Introduction to evidence-based robust optimisation

Abstract

This chapter introduces the concept of Evidence-Based Robust Optimisation (EBRO) and a few computational methods that allow calculating a robust solution when uncertainty is modelled with Dempster-Shafer Theory of evidence (DST). The chapter provides the basic elements of DST and the framework in which DST can be introduced in the robust optimisation of engineering systems. The main interest is in using DST to quantify extreme cases of epistemic uncertainty. EBRO inserts DST within an optimisation loop to generate a solution that maximises a given performance index (the quantity of interest) and the belief in its value at the same time. The chapter introduces also a decomposition approach that allows one to calculate an approximation to Belief and Plausibility in polynomial time.