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

Keywords

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

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10.1109/ICSMC.1996.565493

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@inproceedings{89a37588b9c647299f49beba6945bb7a,

title = "A new probabilistic robust optimization method",

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.",

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

author = "Hong Yue and Weisun Jiang",

year = "1996",

doi = "10.1109/ICSMC.1996.565493",

language = "English",

isbn = "7800033813",

pages = "2205--2209",

booktitle = "Information Intelligence and Systems",

note = "IEEE International Conference on Systems, Man and Cybernetics ; Conference date: 14-10-1996 Through 17-10-1996",

}

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T1 - A new probabilistic robust optimization method

AU - Yue, Hong

AU - Jiang, Weisun

PY - 1996

Y1 - 1996

N2 - 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.

AB - 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.

KW - performance trade-offs

KW - probabilistic robust optimization (PRO)

KW - soft-bound description

KW - parametric uncertainty

KW - probabilistic weighting

U2 - 10.1109/ICSMC.1996.565493

DO - 10.1109/ICSMC.1996.565493

M3 - Conference contribution book

SN - 7800033813

SP - 2205

EP - 2209

BT - Information Intelligence and Systems

CY - Beijing

T2 - IEEE International Conference on Systems, Man and Cybernetics

Y2 - 14 October 1996 through 17 October 1996

ER -

A new probabilistic robust optimization method

Abstract

Conference

Keywords

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