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Event Type:

Applied Mathematics and Computation Seminar

Date/Time:

Friday, February 12, 2016 - 12:00 to 13:00

Location:

GLK 113

Event Link:

Guest Speaker:

Abstract:

While Robust Optimization has been utilized for a variety of design problems, application of Robust Design to the control of large-scale systems presents unique challenges to assure rapid convergence of the solution. Specifically, the need to account for uncertainty in the optimization loop can lead to a prohibitively expensive optimization using existing methods when using robust optimization for control. In this talk, a robust optimization framework suitable for operational control of large scale systems is presented. To enable this framework, robust optimization uses a utility function for the objective, dimension reduction in the uncertainty space, and a new algorithm for evaluating probabilistic constraints. The framework is applied to a multiple-dam hydropower revenue optimization problem, and the solution is compared with the solution given by a traditional non-probabilistic safety factor approach.