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math.OC2022
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…
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,…