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0-1 Multiband Robust Optimization (2013)

Büsing, Christina ; D'Andreagiovanni, Fabio ; Raymond, Annie

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Publication Date: 2020-08-05

Description: We provide an overview of new theoretical results that we obtained while further investigating multiband robust optimization, a new model for robust optimization that we recently proposed to tackle uncertainty in mixed-integer linear programming. This new model extends and refines the classical Gamma-robustness model of Bertsimas and Sim and is particularly useful in the common case of arbitrary asymmetric distributions of the uncertainty. Here, we focus on uncertain 0-1 programs and we analyze their robust counterparts when the uncertainty is represented through a multiband set. Our investigations were inspired by the needs of our industrial partners in the research project ROBUKOM.

Language: English

Type: reportzib , doc-type:preprint

Format: application/pdf

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