Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Jianzhe Zhen"'
Publikováno v:
INFORMS Journal on Computing, 34(5), 2410-2427. INFORMS Institute for Operations Research and the Management Sciences
In this paper, we focus on a subclass of quadratic optimization problems, that is, disjoint bilinear optimization problems. We first show that disjoint bilinear optimization problems can be cast as two-stage robust linear optimization problems with f
Publikováno v:
IEEE Transactions on Automatic Control, 68 (5)
We introduce a general framework for robust data-enabled predictive control (DeePC) for linear time-invariant systems, which enables us to obtain robust and optimal control in a receding-horizon fashion based on inexact input and output data. Robust
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f424c14a7c8f0e22db3d9e7ca20f7fa0
Publikováno v:
19th IFAC Symposium on System Identification, SYSID 2021
IFAC-PapersOnLine, 54 (7)
IFAC-PapersOnLine, 54 (7)
Data-driven control that circumvents the process of system identification by providing optimal control inputs directly from system data has attracted renewed attention in recent years. In this paper, we focus on understanding the effects of the regul
Publikováno v:
Operations Research, 66(4), 1086-1100. INFORMS Inst.for Operations Res.and the Management Sciences
We demonstrate how adjustable robust optimization (ARO) problems with fixed recourse can be cast as static robust optimization problems via Fourier–Motzkin elimination (FME). Through the lens of FME, we characterize the structures of the optimal de
Autor:
Jianzhe Zhen, Dick den Hertog
Publikováno v:
Computational Management Science, 14(4), 585-610. Springer Verlag
Our contribution is twofold. Firstly, for a system of uncertain linear equations where the uncertainties are column-wise and reside in general convex sets, we derive convex representations for united and tolerable solution sets. Secondly, to obtain c
Autor:
Jianzhe Zhen, Dick den Hertog
Publikováno v:
INFORMS Journal on Computing, 30(1), 31-42. INFORMS Inst.for Operations Res.and the Management Sciences
We introduce a novel scheme based on a blending of Fourier-Motzkin elimination (FME) and adjustable robust optimization techniques to compute the maximum volume inscribed ellipsoid (MVE) in a polytopic projection. It is well-known that deriving an ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed00f5014099b118cf8eb7367fa517c7
https://research.tilburguniversity.edu/en/publications/c345833d-9adc-47d3-b87d-ecbe0d6fb63c
https://research.tilburguniversity.edu/en/publications/c345833d-9adc-47d3-b87d-ecbe0d6fb63c
Autor:
Jianzhe Zhen, Dick den Hertog
Publikováno v:
SSRN Electronic Journal.
Our contribution is twofold. Firstly, for a system of uncertain linear equations where the uncertainties are column-wise and reside in general convex sets, we show that the intersection of the set of possible solutions and any orthant is convex. We d
Publikováno v:
Operations Research (2022)
Operations Research
Operations Research
In “Dual Approach for Two-Stage Robust Nonlinear Optimization,” de Ruiter, Zhen, and den Hertog study adjustable robust minimization problems where the objective or constraints depend in a convex way on the adjustable variables. They reformulate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::095083091aa962760be54457182c5aac
https://infoscience.epfl.ch/record/294721
https://infoscience.epfl.ch/record/294721