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

Conference paper
Part of the Operations Research Proceedings book series (ORP)

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.

Keywords

Fading Coefficient Linear Program Problem Robust Optimization Power Emission Robust Counterpart 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

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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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Department of Operations ResearchRWTH Aachen UniversityAachenGermany
  2. 2.Department of OptimizationZuse-Institut Berlin (ZIB)BerlinGermany

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