Approach to robust multi-objective optimization and probabilistic analysis
The ROPAR algorithm
O.O. Marquez Calvo (IHE Delft Institute for Water Education, TU Delft - Water Resources)
DP Solomatine (TU Delft - Water Resources, Water Problems Institute of Russian Academy of Sciences, IHE Delft Institute for Water Education)
More Info
expand_more
Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.
Abstract
This paper considers the problem of robust optimization, and presents the technique called Robust Optimization and Probabilistic Analysis of Robustness (ROPAR). It has been developed for finding robust optimum solutions of a particular class in model-based multi-objective optimization (MOO) problems (i.e. when the objective function is not known analytically), where some of the parameters or inputs to this model are assumed to be uncertain. A Monte Carlo simulation framework is used. It can be straightforwardly implemented in a distributed computing environment which allows the results to be obtained relatively fast. The technique is exemplified in the two case studies: (a) a benchmark problem commonly used to test MOO algorithms (a version of the ZDT1 function); and (b) a design problem of a simple storm drainage system, where the uncertainty is associated with design rainfall events. It is shown that the design found by ROPAR can adequately cope with these uncertainties. The approach can be useful for assisting in a wide range of risk-based decisions.
help_outline