Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology  

Oleh:

Chaerani, Diah ; Roos, Cornelis

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI - non-atma jaya
Dalam koleksi: Jurnal Teknik Industri vol. 15 no. 2 (Dec. 2013), page 111-118.
Topik: Optimization; uncertainty; conic; robust counterpart.
Fulltext: 18848-22487-2-PB.pdf (404.43KB)

Isi artikel

In this paper we discuss the robust counterpart (RC) methodology to handle the optimization under uncertainty problem as proposed by Ben-Tal and Nemirovskii. This optimization methodology incorporates the uncertain data in U a so-called uncertainty set and replaces the uncertain problem by its so-called robust counterpart. We apply the RC approach to uncertain Conic Optimization (CO) problems, with special attention to robust linear optimization (RLO) problem and include a discussion on parametric uncertainty in that case. Some new supported examples are presented to give a clear description of the used of the RC methodology theorem.

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