Questions tagged [robust-optimization]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2
votes
1answer
43 views

Can we take the constraints from one model and plug them into the other model in pyomo?

I am implementing data-driven robust optimization methodology introduced in this article in python. Somewhere of the method, I need to use pyomo for each constraint whose parameters are uncertain to ...
3
votes
0answers
56 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
87 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
396 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 ...
6
votes
1answer
194 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
126 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
233 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
95 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 ...
21
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
162 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
927 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 ...