To increase the robustness of the optimization solutions of the mixed-flow pump,the impeller was firstly indirectly parameterized based on the 2D blade design theory.Secondly,the robustness of the optimization solutio...To increase the robustness of the optimization solutions of the mixed-flow pump,the impeller was firstly indirectly parameterized based on the 2D blade design theory.Secondly,the robustness of the optimization solution was mathematically defined,and then calculated by Monte Carlo sampling method.Thirdly,the optimization on the mixed-flow pump′s impeller was decomposed into the optimal and robust sub-optimization problems,to maximize the pump head and efficiency and minimize the fluctuation degree of them under varying working conditions at the same time.Fourthly,using response surface model,a surrogate model was established between the optimization objectives and control variables of the shape of the impeller.Finally,based on a multi-objective genetic optimization algorithm,a two-loop iterative optimization process was designed to find the optimal solution with good robustness.Comparing the original and optimized pump,it is found that the internal flow field of the optimized pump has been improved under various operating conditions,the hydraulic performance has been improved consequently,and the range of high efficient zone has also been widened.Besides,with the changing of working conditions,the change trend of the hydraulic performance of the optimized pump becomes gentler,the flow field distribution is more uniform,and the influence degree of the varia-tion of working conditions decreases,and the operating stability of the pump is improved.It is concluded that the robust optimization method proposed in this paper is a reasonable way to optimize the mixed-flow pump,and provides references for optimization problems of other fluid machinery.展开更多
To meet the requirements of modern air combat,an integrated fire/flight control(IFFC)system is designed to achieve automatic precision tracking and aiming for armed helicopters and release the pilot from heavy target ...To meet the requirements of modern air combat,an integrated fire/flight control(IFFC)system is designed to achieve automatic precision tracking and aiming for armed helicopters and release the pilot from heavy target burden.Considering the complex dynamic characteristics and the couplings of armed helicopters,an improved automatic attack system is con-structed to integrate the fire control system with the flight con-trol system into a unit.To obtain the optimal command signals,the algorithm is investigated to solve nonconvex optimization problems by the contracting Broyden Fletcher Goldfarb Shanno(C-BFGS)algorithm combined with the trust region method.To address the uncertainties in the automatic attack system,the memory nominal distribution and Wasserstein distance are introduced to accurately characterize the uncertainties,and the dual solvable problem is analyzed by using the duality the-ory,conjugate function,and dual norm.Simulation results verify the practicality and validity of the proposed method in solving the IFFC problem on the premise of satisfactory aiming accu-racy.展开更多
The Kelly strategy is a common approach in portfolio optimization problems that aims to maximize the expected portfolio growth rate in the long term.Its computation requires complete knowledge of the asset return dist...The Kelly strategy is a common approach in portfolio optimization problems that aims to maximize the expected portfolio growth rate in the long term.Its computation requires complete knowledge of the asset return distribution,which is obviously not observable,but can be inferred from sample data.Motivated by recent developments in data-driven optimization methods,we propose a new class of coherent Wasserstein data-driven Kelly portfolio optimization models.In particular,we establish a class of ambiguity sets based on coherent Wasserstein metrics,and these new metrics can strike a good balance between robustness and data-drivenness,thus providing richer choices for ambiguity set design.The Kelly portfolio optimization model,which is data-driven and based on coherent Wasserstein balls,can be solved efficiently as a finite-dimensional convex program.This model also provides a robust data-driven solution.In addition,we numerically investigate the proposed model and find that it outperforms the type-1 Wasserstein-Kelly portfolio,especially the classical Kelly portfolio.Moreover,it indicates that we can obtain a portfolio with higher final value and stability,especially in controlling volatility and maximum drawdown.展开更多
A new strategy is presented to solve robust multi-physics multi-objective optimization problem known as improved multi-objective collaborative optimization （IMOCO） and its extension improved multi-objective robust c...A new strategy is presented to solve robust multi-physics multi-objective optimization problem known as improved multi-objective collaborative optimization （IMOCO） and its extension improved multi-objective robust collaborative （IMORCO）. In this work, the proposed IMORCO approach combined the IMOCO method, the worst possible point （WPP） constraint cuts and the Genetic algorithm NSGA-II type as an optimizer in order to solve the robust optimization problem of multi-physics of microstructures with uncertainties. The optimization problem is hierarchically decomposed into two levels： a microstructure level, and a disciplines levels, For validation purposes, two examples were selected： a numerical example, and an engineering example of capacitive micro machined ultrasonic transducers （CMUT） type. The obtained results are compared with those obtained from robust non-distributed and distributed optimization approach, non-distributed multi-objective robust optimization （NDMORO） and multi-objective collaborative robust optimization （McRO）, respectively. Results obtained from the application of the IMOCO approach to an optimization problem of a CMUT cell have reduced the CPU time by 44% ensuring a Pareto front close to the reference non-distributed multi-objective optimization （NDMO） approach （mahalanobis distance, D2M =0.9503 and overall spread, So=0.2309）. In addition, the consideration of robustness in IMORCO approach applied to a CMUT cell of optimization problem under interval uncertainty has reduced the CPU time by 23% keeping a robust Pareto front overlaps with that obtained by the robust NDMORO approach （D2M =10.3869 and So=0.0537）.展开更多
Efficient multiple unmanned aerial vehicles(UAVs)path planning is crucial for improving mission completion efficiency in UAV operations.However,during the actual flight of UAVs,the flight time between nodes is always ...Efficient multiple unmanned aerial vehicles(UAVs)path planning is crucial for improving mission completion efficiency in UAV operations.However,during the actual flight of UAVs,the flight time between nodes is always influenced by external factors,making the original path planning solution ineffective.In this paper,the multi-depot multi-UAV path planning problem with uncertain flight time is modeled as a robust optimization model with a budget uncertainty set.Then,the robust optimization model is transformed into a mixed integer linear programming model by the strong duality theorem,which makes the problem easy to solve.To effectively solve large-scale instances,a simulated annealing algorithm with a robust feasibility check(SA-RFC)is developed.The numerical experiment shows that the SA-RFC can find high-quality solutions within a few seconds.Moreover,the effect of the task location distribution,depot counts,and variations in robustness parameters on the robust optimization solution is analyzed by using Monte Carlo experiments.The results demonstrate that the proposed robust model can effectively reduce the risk of the UAV failing to return to the depot without significantly compromising the profit.展开更多
The application of data envelopment analysis （DEA） as a multiple criteria decision making （MCDM） technique has been gaining more and more attention in recent research. In the practice of applying DEA approach, the...The application of data envelopment analysis （DEA） as a multiple criteria decision making （MCDM） technique has been gaining more and more attention in recent research. In the practice of applying DEA approach, the appearance of uncertainties on input and output data of decision making unit （DMU） might make the nominal solution infeasible and lead to the efficiency scores meaningless from practical view. This paper analyzes the impact of data uncertainty on the evaluation results of DEA, and proposes several robust DEA models based on the adaptation of recently developed robust optimization approaches, which would be immune against input and output data uncertainties. The robust DEA models developed are based on input-oriented and outputoriented CCR model, respectively, when the uncertainties appear in output data and input data separately. Furthermore, the robust DEA models could deal with random symmetric uncertainty and unknown-but-bounded uncertainty, in both of which the distributions of the random data entries are permitted to be unknown. The robust DEA models are implemented in a numerical example and the efficiency scores and rankings of these models are compared. The results indicate that the robust DEA approach could be a more reliable method for efficiency evaluation and ranking in MCDM problems.展开更多
To analyze and optimize the weapon system of systems(WSOS)scheduling process,a new method based on robust capabilities for WSOS scheduling optimization is proposed.First,we present an activity network to represent the...To analyze and optimize the weapon system of systems(WSOS)scheduling process,a new method based on robust capabilities for WSOS scheduling optimization is proposed.First,we present an activity network to represent the military mission.The member systems need to be reasonably assigned to perform different activities in the mission.Then we express the problem as a set partitioning formulation with novel columns(activity flows).A heuristic branch-and-price algorithm is designed based on the model of the WSOS scheduling problem(WSOSSP).The algorithm uses the shortest resource-constrained path planning to generate robust activity flows that meet the capability requirements.Finally,we discuss this method in several test cases.The results show that the solution can reduce the makespan of the mission remarkably.展开更多
This paper deals with the optimal robust estimation problem for linear uncertain systems with single delayed measurement.The optimal robust estimator is derived based on the reorganized innovation analysis approach.Th...This paper deals with the optimal robust estimation problem for linear uncertain systems with single delayed measurement.The optimal robust estimator is derived based on the reorganized innovation analysis approach.The calculation of the optimal robust estimator involves solving two Riccati difference equations of the same dimensions as that of the original systems and one Lyapunov equation.A numerical example is given to show the effectiveness of the proposed approach.展开更多
A theoretical study was conducted on finding optimal paths in transportation networks where link travel times were stochastic and time-dependent(STD). The methodology of relative robust optimization was applied as mea...A theoretical study was conducted on finding optimal paths in transportation networks where link travel times were stochastic and time-dependent(STD). The methodology of relative robust optimization was applied as measures for comparing time-varying, random path travel times for a priori optimization. In accordance with the situation in real world, a stochastic consistent condition was provided for the STD networks and under this condition, a mathematical proof was given that the STD robust optimal path problem can be simplified into a minimum problem in specific time-dependent networks. A label setting algorithm was designed and tested to find travelers' robust optimal path in a sampled STD network with computation complexity of O(n2+n·m). The validity of the robust approach and the designed algorithm were confirmed in the computational tests. Compared with conventional probability approach, the proposed approach is simple and efficient, and also has a good application prospect in navigation system.展开更多
基金National Natural Science Foundation of China(51609107)Open Subject of Provincial and Ministerial Discipline Platform of Xihua University(szjj2018-123)。
文摘To increase the robustness of the optimization solutions of the mixed-flow pump,the impeller was firstly indirectly parameterized based on the 2D blade design theory.Secondly,the robustness of the optimization solution was mathematically defined,and then calculated by Monte Carlo sampling method.Thirdly,the optimization on the mixed-flow pump′s impeller was decomposed into the optimal and robust sub-optimization problems,to maximize the pump head and efficiency and minimize the fluctuation degree of them under varying working conditions at the same time.Fourthly,using response surface model,a surrogate model was established between the optimization objectives and control variables of the shape of the impeller.Finally,based on a multi-objective genetic optimization algorithm,a two-loop iterative optimization process was designed to find the optimal solution with good robustness.Comparing the original and optimized pump,it is found that the internal flow field of the optimized pump has been improved under various operating conditions,the hydraulic performance has been improved consequently,and the range of high efficient zone has also been widened.Besides,with the changing of working conditions,the change trend of the hydraulic performance of the optimized pump becomes gentler,the flow field distribution is more uniform,and the influence degree of the varia-tion of working conditions decreases,and the operating stability of the pump is improved.It is concluded that the robust optimization method proposed in this paper is a reasonable way to optimize the mixed-flow pump,and provides references for optimization problems of other fluid machinery.
基金supported by the National Natural Science Foundation of China(62373187)Forward-looking Layout Special Projects(ILA220591A22).
文摘To meet the requirements of modern air combat,an integrated fire/flight control(IFFC)system is designed to achieve automatic precision tracking and aiming for armed helicopters and release the pilot from heavy target burden.Considering the complex dynamic characteristics and the couplings of armed helicopters,an improved automatic attack system is con-structed to integrate the fire control system with the flight con-trol system into a unit.To obtain the optimal command signals,the algorithm is investigated to solve nonconvex optimization problems by the contracting Broyden Fletcher Goldfarb Shanno(C-BFGS)algorithm combined with the trust region method.To address the uncertainties in the automatic attack system,the memory nominal distribution and Wasserstein distance are introduced to accurately characterize the uncertainties,and the dual solvable problem is analyzed by using the duality the-ory,conjugate function,and dual norm.Simulation results verify the practicality and validity of the proposed method in solving the IFFC problem on the premise of satisfactory aiming accu-racy.
基金supported by the National Natural Science Foundation of China(12401625)the China Postdoctoral Science Foundation(2024M753074)+1 种基金the Postdoctoral Fellowship Program of CPSF(GZC20232556)the Fundamental Research Funds for the Central Universities(WK2040000108).
文摘The Kelly strategy is a common approach in portfolio optimization problems that aims to maximize the expected portfolio growth rate in the long term.Its computation requires complete knowledge of the asset return distribution,which is obviously not observable,but can be inferred from sample data.Motivated by recent developments in data-driven optimization methods,we propose a new class of coherent Wasserstein data-driven Kelly portfolio optimization models.In particular,we establish a class of ambiguity sets based on coherent Wasserstein metrics,and these new metrics can strike a good balance between robustness and data-drivenness,thus providing richer choices for ambiguity set design.The Kelly portfolio optimization model,which is data-driven and based on coherent Wasserstein balls,can be solved efficiently as a finite-dimensional convex program.This model also provides a robust data-driven solution.In addition,we numerically investigate the proposed model and find that it outperforms the type-1 Wasserstein-Kelly portfolio,especially the classical Kelly portfolio.Moreover,it indicates that we can obtain a portfolio with higher final value and stability,especially in controlling volatility and maximum drawdown.
文摘A new strategy is presented to solve robust multi-physics multi-objective optimization problem known as improved multi-objective collaborative optimization （IMOCO） and its extension improved multi-objective robust collaborative （IMORCO）. In this work, the proposed IMORCO approach combined the IMOCO method, the worst possible point （WPP） constraint cuts and the Genetic algorithm NSGA-II type as an optimizer in order to solve the robust optimization problem of multi-physics of microstructures with uncertainties. The optimization problem is hierarchically decomposed into two levels： a microstructure level, and a disciplines levels, For validation purposes, two examples were selected： a numerical example, and an engineering example of capacitive micro machined ultrasonic transducers （CMUT） type. The obtained results are compared with those obtained from robust non-distributed and distributed optimization approach, non-distributed multi-objective robust optimization （NDMORO） and multi-objective collaborative robust optimization （McRO）, respectively. Results obtained from the application of the IMOCO approach to an optimization problem of a CMUT cell have reduced the CPU time by 44% ensuring a Pareto front close to the reference non-distributed multi-objective optimization （NDMO） approach （mahalanobis distance, D2M =0.9503 and overall spread, So=0.2309）. In addition, the consideration of robustness in IMORCO approach applied to a CMUT cell of optimization problem under interval uncertainty has reduced the CPU time by 23% keeping a robust Pareto front overlaps with that obtained by the robust NDMORO approach （D2M =10.3869 and So=0.0537）.
基金supported by the National Natural Science Foundation of China(72571094,72271076,71871079)。
文摘Efficient multiple unmanned aerial vehicles(UAVs)path planning is crucial for improving mission completion efficiency in UAV operations.However,during the actual flight of UAVs,the flight time between nodes is always influenced by external factors,making the original path planning solution ineffective.In this paper,the multi-depot multi-UAV path planning problem with uncertain flight time is modeled as a robust optimization model with a budget uncertainty set.Then,the robust optimization model is transformed into a mixed integer linear programming model by the strong duality theorem,which makes the problem easy to solve.To effectively solve large-scale instances,a simulated annealing algorithm with a robust feasibility check(SA-RFC)is developed.The numerical experiment shows that the SA-RFC can find high-quality solutions within a few seconds.Moreover,the effect of the task location distribution,depot counts,and variations in robustness parameters on the robust optimization solution is analyzed by using Monte Carlo experiments.The results demonstrate that the proposed robust model can effectively reduce the risk of the UAV failing to return to the depot without significantly compromising the profit.
文摘The application of data envelopment analysis （DEA） as a multiple criteria decision making （MCDM） technique has been gaining more and more attention in recent research. In the practice of applying DEA approach, the appearance of uncertainties on input and output data of decision making unit （DMU） might make the nominal solution infeasible and lead to the efficiency scores meaningless from practical view. This paper analyzes the impact of data uncertainty on the evaluation results of DEA, and proposes several robust DEA models based on the adaptation of recently developed robust optimization approaches, which would be immune against input and output data uncertainties. The robust DEA models developed are based on input-oriented and outputoriented CCR model, respectively, when the uncertainties appear in output data and input data separately. Furthermore, the robust DEA models could deal with random symmetric uncertainty and unknown-but-bounded uncertainty, in both of which the distributions of the random data entries are permitted to be unknown. The robust DEA models are implemented in a numerical example and the efficiency scores and rankings of these models are compared. The results indicate that the robust DEA approach could be a more reliable method for efficiency evaluation and ranking in MCDM problems.
基金supported by the National Key R&D Program of China(2018YFC0806900)the China Postdoctoral Science Foundation Funded Project(2018M633757)+1 种基金the Primary Research&Development Plan of Jiangsu Province(BE2017616,BE20187540,BE2019762,BE2020729)the Jiangsu Province Postdoctoral Science Foundation Funded Project(2019K185).
文摘To analyze and optimize the weapon system of systems(WSOS)scheduling process,a new method based on robust capabilities for WSOS scheduling optimization is proposed.First,we present an activity network to represent the military mission.The member systems need to be reasonably assigned to perform different activities in the mission.Then we express the problem as a set partitioning formulation with novel columns(activity flows).A heuristic branch-and-price algorithm is designed based on the model of the WSOS scheduling problem(WSOSSP).The algorithm uses the shortest resource-constrained path planning to generate robust activity flows that meet the capability requirements.Finally,we discuss this method in several test cases.The results show that the solution can reduce the makespan of the mission remarkably.
基金Supported by National Natural Science Foundation of China(60574016)
文摘This paper deals with the optimal robust estimation problem for linear uncertain systems with single delayed measurement.The optimal robust estimator is derived based on the reorganized innovation analysis approach.The calculation of the optimal robust estimator involves solving two Riccati difference equations of the same dimensions as that of the original systems and one Lyapunov equation.A numerical example is given to show the effectiveness of the proposed approach.
基金Project(71001079)supported by the National Natural Science Foundation of China
文摘A theoretical study was conducted on finding optimal paths in transportation networks where link travel times were stochastic and time-dependent(STD). The methodology of relative robust optimization was applied as measures for comparing time-varying, random path travel times for a priori optimization. In accordance with the situation in real world, a stochastic consistent condition was provided for the STD networks and under this condition, a mathematical proof was given that the STD robust optimal path problem can be simplified into a minimum problem in specific time-dependent networks. A label setting algorithm was designed and tested to find travelers' robust optimal path in a sampled STD network with computation complexity of O(n2+n·m). The validity of the robust approach and the designed algorithm were confirmed in the computational tests. Compared with conventional probability approach, the proposed approach is simple and efficient, and also has a good application prospect in navigation system.
