uncertainty – Page 3 – Optimization Online

Worst-Case Violation of Sampled Convex Programs for Optimization with Uncertainty

Published: 2010/01/19

Robust Optimization sampled convex programs, uncertainty, uniform lower bound, violation probability, worst-case violation

Uncertain programs have been developed to deal with optimization problems including inexact data, i.e., uncertainty. A deterministic approach called robust optimization is commonly applied to solve these problems. Recently, Calafiore and Campi have proposed a randomized approach based on sampling of constraints, where the number of samples is determined so that only small portion of … Read more

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. CitationBilkent University, Department of Industrial Engineering, Technical Report August 2001ArticleDownload View PDF