- Adjustable robust optimization with nonlinear recourses
- Lefebvre, Henri Bertrand Roger Jean-marc Arthur <1996>
Subject
- MAT/09 Ricerca operativa
Description
- Over the last century, mathematical optimization has become a prominent tool for decision making. Its systematic application in practical fields such as economics, logistics or defense led to the development of algorithmic methods with ever increasing efficiency. Indeed, for a variety of real-world problems, finding an optimal decision among a set of (implicitly or explicitly) predefined alternatives has become conceivable in reasonable time. In the last decades, however, the research community raised more and more attention to the role of uncertainty in the optimization process. In particular, one may question the notion of optimality, and even feasibility, when studying decision problems with unknown or imprecise input parameters. This concern is even more critical in a world becoming more and more complex —by which we intend, interconnected —where each individual variation inside a system inevitably causes other variations in the system itself. In this dissertation, we study a class of optimization problems which suffer from imprecise input data and feature a two-stage decision process, i.e., where decisions are made in a sequential order —called stages —and where unknown parameters are revealed throughout the stages. The applications of such problems are plethora in practical fields such as, e.g., facility location problems with uncertain demands, transportation problems with uncertain costs or scheduling under uncertain processing times. The uncertainty is dealt with a robust optimization (RO) viewpoint (also known as "worst-case perspective") and we present original contributions to the RO literature on both the theoretical and practical side.
Date
- 2023-03-17
Type
- Doctoral Thesis
- PeerReviewed
Format
- application/pdf
Identifier
urn:nbn:it:unibo-29134
Lefebvre, Henri Bertrand Roger Jean-marc Arthur (2023) Adjustable robust optimization with nonlinear recourses, [Dissertation thesis], Alma Mater Studiorum Università di Bologna. Dottorato di ricerca in Ingegneria biomedica, elettrica e dei sistemi