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.
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Acknowledgments
This work was partially supported by the German Federal Ministry of Education and Research (BMBF), project ROBUKOM, grant 03MS616E [5], and by the DFG Research Center Matheon, Project B23 - Robust optimization for network applications.
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Büsing, C., D’Andreagiovanni, F. (2014). A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty. In: Helber, S., et al. Operations Research Proceedings 2012. Operations Research Proceedings. Springer, Cham. https://doi.org/10.1007/978-3-319-00795-3_17
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DOI: https://doi.org/10.1007/978-3-319-00795-3_17
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