Uncertainty reduction in robust optimization
| hal.structure.identifier | Formulations étendues et méthodes de décomposition pour des problèmes génériques d'optimisation [EDGE] | |
| dc.contributor.author | ARSLAN, Ayşe | |
| hal.structure.identifier | Methods, Algorithms for Operations REsearch [LIRMM | MAORE] | |
| dc.contributor.author | POSS, Michael | |
| dc.date.accessioned | 2024-04-04T02:30:29Z | |
| dc.date.available | 2024-04-04T02:30:29Z | |
| dc.date.created | 2023 | |
| dc.date.issued | 2023-07-11 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190248 | |
| dc.description.abstractEn | Uncertainty reduction has recently been introduced in the robust optimization literature as a relevant special case of decisiondependent uncertainty. Herein, we first show that when the uncertainty reduction decisions are constrained, the resulting optimizationproblem is NP-hard. We further show that relaxing these constraints leads to solving a linear number of deterministic problems in certain special cases and illustrate the numerical relevance of this result. We further provide insights into possible MILP reformulations and the strength of their continuous relaxations. | |
| dc.description.sponsorship | Bornes primales et duales pour optimisation robuste adjustable - ANR-22-CE48-0018 | |
| dc.language.iso | en | |
| dc.subject.en | Combinatorial optimization | |
| dc.subject.en | Robust optimization | |
| dc.subject.en | NP-hardness | |
| dc.subject.en | Reformulation | |
| dc.title.en | Uncertainty reduction in robust optimization | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Informatique [cs]/Recherche opérationnelle [cs.RO] | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-04158877 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-04158877v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2023-07-11&rft.au=ARSLAN,%20Ay%C5%9Fe&POSS,%20Michael&rft.genre=preprint |
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