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Cascading: an adjusted exchange method for robust conic programming

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  • Ralf Werner

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Abstract

It is well known that the robust counterpart introduced by Ben-Tal and Nemirovski (Math Oper Res 23:769–805, 1998) increases the numerical complexity of the solution compared to the original problem. Kočvara, Nemirovski and Zowe therefore introduced in Kočvara et al. (Comput Struct 76:431–442, 2000) an approximation algorithm for the special case of robust material optimization, called cascading. As the title already indicates, we will show that their method can be seen as an adjustment of standard exchange methods to semi-infinite conic programming. We will see that the adjustment can be motivated by a suitable reformulation of the robust conic problem. Copyright Springer-Verlag 2008

Suggested Citation

  • Ralf Werner, 2008. "Cascading: an adjusted exchange method for robust conic programming," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 179-189, June.
  • Handle: RePEc:spr:cejnor:v:16:y:2008:i:2:p:179-189 DOI: 10.1007/s10100-007-0047-6
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    References listed on IDEAS

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    1. Raphaële Thery & Pascale Zarate, 2009. "Energy planning: a multi-level and multicriteria decision making structure proposal," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 17(3), pages 265-274, September.
    2. Danijel Kovačić & Ludvik Bogataj, 2011. "Multistage reverse logistics of assembly systems in extended MRP Theory consisting of all material flows," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 19(3), pages 337-357, September.
    3. Grubbstrom, Robert W. & Ovrin, Peter, 1992. "Intertemporal generalization of the relationship between material requirements planning and input-output analysis," International Journal of Production Economics, Elsevier, vol. 26(1-3), pages 311-318, February.
    4. Bogataj, Marija & Grubbström, Robert W. & Bogataj, Ludvik, 2011. "Efficient location of industrial activity cells in a global supply chain," International Journal of Production Economics, Elsevier, vol. 133(1), pages 243-250, September.
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    Cited by:

    1. Stein, Oliver, 2012. "How to solve a semi-infinite optimization problem," European Journal of Operational Research, Elsevier, vol. 223(2), pages 312-320.
    2. Fliege, Jörg & Werner, Ralf, 2014. "Robust multiobjective optimization & applications in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 422-433.

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