2 resultados para Optimality conditions
em Universidad de Alicante
Resumo:
The economic design of a distillation column or distillation sequences is a challenging problem that has been addressed by superstructure approaches. However, these methods have not been widely used because they lead to mixed-integer nonlinear programs that are hard to solve, and require complex initialization procedures. In this article, we propose to address this challenging problem by substituting the distillation columns by Kriging-based surrogate models generated via state of the art distillation models. We study different columns with increasing difficulty, and show that it is possible to get accurate Kriging-based surrogate models. The optimization strategy ensures that convergence to a local optimum is guaranteed for numerical noise-free models. For distillation columns (slightly noisy systems), Karush–Kuhn–Tucker optimality conditions cannot be tested directly on the actual model, but still we can guarantee a local minimum in a trust region of the surrogate model that contains the actual local minimum.
Resumo:
In this paper we examine multi-objective linear programming problems in the face of data uncertainty both in the objective function and the constraints. First, we derive a formula for the radius of robust feasibility guaranteeing constraint feasibility for all possible scenarios within a specified uncertainty set under affine data parametrization. We then present numerically tractable optimality conditions for minmax robust weakly efficient solutions, i.e., the weakly efficient solutions of the robust counterpart. We also consider highly robust weakly efficient solutions, i.e., robust feasible solutions which are weakly efficient for any possible instance of the objective matrix within a specified uncertainty set, providing lower bounds for the radius of highly robust efficiency guaranteeing the existence of this type of solutions under affine and rank-1 objective data uncertainty. Finally, we provide numerically tractable optimality conditions for highly robust weakly efficient solutions.