Overview

One of the fundamental assumptions when constructing mathematical programming models is the degree of uncertainty in the input parameter data. Robust optimisation (RO) is developing into one of the prevailing risk-averse methods to study problems under uncertainty in the optimisation literature.

We present a novel algorithm integrating global and robust optimisation methods to solve continuous non-convex quadratically constrained quadratic programming (QCQP) problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines the principles of spatial branch-and-bound (sBB) with robust cutting planes. The performance of the RsBB algorithm is compared with state-of-the-art methods that rely on global solvers.

The findings of our work highlight the efficiency of the RsBB algorithm and provide insights to the advantages of combining robustness and optimality search with application to pooling and power grid problems.

Speaker

Vassilis M. Charitopoulos, Lecturer in Process Systems Engineering, UCL Chemical Engineering

Dr. Vassilis Charitopoulos is a Lecturer (Assist. Professor) in the Department of Chemical Engineering, CPSE at UCL. He specialises in developing mathematical programming models and methods to incorporate uncertainty considerations for chemical process and energy systems engineering problems. He holds a Diploma in Chemical Engineering from the National Technical University of Athens and a PhD from the Department of Chemical Engineering at UCL.

Before joining UCL, he was a Research Associate at the Energy Policy Research Group at Cambridge Judge Business School where he worked on optimisation of heat decarbonisation pathways. Dr. Charitopoulos has received global recognition for his excellent research activity including: Springer Thesis Award (2019), UCL David Newton Prize (2019). He was the recipient of an Early Career Fellowship (2019) from the Isaac Newton Trust, University of Cambridge.

The material presented has not been peer-reviewed. Any opinions are the presenter’s own and do not necessarily represent those of IChemE or the CAPE SIG in full. The information is given in good faith but without any liability on the part of IChemE.

Time

13:00 - 14:00 GMT.

Software

The presentation will be delivered via Microsoft Teams. We recommend downloading the app from the Microsoft website, rather than using the web portal.