robust optimization – Page 29 – Optimization Online

The Robust Shortest Path Problem with Interval Data

Published: 2001/08/06, Updated: 2003/02/03

Network Optimization, Robust Optimization, Telecommunications interval data, robust optimization, shortest path problem, uncertainty

Motivated by telecommunication applications, we investigate the shortest path problem on directed acyclic graphs under arc length uncertainties represented as interval numbers. Using a minimax-regret criterion we define and identify robust paths via mixed-integer programming and exploiting interesting structural properties of the problem. Citation Bilkent University, Department of Industrial Engineering, Technical Report August 2001 Article … Read more

On Robust Optimization of Two-Stage Systems

Published: 2001/02/21, Updated: 2003/06/09

Shabbir Ahmed

Samer Takriti

Convex Optimization, Robust Optimization, Stochastic Programming decision making under uncertainty, robust optimization, stochastic programming

Robust optimization extends stochastic programming models by incorporating measures of variability into the objective function. This paper explores robust optimization in the context of two-stage planning systems. First, we propose the use of a generalized Benders decomposition algorithm for solving robust models. Next, we argue that using an arbitrary measure for variability can lead to … Read more