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dc.contributor.authorZhang, Qi
dc.contributor.authorGrossmann, Ignacio E.
dc.contributor.authorLima, Ricardo
dc.date.accessioned2017-01-01T13:44:45Z
dc.date.available2017-01-01T13:44:45Z
dc.date.issued2016-05-31
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.
dc.identifier.issn0001-1541
dc.identifier.doi10.1002/aic.15221
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, 2016
dc.description.sponsorshipThe authors gratefully acknowledge the financial support from the National Science Foundation under Grant No. 1159443.
dc.publisherWiley
dc.relation.urlhttp://onlinelibrary.wiley.com/doi/10.1002/aic.15221/full
dc.subjectflexibility analysis
dc.subjectrobust optimization
dc.subjectoptimization under uncertainty
dc.titleOn the relation between flexibility analysis and robust optimization for linear systems
dc.typeArticle
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.identifier.journalAIChE Journal
dc.contributor.institutionCenter for Advanced Process Decision-making, Dept. of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA 15213
kaust.personLima, Ricardo
dc.date.published-online2016-05-31
dc.date.published-print2016-09


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