multi-level optimization

Robust Optimization Under Controllable Uncertainty

  • Eva Ley
  • Rebecca Marx
  • Maximilian Merkert
  • Tim Niemann
  • Sebastian Stiller
    • Categories Combinatorial Optimization, Robust Optimization Tags , , , , , ,

    Applications for optimization with uncertain data in practice often feature a possibility to reduce the uncertainty at a given query cost, e.g., by conducting measurements, surveys, or paying a third party in advance to limit the deviations. To model this type of applications we introduce the concept of optimization problems under controllable uncertainty (OCU). For … Read more

    A Generic Optimization Framework for Resilient Systems

  • Marc E. Pfetsch
  • Andreas Schmitt
    • Categories (Mixed) Integer Nonlinear Programming, Robust Optimization Tags , , , ,

    This paper addresses the optimal design of resilient systems, in which components can fail. The system can react to failures and its behavior is described by general mixed integer nonlinear programs, which allows for applications to many (technical) systems. This then leads to a three-level optimization problem. The upper level designs the system minimizing a … Read more