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As more and more variable resources and demand response resources being integrated in the electric grid, the grid operation is experiencing increasing level of uncertainties. The decision making process under such environment becomes more challenging. This paper investigates the current risk management practices and proposes a risk management framework for the future grid operation. Under this framework,...
Amazon Elastic Compute Cloud (EC2) provides a cloud computing service by renting out computational resources to customers (i.e., cloud users). The customers can dynamically provision virtual servers (i.e., computing instances) in EC2, and then the customers are charged by Amazon on a pay-per-use basis. EC2 offers three options to provision virtual servers, i.e., on-demand, reservation, and spot options...
In the evacuation problem, departure time, route, and destination instructions are optimized to increase the effectiveness of the evacuation (i.e., more arrivals at the destinations). In literature, evacuation instructions are mostly optimized for a problem without uncertainty (the so-called nominal problem): one specific scenario regarding the system, the hazard and the evacuees is assumed. In this...
Traditional road supply models assume full knowledge of the inverse demand function, such that the supply-demand equilibrium point can be easily obtained. However, in practice, it is often difficult to completely characterize the inverse demand function, especially for a congested road. In this paper, we study the traffic volume estimating problem for a congested road with partial information about...
Cloud providers can offer cloud consumers two plans to provision resources, namely reservation and on-demand plans. With the reservation plan, the consumer can reduce the total resource provisioning cost. However, this resource provisioning is challenging due to the uncertainty. For example, consumers' demand and providers' resource prices can be fluctuated. Moreover, inefficiency of resource provisioning...
This paper considers two topics in mechanism design: fragility of optimal auctions and computationally constructive procedures for dynamic mechanisms. The first part of the paper considers the well studied topic in mechanism design of optimal auctions, i.e., auctions that produce maximal revenue. The design of an optimal auction in a general setting requires the principal to have complete knowledge...
Signal Integrity (SI) and Power Integrity (PI) are the most critical issues for higher operational speeds in semiconductor industry. This work identifies and optimizes the parameters of board, package and termination environment, influencing the signal integrity and power integrity of serial link. System level model has been created for USB HSLINK taking into account the external parameters like board,...
In this paper, we establish a resilient supply chain system with one manufacturer and multi-supplier in the uncertain environment. We formulate the robust stochastic optimization models based on multi-sourcing strategies under the consideration of sources substitutability. Using robust optimization method we analyze the Stackelberg game, in which the manufacturer acting as the leader and the suppliers...
Although genetic-algorithm (GA) based inverse scattering algorithms are powerful and robust optimization techniques because of their independence of the initial guess and their few constrains on the solution domain, their main drawback is their overall run time which can easily become unacceptable. Many techniques have been proposed to overcome this problem. One of the promising techniques is to parallelize...
This paper discusses the capacitated hub and spoke airline network design problem. Against the uncertainty of cost and traffic, a mathematical model is established using robust optimization method. In view of the characteristic of robust solution as well as the question complexity, an ant colony algorithm with human study behavior (HACA) was put forward. Finally, the algorithm is tested by an example.
We propose a scheme for maintaining the requested SIR of each user under uncertainty of system parameters in the power control of interference limited wireless networks. In doing so, we keep the outage probability of users below their predefined threshold with minimal power consumption. To reduce the complexity, we apply the notion of chance constraint robust optimization to the outage probability...
Motivated by data-driven decision making and sampling problems, we investigate probabilistic interpretations of Robust Optimization (RO). We establish a connection between RO and Distributionally Robust Stochastic Programming (DRSP), showing that the solution to any RO problem is also a solution to a DRSP problem. Specifically, we consider the case where multiple uncertain parameters belong to the...
Airline seat allocation problem has been studied by many researchers. In this paper, we develop an airline seat allocation model with multiple bookings considering the uncertain passenger demand. Using the idea of robust optimization, we assume that the probability of every booking request from a certain fare class distributing in a symmetrical interval. And the total deviation of booking requests...
Automotive steering mechanism is designed applying a theoretical method of robust optimization. A math modal on steering mechanism with clearances based on robust optimization is established. The movement precision in fourteen positions of steering mechanism during steering course is chosen as objective function. Distance between kingpins, axle-base, the bottom angle of trapezoid mechanism and the...
The design of telecommunication network concerns the selection of arcs in a graph with involved cost as low as possible, but satisfies constraints such as point-to-point demands routed across the network, arc capacity, hop constraints and so on. Such a design must allocate enough flows and diverse routing paths through the network to ensure that feasible information flows continue to exist, even when...
Multiobjective optimization has been applied to the problem of optimal energy management in power distribution systems. Future distribution systems with increased deployment of distributed energy storage devices and distributed energy resources are being designed under the aegis of a number of sectors of the power engineering community. This includes the National Science Foundation supported Future...
Robust wideband beamforming with a real-time array testbed will be studied in this paper. For the practical consideration of uncertainty, channel impulse responses or channel transform functions of RF chains can not be obtained exactly due to the limitation of sounding and calibration procedure. Thus robust optimization will be applied to wideband beamforming. It is assumed that the uncertainty will...
In the past decades, the main focus of optimization studies including multi-objective optimization was placed on finding the global optimum or Pareto-optimal solutions. However, in practical engineering, users may not always be interested in finding the so-called global best solutions, particularly when these Pareto-optimal solutions are quite sensitive to the variable perturbations, which cannot...
A feedback procedure is introduced to the robust berth allocation problem with stochastic vessel delays. This procedure emphasizes the interrelationship between the planning stage and the real-time stage, and employs the cost of schedule changes in the real-time stage to instruct time buffer adjustment for each vessel. Experimental results show that this procedure performs well in different vessel...
To minimize the total workload delayed in the terminal yard, an integrated model of yard space allocation and crane scheduling is proposed. To deal with the uncertainty in pick-up process of import containers, a robust optimization model is suggested to simultaneously determine the storage locations of import containers and the routes of yard crane movements. A Lagrange relaxation algorithm and a...
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