56,634 research outputs found
Optimal management of bio-based energy supply chains under parametric uncertainty through a data-driven decision-support framework
This paper addresses the optimal management of a multi-objective bio-based energy supply chain network subjected to multiple sources of uncertainty. The complexity to obtain an optimal solution using traditional uncertainty management methods dramatically increases with the number of uncertain factors considered. Such a complexity produces that, if tractable, the problem is solved after a large computational effort. Therefore, in this work a data-driven decision-making framework is proposed to address this issue. Such a framework exploits machine learning techniques to efficiently approximate the optimal management decisions considering a set of uncertain parameters that continuously influence the process behavior as an input. A design of computer experiments technique is used in order to combine these parameters and produce a matrix of representative information. These data are used to optimize the deterministic multi-objective bio-based energy network problem through conventional optimization methods, leading to a detailed (but elementary) map of the optimal management decisions based on the uncertain parameters. Afterwards, the detailed data-driven relations are described/identified using an Ordinary Kriging meta-model. The result exhibits a very high accuracy of the parametric meta-models for predicting the optimal decision variables in comparison with the traditional stochastic approach. Besides, and more importantly, a dramatic reduction of the computational effort required to obtain these optimal values in response to the change of the uncertain parameters is achieved. Thus the use of the proposed data-driven decision tool promotes a time-effective optimal decision making, which represents a step forward to use data-driven strategy in large-scale/complex industrial problems.Peer ReviewedPostprint (published version
A scenario approach for non-convex control design
Randomized optimization is an established tool for control design with
modulated robustness. While for uncertain convex programs there exist
randomized approaches with efficient sampling, this is not the case for
non-convex problems. Approaches based on statistical learning theory are
applicable to non-convex problems, but they usually are conservative in terms
of performance and require high sample complexity to achieve the desired
probabilistic guarantees. In this paper, we derive a novel scenario approach
for a wide class of random non-convex programs, with a sample complexity
similar to that of uncertain convex programs and with probabilistic guarantees
that hold not only for the optimal solution of the scenario program, but for
all feasible solutions inside a set of a-priori chosen complexity. We also
address measure-theoretic issues for uncertain convex and non-convex programs.
Among the family of non-convex control- design problems that can be addressed
via randomization, we apply our scenario approach to randomized Model
Predictive Control for chance-constrained nonlinear control-affine systems.Comment: Submitted to IEEE Transactions on Automatic Contro
The robust single machine scheduling problem with uncertain release and processing times
In this work, we study the single machine scheduling problem with uncertain
release times and processing times of jobs. We adopt a robust scheduling
approach, in which the measure of robustness to be minimized for a given
sequence of jobs is the worst-case objective function value from the set of all
possible realizations of release and processing times. The objective function
value is the total flow time of all jobs. We discuss some important properties
of robust schedules for zero and non-zero release times, and illustrate the
added complexity in robust scheduling given non-zero release times. We propose
heuristics based on variable neighborhood search and iterated local search to
solve the problem and generate robust schedules. The algorithms are tested and
their solution performance is compared with optimal solutions or lower bounds
through numerical experiments based on synthetic data
On Probabilistic Certification of Combined Cancer Therapies Using Strongly Uncertain Models
This paper proposes a general framework for probabilistic certification of
cancer therapies. The certification is defined in terms of two key issues which
are the tumor contraction and the lower admissible bound on the circulating
lymphocytes which is viewed as indicator of the patient health. The
certification is viewed as the ability to guarantee with a predefined high
probability the success of the therapy over a finite horizon despite of the
unavoidable high uncertainties affecting the dynamic model that is used to
compute the optimal scheduling of drugs injection. The certification paradigm
can be viewed as a tool for tuning the treatment parameters and protocols as
well as for getting a rational use of limited or expensive drugs. The proposed
framework is illustrated using the specific problem of combined
immunotherapy/chemotherapy of cancer.Comment: Submitted to Journal of theoretical Biolog
Ambulance Emergency Response Optimization in Developing Countries
The lack of emergency medical transportation is viewed as the main barrier to
the access of emergency medical care in low and middle-income countries
(LMICs). In this paper, we present a robust optimization approach to optimize
both the location and routing of emergency response vehicles, accounting for
uncertainty in travel times and spatial demand characteristic of LMICs. We
traveled to Dhaka, Bangladesh, the sixth largest and third most densely
populated city in the world, to conduct field research resulting in the
collection of two unique datasets that inform our approach. This data is
leveraged to develop machine learning methodologies to estimate demand for
emergency medical services in a LMIC setting and to predict the travel time
between any two locations in the road network for different times of day and
days of the week. We combine our robust optimization and machine learning
frameworks with real data to provide an in-depth investigation into three
policy-related questions. First, we demonstrate that outpost locations
optimized for weekday rush hour lead to good performance for all times of day
and days of the week. Second, we find that significant improvements in
emergency response times can be achieved by re-locating a small number of
outposts and that the performance of the current system could be replicated
using only 30% of the resources. Lastly, we show that a fleet of small
motorcycle-based ambulances has the potential to significantly outperform
traditional ambulance vans. In particular, they are able to capture three times
more demand while reducing the median response time by 42% due to increased
routing flexibility offered by nimble vehicles on a larger road network. Our
results provide practical insights for emergency response optimization that can
be leveraged by hospital-based and private ambulance providers in Dhaka and
other urban centers in LMICs
Endogenous Financial and Trade Openness
This paper studies the endogenous determination of financial and trade openness. First, we outline a theoretical framework leading to two-way feedbacks between the different modes of openness; next, we identify these feedbacks empirically. We find that one standard deviation increase in commercial openness is associated with a 9.5 percent increase in de-facto financial openness (% of GDP), controlling for political economy and macroeconomic factors. Similarly, increase in de-facto financial openness has powerful effects on future trade openness. De-jure restrictions on capital mobility have only a weak impact on de-facto financial openness, while de-jure restrictions on the current account have large adverse effect on commercial openness. Having established (Granger) causality, we investigate the relative magnitudes of these directions of causality using Geweke's (1982) decomposition methodology. We find that almost all of the linear feedback between trade and financial openness can be accounted for by G-causality from financial openness to trade openness (53%) and from trade to financial openness (34%). We conclude that in an era of rapidly growing trade integration countries cannot choose financial openness independently of their degree of openness to trade. Dealing with greater exposure to financial turbulence by imposing restrictions on financial flows will likely be ineffectual.
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