Chance Constrained Optimization of Process Systems Under Uncertainty

Chance Constrained Optimization of Process Systems Under Uncertainty PDF Author: Harvey Arellano-Garcia
Publisher:
ISBN:
Category :
Languages : en
Pages : 188

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Chance Constrained Optimization of Process Systems Under Uncertainty

Chance Constrained Optimization of Process Systems Under Uncertainty PDF Author: Harvey Arellano-Garcia
Publisher:
ISBN:
Category :
Languages : en
Pages : 188

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Book Description


Probabilistic and Randomized Methods for Design under Uncertainty

Probabilistic and Randomized Methods for Design under Uncertainty PDF Author: Giuseppe Calafiore
Publisher: Springer Science & Business Media
ISBN: 1846280958
Category : Technology & Engineering
Languages : en
Pages : 454

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Book Description
Probabilistic and Randomized Methods for Design under Uncertainty is a collection of contributions from the world’s leading experts in a fast-emerging branch of control engineering and operations research. The book will be bought by university researchers and lecturers along with graduate students in control engineering and operational research.

12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering

12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering PDF Author:
Publisher: Elsevier
ISBN: 0444634452
Category : Technology & Engineering
Languages : en
Pages : 2667

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Book Description
25th European Symposium on Computer-Aided Process Engineering contains the papers presented at the 12th Process Systems Engineering (PSE) and 25th European Society of Computer Aided Process Engineering (ESCAPE) Joint Event held in Copenhagen, Denmark, 31 May - 4 June 2015. The purpose of these series is to bring together the international community of researchers and engineers who are interested in computing-based methods in process engineering. This conference highlights the contributions of the PSE/CAPE community towards the sustainability of modern society. Contributors from academia and industry establish the core products of PSE/CAPE, define the new and changing scope of our results, and future challenges. Plenary and keynote lectures discuss real-world challenges (globalization, energy, environment, and health) and contribute to discussions on the widening scope of PSE/CAPE versus the consolidation of the core topics of PSE/CAPE. - Highlights how the Process Systems Engineering/Computer-Aided Process Engineering community contributes to the sustainability of modern society - Presents findings and discussions from both the 12th Process Systems Engineering (PSE) and 25th European Society of Computer-Aided Process Engineering (ESCAPE) Events - Establishes the core products of Process Systems Engineering/Computer Aided Process Engineering - Defines the future challenges of the Process Systems Engineering/Computer Aided Process Engineering community

Robust Optimization

Robust Optimization PDF Author: Aharon Ben-Tal
Publisher: Princeton University Press
ISBN: 1400831059
Category : Mathematics
Languages : en
Pages : 565

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Book Description
Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

11th International Symposium on Process Systems Engineering - PSE2012

11th International Symposium on Process Systems Engineering - PSE2012 PDF Author: Iftekhar A Karimi
Publisher: Elsevier
ISBN: 0444595058
Category : Science
Languages : en
Pages : 1804

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Book Description
While the PSE community continues its focus on understanding, synthesizing, modeling, designing, simulating, analyzing, diagnosing, operating, controlling, managing, and optimizing a host of chemical and related industries using the systems approach, the boundaries of PSE research have expanded considerably over the years. While early PSE research was largely concerned with individual units and plants, the current research spans wide ranges of scales in size (molecules to processing units to plants to global multinational enterprises to global supply chain networks; biological cells to ecological webs) and time (instantaneous molecular interactions to months of plant operation to years of strategic planning). The changes and challenges brought about by increasing globalization and the the common global issues of energy, sustainability, and environment provide the motivation for the theme of PSE2012: Process Systems Engineering and Decision Support for the Flat World. Each theme includes an invited chapter based on the plenary presentation by an eminent academic or industrial researcher Reports on the state-of-the-art advances in the various fields of process systems engineering Addresses common global problems and the research being done to solve them

Probabilistic Constrained Optimization

Probabilistic Constrained Optimization PDF Author: Stanislav Uryasev
Publisher: Springer Science & Business Media
ISBN: 1475731507
Category : Mathematics
Languages : en
Pages : 319

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Book Description
Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

Optimization Under Stochastic Uncertainty

Optimization Under Stochastic Uncertainty PDF Author: Kurt Marti
Publisher: Springer Nature
ISBN: 303055662X
Category : Business & Economics
Languages : en
Pages : 390

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Book Description
This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures. Basic types of deterministic substitute problems occurring mostly in practice involve i) minimization of the expected primary costs subject to expected recourse cost constraints (reliability constraints) and remaining deterministic constraints, e.g. box constraints, as well as ii) minimization of the expected total costs (costs of construction, design, recourse costs, etc.) subject to the remaining deterministic constraints. After an introduction into the theory of dynamic control systems with random parameters, the major control laws are described, as open-loop control, closed-loop, feedback control and open-loop feedback control, used for iterative construction of feedback controls. For approximate solution of optimization and control problems with random parameters and involving expected cost/loss-type objective, constraint functions, Taylor expansion procedures, and Homotopy methods are considered, Examples and applications to stochastic optimization of regulators are given. Moreover, for reliability-based analysis and optimal design problems, corresponding optimization-based limit state functions are constructed. Because of the complexity of concrete optimization/control problems and their lack of the mathematical regularity as required of Mathematical Programming (MP) techniques, other optimization techniques, like random search methods (RSM) became increasingly important. Basic results on the convergence and convergence rates of random search methods are presented. Moreover, for the improvement of the – sometimes very low – convergence rate of RSM, search methods based on optimal stochastic decision processes are presented. In order to improve the convergence behavior of RSM, the random search procedure is embedded into a stochastic decision process for an optimal control of the probability distributions of the search variates (mutation random variables).

Introduction to Applied Optimization

Introduction to Applied Optimization PDF Author: Urmila Diwekar
Publisher: Springer Science & Business Media
ISBN: 1475737459
Category : Mathematics
Languages : en
Pages : 342

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Book Description
This text presents a multi-disciplined view of optimization, providing students and researchers with a thorough examination of algorithms, methods, and tools from diverse areas of optimization without introducing excessive theoretical detail. This second edition includes additional topics, including global optimization and a real-world case study using important concepts from each chapter. Introduction to Applied Optimization is intended for advanced undergraduate and graduate students and will benefit scientists from diverse areas, including engineers.

Convex Approximation of Chance Constrained Optimization Problems

Convex Approximation of Chance Constrained Optimization Problems PDF Author: Ashkan Mohammadzadeh Jasour
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
This dissertation concentrates on chance constrained optimization problems and their application in systems and control area. In chance optimization problems, we aim at maximizing the probability of a set defined by polynomial inequalities involving decision and uncertain parameters. These problems are, in general, nonconvex and computationally hard. With the objective of developing systematic numerical procedures to solve such problems, a sequence of convex relaxations based on the theory of measures and moments is provided, whose sequence of optimal values is shown to converge to the optimal valueof the original problem. Indeed, we provide a sequence of semidefinite programs of increasing dimensionwhich can arbitrarily approximate the solution of the original problem. In addition, we apply obtained results on chance optimization problems to challenging problems in the area of systems, control and data science.We consider the problem of probabilistic control of uncertain systems to ensure that the probability of defined failure/success is minimized/maximized. In particular, we consider the probabilistic robust control and chance constrained model predictive control problems. We also use the obtained results to analysis of stochastic and deterministic systems. More precisely, we address the problem of uncertainty set propagation and computing invariant robust set for uncertain systems and problem of computing region of attraction set for deterministic systems. In the problem of uncertainty propagation, we propagate the set of initial sets through uncertain dynamical systems and find the uncertainty set of states of the system for given time step. In the problem of region of attraction and invariant robust set, we aim at finding the largest set of all initial states whose trajectories converge to the origin. Moreover, we present the problem of corrupted and sparse data reconstruction where we want to complete the data with least possible complexity. In this thesis, to be able to efficiently solve the resulting large-scale problems, a first-order augmented Lagrangian algorithm is also implemented. Numerical examples are presented to illustrate the computational performance ofthe proposed approach.

Process Systems Engineering for Pharmaceutical Manufacturing

Process Systems Engineering for Pharmaceutical Manufacturing PDF Author: Ravendra Singh
Publisher: Elsevier
ISBN: 0444639667
Category : Technology & Engineering
Languages : en
Pages : 700

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Book Description
Process Systems Engineering for Pharmaceutical Manufacturing: From Product Design to Enterprise-Wide Decisions, Volume 41, covers the following process systems engineering methods and tools for the modernization of the pharmaceutical industry: computer-aided pharmaceutical product design and pharmaceutical production processes design/synthesis; modeling and simulation of the pharmaceutical processing unit operation, integrated flowsheets and applications for design, analysis, risk assessment, sensitivity analysis, optimization, design space identification and control system design; optimal operation, control and monitoring of pharmaceutical production processes; enterprise-wide optimization and supply chain management for pharmaceutical manufacturing processes. Currently, pharmaceutical companies are going through a paradigm shift, from traditional manufacturing mode to modernized mode, built on cutting edge technology and computer-aided methods and tools. Such shifts can benefit tremendously from the application of methods and tools of process systems engineering. - Introduces Process System Engineering (PSE) methods and tools for discovering, developing and deploying greener, safer, cost-effective and efficient pharmaceutical production processes - Includes a wide spectrum of case studies where different PSE tools and methods are used to improve various pharmaceutical production processes with distinct final products - Examines the future benefits and challenges for applying PSE methods and tools to pharmaceutical manufacturing