Abstract / Description of output
A robust optimisation approach to model and solve problems with the same type of data uncertainty in their objective function and constraints
A linear or nonlinear MIP problem that is subject to two different types of data uncertainty (e.g., cost coefficients in the objective and flow coefficients in the constraints) could be handled by either Ben-Tal et al (2009) or Bertsimas and Sim (2003) approaches to robust optimisation. In this research, we focus on a case where the same (not different) data uncertainty appears in an objective function and a constraint set. To formulate such problem, we present a generic approach based on the well-known robust optimisation with budget of uncertainty. As an example, we present a robust model for the classical capacitated hub location problem and discuss some results to validate the proposed approach.
A linear or nonlinear MIP problem that is subject to two different types of data uncertainty (e.g., cost coefficients in the objective and flow coefficients in the constraints) could be handled by either Ben-Tal et al (2009) or Bertsimas and Sim (2003) approaches to robust optimisation. In this research, we focus on a case where the same (not different) data uncertainty appears in an objective function and a constraint set. To formulate such problem, we present a generic approach based on the well-known robust optimisation with budget of uncertainty. As an example, we present a robust model for the classical capacitated hub location problem and discuss some results to validate the proposed approach.
| Original language | English |
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| Pages | 1 |
| Number of pages | 1 |
| Publication status | Published - 2023 |
| Event | International conference on computational logistics, Berlin, September 2023 - DLR Institute of Transport Research, Berlin, Germany Duration: 6 Sept 2023 → 8 Sept 2023 https://www.iccl2023.uni-hamburg.de/en.html |
Conference
| Conference | International conference on computational logistics, Berlin, September 2023 |
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| Country/Territory | Germany |
| City | Berlin |
| Period | 6/09/23 → 8/09/23 |
| Internet address |