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Modelling Some Robust Design Problems via Conic Optimization

In: Operations Research Proceedings 2006

Author

Listed:
  • Diah Chaerani

    (Delft University of Technology)

  • Cornelis Roos

    (Delft University of Technology)

Abstract

In this paper, we deal with modelling robust design problems via conic optimization. A robust design problem deals with finding a robust optimal solution of an uncertain design problem. The uncertain data is assumed to belong to a so-called uncertainty set $$ \mathcal{U} $$ . Uncertainty means that the data is not known exactly at the time when the solution has to be determined. In order to find a robust optimal solution, we use the robust optimization (RO) methodology of Ben-Tal and Nemirovskii. We demonstrate this on the robust shortest path problem (RSPP), the robust maximum flow problem (RMFP) and the robust resistance network topology design (RNTD) problem.

Suggested Citation

  • Diah Chaerani & Cornelis Roos, 2007. "Modelling Some Robust Design Problems via Conic Optimization," Operations Research Proceedings, in: Karl-Heinz Waldmann & Ulrike M. Stocker (ed.), Operations Research Proceedings 2006, pages 209-214, Springer.
  • Handle: RePEc:spr:oprchp:978-3-540-69995-8_35
    DOI: 10.1007/978-3-540-69995-8_35
    as

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