A new probabilistic robust optimization method

Hong Yue; Weisun Jiang

doi:10.1109/ICSMC.1996.565493

A new probabilistic robust optimization method

Hong Yue, Weisun Jiang

Electronic And Electrical Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution book

Abstract

Within the framework of probabilistic description, the probabilistic robust optimization(PRO) method has been developed for parametric uncertain systems by replacing the conventional hard bounds with the soft bounds. The parameter space has been regarded as an entirety with probabilistic weighted performances as the optimization performance. Simulation results demonstrate the advantage of the new method over the conventional approaches as it takes all parametric perturbations into account.

Original language	English
Title of host publication	Information Intelligence and Systems
Place of Publication	Beijing
Pages	2205-2209
Number of pages	6
DOIs	https://doi.org/10.1109/ICSMC.1996.565493
Publication status	Published - 1996
Event	IEEE International Conference on Systems, Man and Cybernetics - Beijing, China Duration: 14 Oct 1996 → 17 Oct 1996

Conference

Conference	IEEE International Conference on Systems, Man and Cybernetics
Country	China
City	Beijing
Period	14/10/96 → 17/10/96

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Keywords

performance trade-offs
probabilistic robust optimization (PRO)
soft-bound description
parametric uncertainty
probabilistic weighting

Cite this

Yue, H., & Jiang, W. (1996). A new probabilistic robust optimization method. In Information Intelligence and Systems (pp. 2205-2209). Beijing. https://doi.org/10.1109/ICSMC.1996.565493

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abstract = "Within the framework of probabilistic description, the probabilistic robust optimization(PRO) method has been developed for parametric uncertain systems by replacing the conventional hard bounds with the soft bounds. The parameter space has been regarded as an entirety with probabilistic weighted performances as the optimization performance. Simulation results demonstrate the advantage of the new method over the conventional approaches as it takes all parametric perturbations into account.",

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KW - soft-bound description

KW - parametric uncertainty

KW - probabilistic weighting

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DO - 10.1109/ICSMC.1996.565493

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Access to Document

10.1109/ICSMC.1996.565493