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A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty

In: Operations Research Proceedings 2012

Author

Listed:
  • Christina Büsing

    (RWTH Aachen University)

  • Fabio D’Andreagiovanni

    (Zuse-Institut Berlin (ZIB))

Abstract

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 [3] 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.

Suggested Citation

  • Christina Büsing & Fabio D’Andreagiovanni, 2014. "A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty," Operations Research Proceedings, in: Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu (ed.), Operations Research Proceedings 2012, edition 127, pages 115-121, Springer.
    • Handle: RePEc:spr:oprchp:978-3-319-00795-3_17
    DOI: 10.1007/978-3-319-00795-3_17
    as

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