«Automation and Informatization of the fuel and energy complex»

Synthesis of the instrumental environment algorithms for solving optimization problems with epistemic uncertainty of parameters. Part 1. Synthesis methodology

UDC: 004.421+004.4'2
DOI: 10.33285/2782-604X-2022-5(586)-18-25

Authors:

¹ V.A. Trapeznikov Institute of Control Sciences RAS, Moscow, Russian Federation

Keywords: optimization problem, optimization model, uncertain programming, synthesis of algorithms, uncertainty theory, uncertain variable, epistemic uncertainty, multi-criteria optimization

Annotation:

The article considers an approach to the synthesis of algorithms for solving optimization problems with epistemic uncertainty of parameters. Such tasks can arise in various fields of science and technology of oil and gas complex when creating complex technical objects, when there is not enough data to accept statistical hypotheses about uncertain parameters and it is necessary to resort to expert evaluation. In this regard, there is an urgent need for a method of algorithms automated synthesis for solving such problems, because when changing the values of uncertain parameters or when changing the classification of parameters to uncertain and deterministic, a complete restructuring of the solution algorithm is often necessary. The author of the article proposes a method of synthesizing algorithms for solving optimization problems with epistemic uncertainty of parameters. The requirements to the algorithms used for preparing expert data, for solving the optimization problem and choosing a design solution on a Pareto set are determined, their modular structure and synthesis procedures are determined. A general scheme for solving an optimization problem under uncertainty using the described algorithms is presented.

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