A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty
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  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.
KeywordsFading Coefficient Linear Program Problem Robust Optimization Power Emission Robust Counterpart
This work was partially supported by the German Federal Ministry of Education and Research (BMBF), project ROBUKOM, grant 03MS616E , and by the DFG Research Center Matheon, Project B23 - Robust optimization for network applications.
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