Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology
In this paper we discuss the robust counterpart (RC) methodology to handle the optimization under uncertainty problem as proposed by Ben-Tal and Nemirovskii. This optimization methodology incorporates the uncertain data in U a so-called uncertainty set and replaces the uncertain problem by its so-ca...
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| Format: | Article |
| Language: | English |
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Petra Christian University
2013-01-01
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| Series: | Jurnal Teknik Industri |
| Subjects: | |
| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18848 |
| _version_ | 1811193144376557568 |
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| author | Diah Chaerani Cornelis Roos |
| author_facet | Diah Chaerani Cornelis Roos |
| author_sort | Diah Chaerani |
| collection | DOAJ |
| description | In this paper we discuss the robust counterpart (RC) methodology to handle the optimization under uncertainty problem as proposed by Ben-Tal and Nemirovskii. This optimization methodology incorporates the uncertain data in U a so-called uncertainty set and replaces the uncertain problem by its so-called robust counterpart. We apply the RC approach to uncertain Conic Optimization (CO) problems, with special attention to robust linear optimization (RLO) problem and include a discussion on parametric uncertainty for that case. Some new supported examples are presented to give a clear description of the used of RC methodology theorem. |
| first_indexed | 2024-04-12T00:03:40Z |
| format | Article |
| id | doaj.art-22d67b3572674ab6929c52bb31fbf0d4 |
| institution | Directory Open Access Journal |
| issn | 1411-2485 |
| language | English |
| last_indexed | 2024-04-12T00:03:40Z |
| publishDate | 2013-01-01 |
| publisher | Petra Christian University |
| record_format | Article |
| series | Jurnal Teknik Industri |
| spelling | doaj.art-22d67b3572674ab6929c52bb31fbf0d42022-12-22T03:56:10ZengPetra Christian UniversityJurnal Teknik Industri1411-24852013-01-01152111118Handling Optimization under Uncertainty Problem Using Robust Counterpart MethodologyDiah Chaerani0Cornelis Roos1 Faculty of Mathematics and Natural Sciences, Department of Mathematik, Universitas Padjadjaran, Jl. Raya Bandung Sumedang KM. 21, Jatinagor Sumedang 45363 Algorithm Group, Delft University of Technology, Mekelweg 4, 2528 CD Delft In this paper we discuss the robust counterpart (RC) methodology to handle the optimization under uncertainty problem as proposed by Ben-Tal and Nemirovskii. This optimization methodology incorporates the uncertain data in U a so-called uncertainty set and replaces the uncertain problem by its so-called robust counterpart. We apply the RC approach to uncertain Conic Optimization (CO) problems, with special attention to robust linear optimization (RLO) problem and include a discussion on parametric uncertainty for that case. Some new supported examples are presented to give a clear description of the used of RC methodology theorem.http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18848Optimizationuncertaintyconicrobust counterpart |
| spellingShingle | Diah Chaerani Cornelis Roos Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology Jurnal Teknik Industri Optimization uncertainty conic robust counterpart |
| title | Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology |
| title_full | Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology |
| title_fullStr | Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology |
| title_full_unstemmed | Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology |
| title_short | Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology |
| title_sort | handling optimization under uncertainty problem using robust counterpart methodology |
| topic | Optimization uncertainty conic robust counterpart |
| url | http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18848 |
| work_keys_str_mv | AT diahchaerani handlingoptimizationunderuncertaintyproblemusingrobustcounterpartmethodology AT cornelisroos handlingoptimizationunderuncertaintyproblemusingrobustcounterpartmethodology |