0-1 Multiband Robust Optimization

Please always quote using this URN: urn:nbn:de:0297-zib-44093
  • 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.

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Author:Christina Büsing, Fabio D'Andreagiovanni, Annie Raymond
Document Type:ZIB-Report
Tag:Combinatorial Optimization, Robust Optimization, Multiband Robustness, Network Design
MSC-Classification:68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Date of first Publication:2013/12/30
Series (Serial Number):ZIB-Report (13-77)
ISSN:1438-0064
Published in: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
Licence (German):License LogoCreative Commons - Namensnennung

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