On the relation between flexibility analysis and robust optimization for linear systems

Handle URI:
http://hdl.handle.net/10754/622123
Title:
On the relation between flexibility analysis and robust optimization for linear systems
Authors:
Zhang, Qi; Grossmann, Ignacio E.; Lima, Ricardo ( 0000-0002-5735-6089 )
Abstract:
Flexibility analysis and robust optimization are two approaches to solving optimization problems under uncertainty that share some fundamental concepts, such as the use of polyhedral uncertainty sets and the worst-case approach to guarantee feasibility. The connection between these two approaches has not been sufficiently acknowledged and examined in the literature. In this context, the contributions of this work are fourfold: (1) a comparison between flexibility analysis and robust optimization from a historical perspective is presented; (2) for linear systems, new formulations for the three classical flexibility analysis problems—flexibility test, flexibility index, and design under uncertainty—based on duality theory and the affinely adjustable robust optimization (AARO) approach are proposed; (3) the AARO approach is shown to be generally more restrictive such that it may lead to overly conservative solutions; (4) numerical examples show the improved computational performance from the proposed formulations compared to the traditional flexibility analysis models. © 2016 American Institute of Chemical Engineers AIChE J, 62: 3109–3123, 2016
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Zhang Q, Grossmann IE, Lima RM (2016) On the relation between flexibility analysis and robust optimization for linear systems. AIChE Journal 62: 3109–3123. Available: http://dx.doi.org/10.1002/aic.15221.
Publisher:
Wiley-Blackwell
Journal:
AIChE Journal
Issue Date:
5-Mar-2016
DOI:
10.1002/aic.15221
Type:
Article
ISSN:
0001-1541
Sponsors:
The authors gratefully acknowledge the financial support from the National Science Foundation under Grant No. 1159443.
Additional Links:
http://onlinelibrary.wiley.com/doi/10.1002/aic.15221/full
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorZhang, Qien
dc.contributor.authorGrossmann, Ignacio E.en
dc.contributor.authorLima, Ricardoen
dc.date.accessioned2017-01-01T13:44:45Z-
dc.date.available2017-01-01T13:44:45Z-
dc.date.issued2016-03-05en
dc.identifier.citationZhang Q, Grossmann IE, Lima RM (2016) On the relation between flexibility analysis and robust optimization for linear systems. AIChE Journal 62: 3109–3123. Available: http://dx.doi.org/10.1002/aic.15221.en
dc.identifier.issn0001-1541en
dc.identifier.doi10.1002/aic.15221en
dc.identifier.urihttp://hdl.handle.net/10754/622123-
dc.description.abstractFlexibility analysis and robust optimization are two approaches to solving optimization problems under uncertainty that share some fundamental concepts, such as the use of polyhedral uncertainty sets and the worst-case approach to guarantee feasibility. The connection between these two approaches has not been sufficiently acknowledged and examined in the literature. In this context, the contributions of this work are fourfold: (1) a comparison between flexibility analysis and robust optimization from a historical perspective is presented; (2) for linear systems, new formulations for the three classical flexibility analysis problems—flexibility test, flexibility index, and design under uncertainty—based on duality theory and the affinely adjustable robust optimization (AARO) approach are proposed; (3) the AARO approach is shown to be generally more restrictive such that it may lead to overly conservative solutions; (4) numerical examples show the improved computational performance from the proposed formulations compared to the traditional flexibility analysis models. © 2016 American Institute of Chemical Engineers AIChE J, 62: 3109–3123, 2016en
dc.description.sponsorshipThe authors gratefully acknowledge the financial support from the National Science Foundation under Grant No. 1159443.en
dc.publisherWiley-Blackwellen
dc.relation.urlhttp://onlinelibrary.wiley.com/doi/10.1002/aic.15221/fullen
dc.subjectflexibility analysisen
dc.subjectrobust optimizationen
dc.subjectoptimization under uncertaintyen
dc.titleOn the relation between flexibility analysis and robust optimization for linear systemsen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalAIChE Journalen
dc.contributor.institutionCenter for Advanced Process Decision-making, Dept. of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213en
kaust.authorLima, Ricardoen
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