Optimization of simulated systems is tackled by many methods, but most methods assume known environments. This article, however, develops a 'robust' methodology for uncertain environments. This methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by Response Surface Methodology (RSM). George Box originated RSM, and Douglas Montgomery recently extended RSM to robust optimization of real (non-simulated) systems. We combine Taguchi's view with RSM for simulated systems. We illustrate the resulting methodology through classic Economic Order Quantity (EOQ) inventory models, which demonstrate that robust optimization may require order quantities that differ from the classic EOQ.

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O ptimization of simulated systems is the goal of many methods, but most methods assume known environments. We, however, develop a "robust" methodology that accounts for uncertain environments. Our methodology uses Taguchi's view of the uncertain world but replaces his statistical techniques by design and analysis of simulation experiments based on Kriging (Gaussian process model); moreover, we use bootstrapping to quantify the variability in the estimated Kriging metamodels. In addition, we combine Kriging with nonlinear programming, and we estimate the Pareto frontier. We illustrate the resulting methodology through economic order quantity (EOQ) inventory models. Our results suggest that robust optimization requires order quantities that differ from the classic EOQ. We also compare our results with results we previously obtained using response surface methodology instead of Kriging.

The paper describes the methodology used for developing an electric load microforecasting module to be integrated in the Energy Management System (EMS) architecture designed and tested within the “Energy Router” (ER) project. This Italian R&D project is aimed at providing non-industrial active customers and prosumers with a monitoring and control device that would enable demand response through optimization of their own distributed energy resources (DERs). The optimal control of resources is organized with a hierarchical control structure and performed in two stages. A cloud-based computation platform provides global control functions based on model predictive control whereas a closed-loop local device manages actual monitoring and control of field components. In this architecture, load forecasts on a small scale (a single residential or tertiary building) are needed as inputs of the predictive control problem. The microforecasting module aimed at providing such inputs was designed to be flexible, adaptive, and able to treat data with low time resolution. The module includes alternative forecasting techniques, such as autoregressive integrated moving average (ARIMA), neural networks, and exponential smoothing, allowing the application of the right forecasting strategy each time. The presented test results are based on a dataset acquired during a monitoring campaign in two pilot systems, installed during the ER Project in public buildings.