Questions tagged [robust-optimization]
The robust-optimization tag has no usage guidance.
12
questions
3
votes
0answers
55 views
Derivative of sup(max) functions in distributionally robust optimization
In the distributionally robust optimization problem
\begin{aligned}
\min_{x\in X}\sup_{P\in\mathfrak{P}}\mathbb{E}_P[f(x,\xi)],
\end{aligned}
where $f:\mathbb{R}^n\to\mathbb{R}$ and $P$ is a ...
2
votes
1answer
85 views
Numerical problem regarding to classical benders cut of large scale problem
I am trying to implement benders decomposition for a simple two stage unit commitment problem. I implemented the classic Benders decomposition to add feasible cut and optimal cut to relax master ...
4
votes
1answer
69 views
Identify the specific parameters that reached their worst case in a robustly optimal solution
Assuming that we have a linear math model with $N$ bounded $[0,1]$ uncertain parameters $p_n$ within a typical polyhedral budget uncertainty set that says $\sum_{n}{p_n} \le \Gamma$.
I want to find ...
9
votes
1answer
390 views
How is optimization under uncertainty done in real world applications?
In this post What is robust optimization? there is a nice introduction to robust optimization.
There are many concept for uncertainty in optimization problems like
robust optimization
stochastic ...
5
votes
1answer
162 views
What is intended when we use "robustness", "resilience" and "reliability" in Operations Research?
I will use an example to detail my question but I would like you to keep in mind that I wanted to define:
Robustness,
Resillience,
Reliability
in the most general case within Operations Research.
...
6
votes
1answer
117 views
Is JuMPeR good enough for Robust Optimization problem?
I'm a graduate student studying Robust Optimization (RO).
So far, I've been studied the theoretic point of RO, and now I am looking for an actual tool for solving RO problems, both for practice and ...
8
votes
1answer
222 views
What is robust optimization?
What is the academic definition of robust optimization?
What are examples of robust optimization on:
shift rostering
vehicle routing problem
facility location problem
bin packing
...
3
votes
1answer
92 views
Robust/Stochastic optimization deployed in real-world systems/applications
In an applied project we are working on currently, we want to use robust or stochastic programming in order to enhance the performance of the systems (by reference to certain metrics). As you may ...
20
votes
3answers
1k views
Difference between stochastic optimization and robust optimization
I would like to know whether stochastic optimization and robust optimization are the same and if not, what is the main difference between them. I did an Internet search and I found the following ...
13
votes
1answer
160 views
Robust counterpart: why is dual reformulation not working?
I am trying to solve robust optimisation problems, but I am getting nonsensical solutions most of the time… Here is a very simplified example:
\begin{alignat}{2}\max&\quad x+z&\\\text{s.t.}&...
8
votes
0answers
87 views
Calculating robustness of layout plans
We have tried to design a manufacturing cell which will produce specific families of products. We figure out three layout plans for implementation. For practical reasons, we need to calculate the ...
16
votes
4answers
918 views
Modeling the uncertainty of the input parameters
There are many approaches to deal with the uncertainty such as stochastic programming, robust optimization and fuzzy programming. Finding a suitable approach that is applicable in the real situations ...
