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Robust optimization is a methodology that can be applied to problems that are affected by uncertainty in the problem's parameters. The classical robust counterpart (RC) of the problem requires the solution to be feasible for all uncertain parameter values in a so-called uncertainty set, and...
Persistent link: https://www.econbiz.de/10013021071
Burke, Carillo and Vakharia [2009] consider a class of single product sourcing problems with a stochastic demand and multiple uncertain suppliers. Assuming that the demand is independent of the supplier reliabilities and uniformly distributed, they propose to write the expected profit as a...
Persistent link: https://www.econbiz.de/10013082507
In this paper we provide a systematic way to construct the robust counterpart of a nonlinear uncertain inequality that is concave in the uncertain parameters. We use convex analysis (support functions, conjugate functions, Fenchel duality) and conic duality in order to convert the robust...
Persistent link: https://www.econbiz.de/10014168235
Problems dealing with the design and the operations of gas transmission networks arechallenging. The difficulty mainly arises from the simultaneous modeling of gastransmission laws and of the investment costs. The combination of the two yields a nonlinearnon-convex optimization problem. To...
Persistent link: https://www.econbiz.de/10005868638
Burke, Carillo and Vakharia [2009] consider a class of single product sourcing problems with a stochastic demand and multiple uncertain suppliers. Assuming that the demand is independent of the supplier reliabilities and uniformly distributed, they propose to write the expected profit as a...
Persistent link: https://www.econbiz.de/10010832942