[article]
Titre : |
A comparative theoretical and computational study on robust counterpart optimization : I. robust linear optimization and robust mixed integer linear optimization |
Type de document : |
texte imprimé |
Auteurs : |
Zukui Li, Auteur ; Ran Ding, Auteur ; Christodoulos A. Floudas, Auteur |
Année de publication : |
2011 |
Article en page(s) : |
pp. 10567-10603 |
Note générale : |
Chimie industrielle |
Langues : |
Anglais (eng) |
Mots-clés : |
Optimization |
Résumé : |
Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (Le., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed For uncertainty in the left-hand side, right-hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainly sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. |
DEWEY : |
660 |
ISSN : |
0888-5885 |
En ligne : |
http://cat.inist.fr/?aModele=afficheN&cpsidt=24523879 |
in Industrial & engineering chemistry research > Vol. 50 N° 18 (Septembre 2011) . - pp. 10567-10603
[article] A comparative theoretical and computational study on robust counterpart optimization : I. robust linear optimization and robust mixed integer linear optimization [texte imprimé] / Zukui Li, Auteur ; Ran Ding, Auteur ; Christodoulos A. Floudas, Auteur . - 2011 . - pp. 10567-10603. Chimie industrielle Langues : Anglais ( eng) in Industrial & engineering chemistry research > Vol. 50 N° 18 (Septembre 2011) . - pp. 10567-10603
Mots-clés : |
Optimization |
Résumé : |
Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (Le., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed For uncertainty in the left-hand side, right-hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainly sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. |
DEWEY : |
660 |
ISSN : |
0888-5885 |
En ligne : |
http://cat.inist.fr/?aModele=afficheN&cpsidt=24523879 |
|