Robust Optimization of Spline Models and Complex Regulatory Networks

Robust Optimization of Spline Models and Complex Regulatory Networks PDF

Author: Ayşe Özmen

Publisher: Springer

Published: 2016-05-11

Total Pages: 139

ISBN-13: 3319308009

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This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the financial sector and in the contexts of banking, environmental protection, system biology and medicine. The book provides necessary background information on multi-model regulatory networks, optimization and regression. It presents the theory of and approaches to robust (conic) multivariate adaptive regression splines - R(C)MARS – and robust (conic) generalized partial linear models – R(C)GPLM – under polyhedral uncertainty. Further, it introduces spline regression models for multi-model regulatory networks and interprets (C)MARS results based on different datasets for the implementation. It explains robust optimization in these models in terms of both the theory and methodology. In this context it studies R(C)MARS results with different uncertainty scenarios for a numerical example. Lastly, the book demonstrates the implementation of the method in a number of applications from the financial, energy, and environmental sectors, and provides an outlook on future research.

Intelligent Computing and Optimization

Intelligent Computing and Optimization PDF

Author: Pandian Vasant

Publisher: Springer Nature

Published: 2019-10-26

Total Pages: 693

ISBN-13: 3030335852

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This book presents the outcomes of the second edition of the International Conference on Intelligent Computing and Optimization (ICO) – ICO 2019, which took place on October 3–4, 2019, in Koh Samui, Thailand. Bringing together research scholars, experts, and investigators from around the globe, the conference provided a platform to share novel research findings, recent advances and innovative applications in the field. Discussing the need for smart disciplinary processes embedded into interdisciplinary collaborations in the context of meeting the growing global populations’ requirements, such as food and health care, the book highlights the role of intelligent computation and optimization as key technologies in decision-making processes and in providing cutting edge solutions to real-world problems.

Operations Research

Operations Research PDF

Author: Vilda Purutçuoğlu

Publisher: CRC Press

Published: 2022-11-24

Total Pages: 277

ISBN-13: 1000800121

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Operation Research methods are often used in every field of modern life like industry, economy and medicine. The authors have compiled of the latest advancements in these methods in this volume comprising some of what is considered the best collection of these new approaches. These can be counted as a direct shortcut to what you may search for. This book provides useful applications of the new developments in OR written by leading scientists from some international universities. Another volume about exciting applications of Operations Research is planned in the near future. We hope you enjoy and benefit from this series!

Modeling and Simulation of Social-Behavioral Phenomena in Creative Societies

Modeling and Simulation of Social-Behavioral Phenomena in Creative Societies PDF

Author: Nitin Agarwal

Publisher: Springer Nature

Published: 2019-09-11

Total Pages: 145

ISBN-13: 3030298620

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This volume constitutes the proceedings of the First International EURO Mini Conference on Modelling and Simulation of Social-Behavioural Phenomena in Creative Societies, MSBC 2019, held in Vilnius, Lithuania, in September 2019. The 8 full papers and 2 short papers presented were carefully reviewed and selected from 26 submissions. The papers are organized in the following topical sections: computational intelligence in social sciences; modeling and analysis of social-behavioral processes.

Advancing Robust Multi-Objective Optimisation Applied to Complex Model-Based Water-Related Problems

Advancing Robust Multi-Objective Optimisation Applied to Complex Model-Based Water-Related Problems PDF

Author: Oscar Osvaldo Marquez Calvo

Publisher: CRC Press

Published: 2020-02-28

Total Pages: 164

ISBN-13: 9780367460433

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The exercise of solving engineering problems that require optimisation procedures can be seriously affected by uncertain variables, resulting in potential underperforming solutions. Although this is a well-known problem, important knowledge gaps are still to be addressed. For example, concepts of robustness largely differ from study to study, robust solutions are generally provided with limited information about their uncertainty, and robust optimisation is difficult to apply as it is a computationally demanding task. The proposed research aims to address the mentioned challenges and focuses on robust optimisation of multiple objectives and multiple sources of probabilistically described uncertainty. This is done by the development of the Robust Optimisation and Probabilistic Analysis of Robustness algorithm (ROPAR), which integrates widely accepted robustness metrics into a single flexible framework. In this thesis, ROPAR is not only tested in benchmark functions, but also in engineering problems related to the water sector, in particular the design of urban drainage and water distribution systems. ROPAR allows for employing practically any existing multi-objective optimisation algorithm as its internal optimisation engine, which enables its applicability to other problems as well. Additionally, ROPAR can be straightforwardly parallelized, allowing for fast availability of results.

Spline Regression Models

Spline Regression Models PDF

Author: Lawrence C. Marsh

Publisher: SAGE

Published: 2001-09-14

Total Pages: 86

ISBN-13: 9780761924203

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Spline Regression Models shows how to use dummy variables to formulate and estimate spline regression models both in situations where the number and location of the spline knots are known in advance, and where estimation is required.

Robust Portfolio Optimization and Management

Robust Portfolio Optimization and Management PDF

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 2007-08-10

Total Pages: 514

ISBN-13: 0470164891

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Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book. Fabozzi, Kolm, Pachamanova, and Focardi deserve high praise for producing a technically rigorous yet remarkably accessible guide to the latest advances in portfolio construction." --Mark Kritzman, President and CEO, Windham Capital Management, LLC "The topic of robust optimization (RO) has become 'hot' over the past several years, especially in real-world financial applications. This interest has been sparked, in part, by practitioners who implemented classical portfolio models for asset allocation without considering estimation and model robustness a part of their overall allocation methodology, and experienced poor performance. Anyone interested in these developments ought to own a copy of this book. The authors cover the recent developments of the RO area in an intuitive, easy-to-read manner, provide numerous examples, and discuss practical considerations. I highly recommend this book to finance professionals and students alike." --John M. Mulvey, Professor of Operations Research and Financial Engineering, Princeton University

Synchronization of Oscillators and Global Output Regulation for Rigid Body Systems

Synchronization of Oscillators and Global Output Regulation for Rigid Body Systems PDF

Author: Gerd Simon Schmidt

Publisher: Logos Verlag Berlin GmbH

Published: 2014

Total Pages: 150

ISBN-13: 3832537902

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The investigation of nonlinear dynamis in physical and engineering systems from the point of view of systems and control theory is important to develop better engineering systems. Synchronization of oscillators and output regulation for rigid body systems are two problem classes which are inherently nonlinear and are of great importance in applications. This thesis contains novel results for both problem classes. In the case of sychronization of oscillators we consider two different system classes and give sufficient or necessary conditions for synchronization. In the case of the output regulation problems for rigid body systems we provide a new two-step control design procedure, a detailed analysis for the error dynamics and an application scenario for satellite control. A highlight of the thesis is a new separation principle which is the underlying principle of the two-step design procedure for the output regulation problem.

Robust Optimization

Robust Optimization PDF

Author: Aharon Ben-Tal

Publisher: Princeton University Press

Published: 2009-08-10

Total Pages: 576

ISBN-13: 1400831059

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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.