Strong Formulations of Robust Mixed 0–1 Programming |
| |
Authors: | Alper Atamtürk |
| |
Institution: | (1) Industrial Engineering and Operations Research, University of California, 4141 Etcheverry Hall, CA 94720-1777 Berkeley, USA |
| |
Abstract: | We introduce strong formulations for robust mixed 0–1 programming with uncertain objective coefficients. We focus on a polytopic
uncertainty set described by a ``budget constraint' for allowed uncertainty in the objective coefficients. We show that for
a robust 0–1 problem, there is an α–tight linear programming formulation with size polynomial in the size of an α–tight linear programming formulation for the nominal 0–1 problem. We give extensions to robust mixed 0–1 programming and
present computational experiments with the proposed formulations. |
| |
Keywords: | Robust optimization Polyhedra Modeling Computation |
本文献已被 SpringerLink 等数据库收录! |