Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach

In this paper an optimization problem with uncertain parameters is discussed. In the traditional robust approach a pessimistic point of view is assumed. Namely, a solution is computed under the worst possible parameter realizations, which can lead to large deterioration of the objective function val...

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Detalles Bibliográficos
Autores principales: Guillaume, Romain, Kasperski, Adam, Zieliński, Paweł
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274344/
http://dx.doi.org/10.1007/978-3-030-50146-4_15
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author Guillaume, Romain
Kasperski, Adam
Zieliński, Paweł
author_facet Guillaume, Romain
Kasperski, Adam
Zieliński, Paweł
author_sort Guillaume, Romain
collection PubMed
description In this paper an optimization problem with uncertain parameters is discussed. In the traditional robust approach a pessimistic point of view is assumed. Namely, a solution is computed under the worst possible parameter realizations, which can lead to large deterioration of the objective function value. In this paper a new approach is proposed, which assumes a less pessimistic point of view. The complexity of the resulting problem is explored and some methods of solving its special cases are presented.
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spelling pubmed-72743442020-06-05 Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach Guillaume, Romain Kasperski, Adam Zieliński, Paweł Information Processing and Management of Uncertainty in Knowledge-Based Systems Article In this paper an optimization problem with uncertain parameters is discussed. In the traditional robust approach a pessimistic point of view is assumed. Namely, a solution is computed under the worst possible parameter realizations, which can lead to large deterioration of the objective function value. In this paper a new approach is proposed, which assumes a less pessimistic point of view. The complexity of the resulting problem is explored and some methods of solving its special cases are presented. 2020-05-18 /pmc/articles/PMC7274344/ http://dx.doi.org/10.1007/978-3-030-50146-4_15 Text en © Springer Nature Switzerland AG 2020 This article is made available via the PMC Open Access Subset for unrestricted research re-use and secondary analysis in any form or by any means with acknowledgement of the original source. These permissions are granted for the duration of the World Health Organization (WHO) declaration of COVID-19 as a global pandemic.
spellingShingle Article
Guillaume, Romain
Kasperski, Adam
Zieliński, Paweł
Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
title Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
title_full Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
title_fullStr Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
title_full_unstemmed Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
title_short Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach
title_sort softening the robustness of optimization problems: a new budgeted uncertainty approach
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274344/
http://dx.doi.org/10.1007/978-3-030-50146-4_15
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