Introduction to evidence-based robust optimisation

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter introduces the concept of Evidence-Based Robust Optimi- sation (EBRO) and a few computational methods that allow calculating a robust solution when uncertainty is modelled with Dempsters-Shafer Theory of evidence (DST). The chapter provides basic elements of DST and the framework in which DST can be introduced in the robust optimisation of engineering systems. The main interest is in using DST to quantify extreme cases of epistemic uncertainty. EBRO inserts DST within an optimisation loop to generate a solution that maximises a given performance index (the quantity of interest) and the belief in its value at the same time. The chapter introduces also a decomposition approach that allows one to calculate an approximation to Belief and Plausibility in polynomial time.
Original languageEnglish
Title of host publicationOptimization Under Uncertainty with Applications to Aerospace Engineering
EditorsMassimiliano Vasile
Place of PublicationCham, Switzerland
PublisherSpringer
Pages541-573
Number of pages33
ISBN (Electronic)978-3-030-60166-9
ISBN (Print)978-3-030-60165-2
DOIs
Publication statusPublished - 24 Feb 2021

Keywords

  • robust optimisation
  • epistemic uncertainty
  • evidence theory
  • network model
  • efficient approximation

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