Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties

This paper introduces a methodology for handling different types of uncertainties during robust optimization. In real-world industrial optimization problems, many types of uncertainties emerge, e.g., inaccurate setting of control variables, and the parameters of the system model are usually not know...

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Main Authors: Éva Kenyeres, Alex Kummer, János Abonyi
Format: Article
Language:English
Published: Elsevier 2025-01-01
Series:Heliyon
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Online Access:http://www.sciencedirect.com/science/article/pii/S2405844024176049
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author Éva Kenyeres
Alex Kummer
János Abonyi
author_facet Éva Kenyeres
Alex Kummer
János Abonyi
author_sort Éva Kenyeres
collection DOAJ
description This paper introduces a methodology for handling different types of uncertainties during robust optimization. In real-world industrial optimization problems, many types of uncertainties emerge, e.g., inaccurate setting of control variables, and the parameters of the system model are usually not known precisely. For these reasons, the global optimum considering the nominal values of the parameters may not give the best performance in practice. This paper presents a widely usable sampling-based methodology by improving the Particle Filter Optimization (PFO) algorithm. Case studies on benchmark functions and even on a practical example of a styrene reactor are introduced to verify the applicability of the proposed method on finding robust optimum, and show how the users can tune this algorithm according to their requirement. The results verify that the proposed method is able to find robust optimums efficiently under parameter and decision variable uncertainties, as well.
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issn 2405-8440
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series Heliyon
spelling doaj-art-287f96d3c91446b68340675ead2987442025-01-17T04:51:40ZengElsevierHeliyon2405-84402025-01-01111e41573Improvements of particle filter optimization algorithm for robust optimization under different types of uncertaintiesÉva Kenyeres0Alex Kummer1János Abonyi2Corresponding author.; HUN-REN-PE Complex Systems Monitoring Research Group, Department of Process Engineering, University of Pannonia, Egyetem u. 10, P.O. BOX 158, Veszprém, H-8200, HungaryHUN-REN-PE Complex Systems Monitoring Research Group, Department of Process Engineering, University of Pannonia, Egyetem u. 10, P.O. BOX 158, Veszprém, H-8200, HungaryHUN-REN-PE Complex Systems Monitoring Research Group, Department of Process Engineering, University of Pannonia, Egyetem u. 10, P.O. BOX 158, Veszprém, H-8200, HungaryThis paper introduces a methodology for handling different types of uncertainties during robust optimization. In real-world industrial optimization problems, many types of uncertainties emerge, e.g., inaccurate setting of control variables, and the parameters of the system model are usually not known precisely. For these reasons, the global optimum considering the nominal values of the parameters may not give the best performance in practice. This paper presents a widely usable sampling-based methodology by improving the Particle Filter Optimization (PFO) algorithm. Case studies on benchmark functions and even on a practical example of a styrene reactor are introduced to verify the applicability of the proposed method on finding robust optimum, and show how the users can tune this algorithm according to their requirement. The results verify that the proposed method is able to find robust optimums efficiently under parameter and decision variable uncertainties, as well.http://www.sciencedirect.com/science/article/pii/S2405844024176049Robust optimizationUncertainty quantificationStochastic objective functionSampling-based techniques
spellingShingle Éva Kenyeres
Alex Kummer
János Abonyi
Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
Heliyon
Robust optimization
Uncertainty quantification
Stochastic objective function
Sampling-based techniques
title Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
title_full Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
title_fullStr Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
title_full_unstemmed Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
title_short Improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
title_sort improvements of particle filter optimization algorithm for robust optimization under different types of uncertainties
topic Robust optimization
Uncertainty quantification
Stochastic objective function
Sampling-based techniques
url http://www.sciencedirect.com/science/article/pii/S2405844024176049
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AT janosabonyi improvementsofparticlefilteroptimizationalgorithmforrobustoptimizationunderdifferenttypesofuncertainties