8 resultados para Uncertainty propagation
em Universidad de Alicante
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Póster presentado en SPIE Photonics Europe, Brussels, 16-19 April 2012.
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In this paper, we propose a duality theory for semi-infinite linear programming problems under uncertainty in the constraint functions, the objective function, or both, within the framework of robust optimization. We present robust duality by establishing strong duality between the robust counterpart of an uncertain semi-infinite linear program and the optimistic counterpart of its uncertain Lagrangian dual. We show that robust duality holds whenever a robust moment cone is closed and convex. We then establish that the closed-convex robust moment cone condition in the case of constraint-wise uncertainty is in fact necessary and sufficient for robust duality. In other words, the robust moment cone is closed and convex if and only if robust duality holds for every linear objective function of the program. In the case of uncertain problems with affinely parameterized data uncertainty, we establish that robust duality is easily satisfied under a Slater type constraint qualification. Consequently, we derive robust forms of the Farkas lemma for systems of uncertain semi-infinite linear inequalities.
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In this work, we analyze the effect of demand uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear program (MILP) with the unique feature of incorporating explicitly the demand uncertainty using scenarios with given probability of occurrence. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact.
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Poster presented in the 24th European Symposium on Computer Aided Process Engineering (ESCAPE 24), Budapest, Hungary, June 15-18, 2014.
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We rigorously analyze the propagation of localized surface waves that takes place at the boundary between a semi-infinite layered metal-dielectric (MD) nanostructure cut normally to the layers and a isotropic medium. It is demonstrated that Dyakonov-like surface waves (also coined dyakonons) with hybrid polarization may propagate in a wide angular range. As a consequence, dyakonon-based wave-packets (DWPs) may feature sub-wavelength beamwidths. Due to the hyperbolic-dispersion regime in plasmonic crystals, supported DWPs are still in the canalization regime. The apparent quadratic beam spreading, however, is driven by dissipation effects in metal.
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The multiobjective optimization model studied in this paper deals with simultaneous minimization of finitely many linear functions subject to an arbitrary number of uncertain linear constraints. We first provide a radius of robust feasibility guaranteeing the feasibility of the robust counterpart under affine data parametrization. We then establish dual characterizations of robust solutions of our model that are immunized against data uncertainty by way of characterizing corresponding solutions of robust counterpart of the model. Consequently, we present robust duality theorems relating the value of the robust model with the corresponding value of its dual problem.
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In this work, we analyze the effect of incorporating life cycle inventory (LCI) uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear programming (MILP) coupled with a two-step transformation scenario generation algorithm with the unique feature of providing scenarios where the LCI random variables are correlated and each one of them has the desired lognormal marginal distribution. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study of a petrochemical supply chain. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact, and moreover the correlation among environmental burdens provides more realistic scenarios for the decision making process.
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This work presents a 3D geometric model of growth strata cropping out in a fault-propagation fold associated with the Crevillente Fault (Abanilla-Alicante sector) from the Bajo Segura Basin (eastern Betic Cordillera, southern Spain). The analysis of this 3D model enables us to unravel the along-strike and along-section variations of the growth strata, providing constraints to assess the fold development, and hence, the fault kinematic evolution in space and time. We postulate that the observed along-strike dip variations are related to lateral variation in fault displacement. Along-section variations of the progressive unconformity opening angles indicate greater fault slip in the upper Tortonian–Messinian time span; from the Messinian on, quantitative analysis of the unconformity indicate a constant or lower tectonic activity of the Crevillente Fault (Abanilla-Alicante sector); the minor abundance of striated pebbles in the Pliocene-Quaternary units could be interpreted as a decrease in the stress magnitude and consequently in the tectonic activity of the fault. At a regional scale, comparison of the growth successions cropping out in the northern and southern limits of the Bajo Segura Basin points to a southward migration of deformation in the basin. This means that the Bajo Segura Fault became active after the Crevillente Fault (Abanilla-Alicante sector), for which activity on the latter was probably decreasing according to our data. Consequently, we propose that the seismic hazard at the northern limit of the Bajo Segura Basin should be lower than at the southern limit.