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