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Robustifying against Event-driven and Attribute-driven Uncertainties

عنوان مقاله: Robustifying against Event-driven and Attribute-driven Uncertainties
شناسه ملی مقاله: IIEC13_299
منتشر شده در سیزدهمین کنفرانس بین المللی مهندسی صنایع در سال 1395
مشخصات نویسندگان مقاله:

Mohammad Namakshenas - chool of Industrial Engineering Iran University of Science and Technology, Tehran, Iran
Mir Saman Pishvaee - School of Industrial Engineering Iran University of Science and Technology, Tehran, Iran
Mohammad Mahdavi mazdeh - School of Industrial Engineering Iran University of Science and Technology, Tehran, Iran

خلاصه مقاله:
Over five decades have passed since the first wave of robustoptimization studies conducted by Soyster [1] and Falk [2].It is outstanding that real-life applications of robustoptimization are still swept aside; there is much morepotential for investigating the exact nature of uncertaintiesto have intelligent robust models. For this purpose, in thisstudy, we investigate a more refined description of theuncertain events including (1) Event-driven and (2)Attribute-driven. Instead of model-based calibration ofrobustness, we analyze the structural properties of uncertainevents to obtain a more refined description of the uncertaintypolytopes. Hence, we introduce tractable robust models witha decent degree of conservatism and aversion from overprotectioncaused by the classic cardinality-restricteduncertainty polytopes.

کلمات کلیدی:
Robust optimization, Convex optimization, Uncertainty sets, Uncertainty events

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/648734/