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.
Author: | Christina Büsing, Fabio D'Andreagiovanni, Annie Raymond |
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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): | Creative Commons - Namensnennung |