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A new theoretical framework for Robust Optimization under multi-band uncertainty

Please always quote using this URN: urn:nbn:de:0297-zib-42644
  • 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.

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Author:Christina Büsing, Fabio D'Andreagiovanni
Document Type:ZIB-Report
Tag:Robust Optimization, Uncertainty Set, 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:2013/10/03
Series (Serial Number):ZIB-Report (13-61)
ISSN:1438-0064
Published in: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.
URL:http://www.springer.com/business+%26+management/operations+research/book/978-3-319-00794-6
DOI:https://doi.org/10.1007/978-3-319-00795-3_17
Licence (German):License LogoCreative Commons - Namensnennung