• Journal of Magnetics
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• v.19 no.4
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• pp.385-392
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• 2014

Uncertainties in loads, materials and manufacturing quality must be considered during electromagnetic devices design. This paper presents an effective methodology for robust optimization design based on the variance decomposition in order to keep higher accuracy of the robustness prediction. Sobol' theory is employed to estimate the response variance under some specific tolerance in design variables. Then, an optimal design is obtained by adding a criterion of response variance upon typical optimization problems as a constraint of the optimization. The main contribution of this paper is that the proposed method applies the variance decomposition to obtain a more accurate variance of the response, as well save the computational cost. The performance and robustness of the proposed algorithms are investigated through a numerical experiment with both an analytic function and the TEAM 22 problem.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.9
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• pp.1437-1443
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• 2003

Most optimization problems do not consider tolerance of design variables and design parameters. Ignorance of these tolerances may not fit for the practical problems and can lead to an unexpected conclusion. That is why we suggest robust optimization considering tolerances in both design variables and problem parameters. Using robust optimization, we designed minimum weight annular finned heat transfer tube subject to constraints on limitation of pressure difference and minimum value of total heat transfer. Consequently, robust optimization satisfies tolerance considered practical problems.

• East Asian mathematical journal
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• v.35 no.3
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• pp.289-296
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• 2019

We establish necessary and sufficient optimality conditions for a nonsmooth fractional robust optimization programming problems. Moreover, we prove the weak and strong duality theorems under (V, ${\rho}$)-invexity assumption.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.14 no.9 s.90
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• pp.827-836
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• 2004

In this paper, we design a robust multi-objective track-following controller that satisfies transient response specifications and diminishes the influence of sinusoidal disturbance. To this end, a robust control problem with the multiple constraints is considered. We show that a sufficient condition satisfying the robust control problem can be expressed by linear matrix inequalities. Finally, the robust track-following controller can be designed by solving an LMI optimization problem. The effectiveness of the proposed controller design method is verified though experiments.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.8
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• pp.2840-2853
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• 2015

A major challenge in network service providers is to provide adequate resources in service level agreements based on forecasts of future demands. In this paper, we address the problem of capacity provisioning in a network subject to demand uncertainty such that a network coded multicast is applied as the data delivery mechanism with limited budget to purchase extra capacity. We address some particular type of uncertainty sets that obtain a tractable constrained capacity provisioning problem. For this reason, we first formulate a mathematical model for the problem under uncertain demand. Then, a robust optimization model is proposed for the problem to optimize the worst-case system performance. The robustness and effectiveness of the developed model are demonstrated by numerical results. The robust solution achieves more than 10% reduction and is better than the deterministic solution in the worst case.

• Journal of Electrical Engineering and Technology
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• v.12 no.4
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• pp.1348-1356
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• 2017

Integration of wind generators with the conventional power plants will raise operational challenges to the electric power utilities due to the uncertainty of wind availability. Thus, the Generation Scheduling (GS) among the online generating units has become crucial. This process can be formulated mathematically as an optimization problem. The GS problem of wind integrated power system is inherently complex because the formulation involves non-linear operational characteristics of generating units, system and operational constraints. As the robust tool is viable to address the chosen problem, the modern bio-inspired algorithm namely, Grey Wolf Optimization (GWO) algorithm is chosen as the main optimization tool. The intended algorithm is implemented on the standard test systems and the attained numerical results are compared with the earlier reports. The comparison clearly indicates the intended tool is robust and a promising alternative for solving GS problems.

• Management Science and Financial Engineering
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• v.20 no.2
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• pp.1-5
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• 2014

The robust inventory control problem was proposed and solved by Bertsimas and Thiele (2006). Their results are very interesting in that the problem can be solved easily and also the solution possesses nice properties of those found in the traditional stochastic inventory control problem. However, their formulation is shown to be incorrect, which invalidates all of the results given there. In this paper, we propose an alternative formulation of the problem which uses a different but practically applicable uncertainty set. Under the newly proposed model, all of the useful properties given in Bertsimas and Thiele (2006) will be shown to be valid.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.3
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• pp.433-438
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• 2014

A semi-infinite optimization problem involving a quasi-convex objective function and infinitely many convex constraint functions with data uncertainty is considered. A surrogate duality theorem for the semi-infinite optimization problem is given under a closed and convex cone constraint qualification.

• Journal of Mechanical Science and Technology
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• v.20 no.10
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• pp.1662-1669
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• 2006

Since randomness and uncertainties of design parameters are inherent, the robust design has gained an ever increasing importance in mechanical engineering. The robustness is assessed by the measure of performance variability around mean value, which is called as standard deviation. Hence, constraints in robust optimization problem can be approached as probability constraints in reliability based optimization. Then, the FOSM (first order second moment) method or the AFOSM (advanced first order second moment) method can be used to calculate the mean values and the standard deviations of functions describing constraints and object. Among two methods, AFOSM method has some advantage over FOSM method in evaluation of probability. Nevertheless, it is difficult to obtain the mean value and the standard deviation of objective function using AFOSM method, because it requires that the mean value of function is always positive. This paper presented a special technique to overcome this weakness of AFOSM method. The mean value and the standard deviation of objective function by the proposed method are reliable as shown in examples compared with results by FOSM method.

• East Asian mathematical journal
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• v.32 no.5
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• pp.635-639
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• 2016

In this paper, we prove a sufficient optimality theorems for the problem(FP) under(V, ${\rho}$)-invexity assumption. And we give Mond-Weir type dual problem and proved weak and strong duality theorem under (V, ${\rho}$)-invexity