6 papers · 1 filter
S-BORM: Reliability-based optimization of general systems using buffered optimization and reliability method
Ji-Eun Byun, Welington de Oliveira, Johannes O. Royset
Reliability-based optimization (RBO) is crucial for identifying optimal risk-informed decisions for designing and operating engineering systems. However, its computation remains ch…
Gradients and Subgradients of Buffered Failure Probability
Johannes O. Royset, Ji-Eun Byun
Gradients and subgradients are central to optimization and sensitivity analysis of buffered failure probabilities. We furnish a characterization of subgradients based on subdiffere…
Data-driven optimization of reliability using buffered failure probability
Ji-Eun Byun, Johannes O. Royset
Design and operation of complex engineering systems rely on reliability optimization. Such optimization requires us to account for uncertainties expressed in terms of compli-cated,…
Good and Bad Optimization Models: Insights from Rockafellians
Johannes O. Royset
A basic requirement for a mathematical model is often that its solution (output) shouldn't change much if the model's parameters (input) are perturbed. This is important because th…
Set-Convergence and Its Application: A Tutorial
Johannes O. Royset
Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their appro…
Stability and Error Analysis for Optimization and Generalized Equations
Johannes O. Royset
Stability and error analysis remain challenging for problems that lack regularity properties near solutions, are subject to large perturbations, and might be infinite dimensional.…