Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2006.00101

A Novel Reliability-based Robust Design Multi-objective Optimization Formulation Applied in Chemical Engineering

Gustavo Barbosa Libotte·Fran Sérgio Lobato·Francisco Duarte Moura Neto·Gustavo Mendes Platt
View original source ↗Read source document ↗Export metadata ↓

Abstract

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a fundamental role, allowing to obtain parameters and attributes capable of enhancing product performance, reducing costs and operating time. These enhancements depend on several factors, including an accurate computational modeling of the inherent characteristics of the system. In general, such models include uncertainties in their mathematical formulations, which affect the feasibility of the results and their practical implementation. In this work, two different approaches capable of quantifying uncertainties during the optimization of mathematical models are considered. In the first, robust optimization, the sensitivity of decision variables in relation to deviations caused by external factors is evaluated. Robust solutions tend to reduce deviations due to possible system changes. The second approach, reliability-based optimization, measures the probability of system failure and obtains model parameters that ensures an established level of reliability. Overall, the fundamental objective is to formulate a multi-objective optimization problem capable of handling robust and reliability-based optimizations, to obtain solutions that are least sensitive to external noise and that satisfy prescribed reliability levels. The proposed formulation is analyzed by solving benchmark and chemical engineering problems. The results show the influence of both methodologies for the analysis of uncertainties, the multi-objective approach provides a variety of feasible optimizers, and the formulation proves to be flexible, so that the uncertainties can be incorporated into the problem considering the needs of each project.

Explore related subjects

math.OCcs.NAmath.NA

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Gustavo Barbosa Libotte, Fran Sérgio Lobato, Francisco Duarte Moura Neto, Gustavo Mendes Platt. 2021-05-10. A Novel Reliability-based Robust Design Multi-objective Optimization Formulation Applied in Chemical Engineering. https://arxiv.org/abs/2006.00101

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Dynamic Programming-Compatible Uncertainty Sets in Robust Markov Decision Processes

In this paper, we investigate the compatibility of robust Markov Decision Processes (RMDPs) with dynamic programming under various assumptions on the uncertainty set, i.e., we investigate when one can solve an RMDP by solving a fixed point equation. We show that in all generality, s-rectangular and sa-rectangular uncertainty sets are the only models of uncertainty that are compatible with dynamic programming. Our analysis shows that existing non-rectangular models, including r-rectangularity, are only weakly compatible with dynamic programming, as they require the assumption that rewards do not depend on the next state. In this case, our results imply that one can always construct a rectangular uncertainty set that is equivalent, for both policy evaluation and optimization, to the dynamic programming-compatible non-rectangular model. This highlights a key limitation: dynamic-programming-compatible non-rectangular uncertainty sets, although practically relevant for uncertainty quantification, do not provide a genuinely distinct assessment of policy performance. Interestingly, our proof techniques rely on identifying a novel simultaneous solvability property, which we show is central to several important properties of RMDPs, including the existence of stationary optimal policies and dynamic programming-based formulations. The simultaneous solvability property enables a unified approach to studying all existing models of uncertainty, rectangular and non-rectangular alike.

math.OC↗
arXiv2026

A simple and practical adaptive trust-region method

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of Ssorensen. The method achieves the best possible convergence bound up to an additive logarithmic term for finding an $ε$-approximate stationary point, i.e., $O( Δ_f L^{1/2} ε^{-3/2}) + \tilde{O}(1)$ iterations, where $L$ is the Lipschitz constant of the Hessian, $Δ_f$ is the optimality gap, and $ε$ is the termination tolerance for the gradient norm. This improves over existing trust-region methods whose worst-case bound is at least a factor of $L$ worse. We compare our performance with state-of-the-art trust-region (TRU) and cubic regularization (ARC) methods from the GALAHAD library on the CUTEst benchmark problems with at least 100 variables. We also compare with the recently developed Universal trust-region (UTR) method, using the same subproblem solver. In terms of shifted geometric mean of wall-clock times our method's is between $1.2\times$ and $2\times$ faster. We report similar improvements for number of function evaluations, factorizations, gradient evaluations and Hessian evaluations. Compared to the conference version of this paper, our revised method includes several practical enhancements. These modifications dramatically improved performance, including almost an order of magnitude reduction in the shifted geometric mean of wall-clock times. We also show that it suffices for the function to be continuously twice-differentiable to guarantee that either the minimum gradient norm converges to zero or the objective value tends towards negative infinity, even when the iterates diverge.

math.OC↗
arXiv2026

Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method

We derive first-order Pontryagin optimality conditions for stochastic optimal control with deterministic controls for systems modeled by rough differential equations (RDE) driven by Gaussian rough paths. This Pontryagin Maximum Principle (PMP) applies to systems following stochastic differential equations (SDE) driven by Brownian motion, yet it does not rely on forward-backward SDEs and involves the same Hamiltonian as the deterministic PMP. The proof consists of first deriving various integrable error bounds for solutions to nonlinear and linear RDEs by leveraging recent results on Gaussian rough paths. The PMP then follows using standard techniques based on needle-like variations. As an application, we propose the first indirect shooting method for nonlinear stochastic optimal control and show that it converges 10x faster than a direct method on a stabilization task.

math.OC↗