Two-stage robust mixed integer programming problem with objective uncertainty

被引：1

作者：

Zhang, Ning ^{[1
,2
]}

机构：

[1] Natl Univ Singapore, Dept Math, 10 Lower Kent Ridge Rd, Singapore 119076, Singapore

[2] Singapore ETH Ctr, Future Resilient Syst, 1 Create Way,CREATE Tower, Singapore 138602, Singapore

来源：

OPTIMIZATION LETTERS | 2018年 / 12卷 / 05期

关键词：

Two-stage robust optimization; Mixed integer programming; Objective uncertainty; Augmented Lagrangian; AFFINE POLICIES; ADAPTIVE OPTIMIZATION; DECISION RULES;

D O I：

10.1007/s11590-017-1176-z

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Many real problems with uncertain parameters can be modeled as two-stage robust mixed integer programming problems (RMIPs). Due to the complex nature of this kind of problems, this paper focuses on the two-stage RMIPs with objective uncertainty. Based on the results that the augmented Lagrangian is a strong dual for integer programming Boland and Eberhard (Math Program 150(2):491-509, 2015), we present the upper and lower bounds. In a special case, we show that the two-stage RMIPs can be equivalently reformulated as a solvable minimax problem.

引用

页码：959 / 969

页数：11

共 50 条

[41] Investigation of a two-stage integer problem of quantile optimization
Bogdanov, A.B.
Naumov, A.V.
[J]. Izvestiya Akademii Nauk. Teoriya i Sistemy Upravleniya, 2003, (05): : 62 - 69
[42] Investigation of a two-stage integer problem of quantile optimization
Bogdanov, AB
Naumov, AV
[J]. JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 2003, 42 (05) : 720 - 726
[43] Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective
Goerigk, Marc
Khosravi, Mohammad
[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2023, 310 (02) : 529 - 551
[44] Managing platelets supply chain under uncertainty: A two-stage collaborative robust programming approach
Sheshkol, Maryam Izadidoost
Fardi, Keyvan
Hafezalkotob, Ashkan
Ogie, Robert
Arisian, Sobhan
[J]. Computers and Industrial Engineering, 2024, 198
[45] An inexact two-stage mixed integer linear programming method for solid waste management in the City of Regina
Li, Y. P.
Huang, G. H.
[J]. JOURNAL OF ENVIRONMENTAL MANAGEMENT, 2006, 81 (03) : 188 - 209
[46] A Two-stage Stochastic Mixed-integer Programming Model for Resilience Enhancement of Active Distribution Networks
Hongzhou Chen
Jian Wang
Jizhong Zhu
Xiaofu Xiong
Wei Wang
Hongrui Yang
[J]. Journal of Modern Power Systems and Clean Energy, 2023, 11 (01) : 94 - 106
[47] A Two-Stage Method for the Approximate Solution of General Multiparametric Mixed-Integer Linear Programming Problems
Wittmann-Hohlbein, Martina
Pistikopoulos, Efstratios N.
[J]. INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, 2012, 51 (23) : 8095 - 8107
[48] A Two-stage Stochastic Mixed-integer Programming Model for Resilience Enhancement of Active Distribution Networks
Chen, Hongzhou
Wang, Jian
Zhu, Jizhong
Xiong, Xiaofu
Wang, Wei
Yang, Hongrui
[J]. JOURNAL OF MODERN POWER SYSTEMS AND CLEAN ENERGY, 2023, 11 (01) : 94 - 106
[49] Alternating Mixed-Integer Programming and Neural Network Training for Approximating Stochastic Two-Stage Problems
Kronqvist, Jan
Li, Boda
Rolfes, Jan
Zhao, Shudian
[J]. MACHINE LEARNING, OPTIMIZATION, AND DATA SCIENCE, LOD 2023, PT II, 2024, 14506 : 124 - 139
[50] Two-Stage Stochastic Mixed-Integer Programming with Chance Constraints for Extended Aircraft Arrival Management
Khassiba, Ahmed
Bastin, Fabian
Cafieri, Sonia
Gendron, Bernard
Mongeau, Marcel
[J]. TRANSPORTATION SCIENCE, 2020, 54 (04) : 897 - 919

← 1 2 3 4 5 →