2 papers
math.OC2021
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…
math.OC2021
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,…