25 citations · 33 across the 27 of their papers we have counts for
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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…
Performance Bounds for PDE-Constrained Optimization under Uncertainty
Peng Chen, Johannes O. Royset
Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations…
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…
Certifiable Risk-Based Engineering Design Optimization
Anirban Chaudhuri, Boris Kramer, Matthew Norton +2
Reliable, risk-averse design of complex engineering systems with optimized performance requires dealing with uncertainties. A conventional approach is to add safety margins to a de…