| Titre : | A two - stage method for the approximate solution of general multiparametric mixed - integer linear programming problems (2012) |
| Auteurs : | Martina Wittmann-Hohlbein, Auteur ; Efstratios N. Pistikopoulos, Auteur |
| Type de document : | Article : texte imprimé |
| Dans : | Industrial & engineering chemistry research (Vol. 51 N° 23, Juin 2012) |
| Note générale : | Industrial chemistry |
| Langues : | Anglais |
| Tags : | Multiparametric Linear Programming |
| Résumé : | In this work, we focus on the approximate solution of multiparametric mixed-integer linear programming (mp-MILP) problems involving uncertainty in the objective function coefficients and in the entries of the constraint matrices and vectors. A two-stage algorithmic procedure is proposed. In the first stage, the model is partially immunized against uncertainty using the worst-case oriented approach which leads to a partially robust mp-MILP model, whereas in the second stage explicit solutions of the robust model are derived by applying a suitable multiparametric programming algorithm for mp-MILP problems. Computational studies are presented, demonstrating that the proposed two-stage robust optimization/multiparametric programming procedure is computationally efficient and that it provides an upper bound on the overall solution of the general mp-MILP problem. |
| ISSN : | 0888-5885 |
| En ligne : | http://pubs.acs.org/doi/abs/10.1021/ie201408p |
