4409
eng
reportzib
0
2014-02-12
2013-12-30
--
0-1 Multiband Robust Optimization
We provide an overview of new theoretical results that we obtained while further investigating multiband robust optimization, a new model for robust optimization that we recently proposed to tackle uncertainty in mixed-integer linear programming. This new model extends and refines the classical Gamma-robustness model of Bertsimas and Sim and is particularly useful in the common case of arbitrary asymmetric distributions of the uncertainty. Here, we focus on uncertain 0-1 programs and we analyze their robust counterparts when the uncertainty is represented through a multiband set. Our investigations were inspired by the needs of our industrial partners in the research project ROBUKOM.
1438-0064
urn:nbn:de:0297-zib-44093
To appear in: Operations Research Proceedings 2013 - Selected Papers of the International Annual Conference of the German Operations Research Society (GOR), Erasmus University Rotterdam, The Netherlands, September 3-6, 2013, Springer, Heidelberg
Christina Büsing
Fabio D'Andreagiovanni
Fabio D'Andreagiovanni
Annie Raymond
ZIB-Report
13-77
eng
uncontrolled
Combinatorial Optimization, Robust Optimization, Multiband Robustness, Network Design
COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Mathematical Optimization
Mathematics of Telecommunication
https://opus4.kobv.de/opus4-zib/files/4409/ZR-13-77_01MultibandRobustOptimizationGOR2013.pdf
4264
eng
reportzib
0
2013-10-03
2013-10-03
--
A new theoretical framework for Robust Optimization under multi-band uncertainty
We provide an overview of our main results about studying Linear Programming Problems whose coefficient matrix is subject to uncertainty and the uncertainty is modeled through a multi-band set. Such an uncertainty set generalizes the classical one proposed by Bertsimas and Sim and is particularly suitable in the common case of arbitrary non-symmetric distributions of the parameters. Our investigations were inspired by practical needs of our industrial partner in ongoing projects with focus on the design of robust telecommunications networks.
1438-0064
urn:nbn:de:0297-zib-42644
http://www.springer.com/business+%26+management/operations+research/book/978-3-319-00794-6
10.1007/978-3-319-00795-3_17
To appear in Operations Research Proceedings 2012 - Selected Papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz University of Hannover, Germany, September 5-7, 2012, Helber, S. et al. (Eds.), Springer, Heidelberg.
Christina Büsing
Fabio D'Andreagiovanni
Fabio D'Andreagiovanni
ZIB-Report
13-61
eng
uncontrolled
Robust Optimization, Uncertainty Set, Multiband Robustness, Network Design
COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Mathematical Optimization
Mathematics of Telecommunication
https://opus4.kobv.de/opus4-zib/files/4264/ZR-13-61.pdf
4255
eng
reportzib
0
2013-09-25
2013-09-25
--
Network Planning under Demand Uncertainty with Robust Optimization
The planning of a communication network is inevitably depending on the quality of both the planning tool and the demand forecast used. In this article, we show exemplarily how the emerging area of Robust Optimization can advance the network planning by a more accurate mathematical description of the demand uncertainty. After a general introduction of the concept and its application to a basic network design problem, we present two applications: multi-layer and mixed-line-rate network design. We conclude with a discussion of extensions of the robustness concept to increase the accuracy of handling uncertainties.
1438-0064
urn:nbn:de:0297-zib-42557
10.1109/MCOM.2014.6736760
Accepted for publication in IEEE Communications Magazine, special issue Advances in Network Planning, on September 8th 2013
Thomas Bauschert
Fabio D'Andreagiovanni
Christina Büsing
Fabio D'Andreagiovanni
Arie M.C.A. Koster
Manuel Kutschka
Uwe Steglich
ZIB-Report
13-59
eng
uncontrolled
Network Design, Demand Uncertainty, Robust Optimization, Telecommunications
COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Mathematical Optimization
Mathematics of Telecommunication
https://opus4.kobv.de/opus4-zib/files/4255/ZR-13-59.pdf