A two - stage method for the approximate solution of general multiparametric mixed - integer linear programming problems / Martina Wittmann-Hohlbein in Industrial & engineering chemistry research, Vol. 51 N° 23 (Juin 2012)  

Public ISBD [article]  inIndustrial & engineering chemistry research > Vol. 51 N° 23 (Juin 2012) Titre : A two - stage method for the approximate solution of general multiparametric mixed - integer linear programming problems Type de document : texte imprimé Auteurs : Martina Wittmann-Hohlbein, Auteur ; Efstratios N. Pistikopoulos, Auteur Année de publication : 2012 Note générale : Industrial chemistry Langues : Anglais (eng) Mots-clés : 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 [article] A two - stage method for the approximate solution of general multiparametric mixed - integer linear programming problems [texte imprimé] / Martina Wittmann-Hohlbein, Auteur ; Efstratios N. Pistikopoulos, Auteur . - 2012. Industrial chemistry Langues : Anglais (eng) in Industrial & engineering chemistry research > Vol. 51 N° 23 (Juin 2012) Mots-clés : 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

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