even when existing methods for non-convex robust optimization are unable to find a robust optimal solution. A scalable test problem is solved by the approach, demonstrating that its computational cost scales with problem size as predicted by an analysis of the worst-case computational cost bounds.
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