Download or read book Robustness Concepts for Knapsack and Network Design Problems under Data Uncertainty written by Manuel Kutschka and published by Cuvillier Verlag. This book was released on 2013-12-16 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis is concerned with mathematical optimization under data uncertainty using mixed integer linear programming (MILP) techniques. Our investigations follow the deterministic paradigm known as robust optimization. It allows to tackle an uncertain variant of a problem without increasing its complexity in theory or decreasing its computational tractability in practice. We consider four robustness concepts for robust optimization and describe their parametrization, application, and evaluation. The concepts are Γ-robustness, its generalization multi-band robustness, the more general submodular robustness, and the two-staged adaptive approach called recoverable robustness. For each concept, we investigate the corresponding robust generalization of the knapsack problem (KP), a fundamental combinatorial problem and subproblem of almost every integer linear programming (ILP) problem, and many other optimization problems. We present ILP formulations, detailed polyhedral investigations including new classes of valid inequalities, and algorithms for each robust KP. In particular, our results for the submodular and recoverable robust KP are novel. Additionally, the recoverable robust KP is experimentally evaluated in detail. Further, we consider the Γ-robust generalization of the capacitated network design problem (NDP). For example, the NDP arises from many application areas such as telecommunications, transportation, or logistics. We present MILP formulations, detailed polyhedral insights with new classes of valid inequalities, and algorithms for the Γ-robustness NDP. Moreover, we consider the multi-band robust NDP, its MILP formulations, and generalized polyhedral results of the Γ- robustness NDP. Finally, we present computational results for the Γ-robustness NDP using real-world measured uncertain data from telecommunication networks. These detailed representative studies are based on our work with the German ROBUKOM project in cooperation with Partner Nokia Siemens Networks GmbH & Co. KG. Die vorliegende Dissertation untersucht mathematische Optimierung unter Unsicherheiten mittels Methoden der gemischt-ganzzahligen linearen Programmierung (MILP). Dabei folgen wir dem deterministischen Paradigma der robusten Optimierung. Dieses ermöglicht die Lösung unsicherer Problemvarianten ohne Erhöhung der theoretischen Komplexität oder Verschlechterung der praktischen Lösbarkeit. Wir untersuchen vier Robustheitskonzepte und beschreiben deren Parametrisierung, Anwendung, und Evaluierung. Die untersuchten Konzepte sind Γ-Robustheit (engl. Γ-robustness), deren neue Verallgemeinerung Multi-Band-Robustheit (engl. multi-band robustness), die neue allgemeinere submodulare Robustheit (engl. submodular robustness), sowie der adaptive zweistufige Ansatz der wiederherstellbaren Robustheit (engl. recoverable robustness) Für jedes Konzept untersuchen wir die entsprechende robuste Verallgemeinerung des Rucksackproblems (engl. knapsack problem) (KP), eines der fundamentalen kombinatorischen Probleme und Teilproblem fast jeden Problems der ganzzahligen linearen Programmierung (ILP) und vieler anderer Optimierungsprobleme. Wir präsentieren ILP-Formulierungen, detaillierte polyedrische Studien mit neuen Klassen gültiger Ungleichungen und Algorithmen für jedes robuste KP. Dabei sind insbesondere unsere Ergebnisse für das submodular- und wiederherstellbar-robuste KP neuartig. Zusätzlich evaluieren wir das wiederherstellbar- robuste KP experimentell in einer detaillierten Rechenstudie. Außerdem betrachten wir die Γ-robuste Verallgemeinerung des kapazitierten Netzwerkplanungsproblems (engl. capacitated network design problem) (NDP). Das NDP ist z. B. in Anwendungsproblemen aus den Bereichen Telekommunikation, Transport oder Logistik zu finden. Für das Γ-robuste NDP präsentieren wir MILP-Formulierungen, detaillierte polyedrische Ergebnisse, neue Klassen gültiger Ungleichungen und Algorithmen. Zusätzlich untersuchen wir das Multi-Band-robuste NDP, dessen MILP-Formulierungen, sowie dessen polyedrische Struktur als Verallgemeinerung des Γ-robusten NDP. Abschließend präsentieren wir detaillierten Rechenstudien zum Γ-robusten NDP mit real gemessenen unsicheren Daten verschiedener Telekommunikationsnetze. Diese repräsentativen Rechenergebnisse basieren auf unserer Arbeit im Projekt ROBUKOM in Kooperation mit Nokia Siemens Networks GmbH & Co. KG.
Download or read book Network Design with Applications to Transportation and Logistics written by Teodor Gabriel Crainic and published by Springer Nature. This book was released on 2021-07-16 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the methodological and application developments of network design in transportation and logistics. It identifies trends, challenges and research perspectives in network design for these areas. Network design is a major class of problems in operations research where network flow, combinatorial and mixed integer optimization meet. The analysis and planning of transportation and logistics systems continues to be one of the most important application areas of operations research. Networks provide the natural way of depicting such systems, so the optimal design and operation of networks is the main methodological area of operations research that is used for the analysis and planning of these systems. This book defines the current state of the art in the general area of network design, and then turns to its applications to transportation and logistics. New research challenges are addressed. Network Design with Applications to Transportation and Logistics is divided into three parts. Part I examines basic design problems including fixed-cost network design and parallel algorithms. After addressing the basics, Part II focuses on more advanced models. Chapters cover topics such as multi-facility network design, flow-constrained network design, and robust network design. Finally Part III is dedicated entirely to the potential application areas for network design. These areas range from rail networks, to city logistics, to energy transport. All of the chapters are written by leading researchers in the field, which should appeal to analysts and planners.
Download or read book Nature inspired Methods for Stochastic Robust and Dynamic Optimization written by Javier Del Ser Lorente and published by BoD – Books on Demand. This book was released on 2018-07-18 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nature-inspired algorithms have a great popularity in the current scientific community, being the focused scope of many research contributions in the literature year by year. The rationale behind the acquired momentum by this broad family of methods lies on their outstanding performance evinced in hundreds of research fields and problem instances. This book gravitates on the development of nature-inspired methods and their application to stochastic, dynamic and robust optimization. Topics covered by this book include the design and development of evolutionary algorithms, bio-inspired metaheuristics, or memetic methods, with empirical, innovative findings when used in different subfields of mathematical optimization, such as stochastic, dynamic, multimodal and robust optimization, as well as noisy optimization and dynamic and constraint satisfaction problems.
Download or read book Operations Research Proceedings 2014 written by Marco Lübbecke and published by Springer. This book was released on 2016-02-20 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a selection of refereed papers presented at the "International Conference on Operations Research (OR 2014)", which took place at RWTH Aachen University, Germany, September 2-5, 2014. More than 800 scientists and students from 47 countries attended OR 2014 and presented more than 500 papers in parallel topical streams, as well as special award sessions. The theme of the conference and its proceedings is "Business Analytics and Optimization".
Download or read book Algorithm Engineering written by Lasse Kliemann and published by Springer. This book was released on 2016-11-10 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Algorithm Engineering is a methodology for algorithmic research that combines theory with implementation and experimentation in order to obtain better algorithms with high practical impact. Traditionally, the study of algorithms was dominated by mathematical (worst-case) analysis. In Algorithm Engineering, algorithms are also implemented and experiments conducted in a systematic way, sometimes resembling the experimentation processes known from fields such as biology, chemistry, or physics. This helps in counteracting an otherwise growing gap between theory and practice.
Download or read book Robust Optimization written by Aharon Ben-Tal and published by Princeton University Press. This book was released on 2009-08-10 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Download or read book Robust Optimization for Network based Resource Allocation Problems Under Uncertainty written by Lavanya Marla and published by . This book was released on 2007 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider large-scale, network-based, resource allocation problems under uncertainty, with specific focus on the class of problems referred to as multi-commodity flow problems with time-windows. These problems are at the core of many network-based resource allocation problems. Inherent data uncertainty in the problem guarantees that deterministic optimal solutions are rarely, if ever, executed. Our work examines methods of proactive planning, that is, robust plan generation to protect against future uncertainty. By modeling uncertainties in data corresponding to service times, resource availability, supplies and demands, we can generate solutions that are more robust operationally, that is, more likely to be executed or easier to repair when disrupted. The challenges are the following: approaches to achieve robustness 1) can be extremely problem-specific and not general; 2) suffer from issues of tractability; or 3) have unrealistic data requirements. We propose in this work a modeling and algorithmic framework that addresses the above challenges.
Download or read book Building Networks in the Face of Uncertainty written by Shubham Gupta and published by . This book was released on 2011 with total page 73 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of this thesis is to study approximation algorithms for some network design problems in face of uncertainty. We consider two widely studied models of handling uncertainties - Robust Optimization and Stochastic Optimization. We study a robust version of the well studied Uncapacitated Facility Location Problem (UFLP). In this version, once the set of facilities to be opened is decided, an adversary may close at most [beta] facilities. The clients must then be assigned to the remaining open facilities. The performance of a solution is measured by the worst possible set of facilities that the adversary may close. We introduce a novel LP for the problem, and provide an LP rounding algorithm when all facilities have same opening costs. We also study the 2-stage Stochastic version of the Steiner Tree Problem. In this version, the set of terminals to be covered is not known in advance. Instead, a probability distribution over the possible sets of terminals is known. One is allowed to build a partial solution in the first stage a low cost, and when the exact scenario to be covered becomes known in the second stage, one is allowed to extend the solution by building a recourse network, albeit at higher cost. The aim is to construct a solution of low cost in expectation. We provide an LP rounding algorithm for this problem that beats the current best known LP rounding based approximation algorithm.
Download or read book TIMS ORSA Bulletin written by Institute of Management Sciences and published by . This book was released on 1992 with total page 1150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Discrete Optimization and Its Applications written by Panos Kouvelis and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with decision making in environments of significant data un certainty, with particular emphasis on operations and production management applications. For such environments, we suggest the use of the robustness ap proach to decision making, which assumes inadequate knowledge of the decision maker about the random state of nature and develops a decision that hedges against the worst contingency that may arise. The main motivating factors for a decision maker to use the robustness approach are: • It does not ignore uncertainty and takes a proactive step in response to the fact that forecasted values of uncertain parameters will not occur in most environments; • It applies to decisions of unique, non-repetitive nature, which are common in many fast and dynamically changing environments; • It accounts for the risk averse nature of decision makers; and • It recognizes that even though decision environments are fraught with data uncertainties, decisions are evaluated ex post with the realized data. For all of the above reasons, robust decisions are dear to the heart of opera tional decision makers. This book takes a giant first step in presenting decision support tools and solution methods for generating robust decisions in a variety of interesting application environments. Robust Discrete Optimization is a comprehensive mathematical programming framework for robust decision making.
Download or read book Advanced Wireless Networks written by Savo G. Glisic and published by John Wiley & Sons. This book was released on 2006-05-01 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt: The major expectation from the fourth generation (4G) of wireless communication networks is to be able to handle much higher data rates, allowing users to seamlessly reconnect to different networks even within the same session. Advanced Wireless Networks gives readers a comprehensive integral presentation of the main issues in 4G wireless networks, showing the wide scope and inter-relation between different elements of the network. This book adopts a logical approach, beginning each chapter with introductory material, before proceeding to more advanced topics and tools for system analysis. Its presentation of theory and practice makes it ideal for readers working with the technology, or those in the midst of researching the topic. Covers mobile, WLAN, sensor, ad hoc, bio-inspired and cognitive networks as well as discussing cross-layer optimisation, adaptability and reconfigurability Includes hot topics such as network management, mobility and hand-offs, adaptive resource management, QoS, and solutions for achieving energy efficient wireless networks Discusses security issues, an essential element of working with wireless networks Supports the advanced university and training courses in the field and includes an extensive list of references Providing comprehensive coverage of the current status of wireless networks and their future, this book is a vital source of information for those involved in the research and development of mobile communications, as well as the industry players using and selling this technology. Companion website features three appendices: Components of CRE, Introduction to Medium Access Control and Elements of Queueing Theory
Download or read book Handbook of Combinatorial Optimization written by Ding-Zhu Du and published by Springer Science & Business Media. This book was released on 2006-08-18 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a supplementary volume to the major three-volume Handbook of Combinatorial Optimization set. It can also be regarded as a stand-alone volume presenting chapters dealing with various aspects of the subject in a self-contained way.
Download or read book Dynamics in Logistics written by Michael Freitag and published by Springer Nature. This book was released on 2021-12-02 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book highlights the interdisciplinary aspects of logistics research. Featuring empirical, methodological, and practice-oriented articles, it addresses the modelling, planning, optimization and control of processes. Chiefly focusing on supply chains, logistics networks, production systems, and systems and facilities for material flows, the respective contributions combine research on classical supply chain management, digitalized business processes, production engineering, electrical engineering, computer science and mathematical optimization. To celebrate 25 years of interdisciplinary and collaborative research conducted at the Bremen Research Cluster for Dynamics in Logistics (LogDynamics), in this book hand-picked experts currently or formerly affiliated with the Cluster provide retrospectives, present cutting-edge research, and outline future research directions.
Download or read book Wireless Network Design written by Jeff Kennington and published by Springer Science & Business Media. This book was released on 2010-11-10 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys state-of-the-art optimization modeling for design, analysis, and management of wireless networks, such as cellular and wireless local area networks (LANs), and the services they deliver. The past two decades have seen a tremendous growth in the deployment and use of wireless networks. The current-generation wireless systems can provide mobile users with high-speed data services at rates substantially higher than those of the previous generation. As a result, the demand for mobile information services with high reliability, fast response times, and ubiquitous connectivity continues to increase rapidly. The optimization of system performance has become critically important both in terms of practical utility and commercial viability, and presents a rich area for research. In the editors' previous work on traditional wired networks, we have observed that designing low cost, survivable telecommunication networks involves extremely complicated processes. Commercial products available to help with this task typically have been based on simulation and/or proprietary heuristics. As demonstrated in this book, however, mathematical programming deserves a prominent place in the designer's toolkit. Convenient modeling languages and powerful optimization solvers have greatly facilitated the implementation of mathematical programming theory into the practice of commercial network design. These points are equally relevant and applicable in today’s world of wireless network technology and design. But there are new issues as well: many wireless network design decisions, such as routing and facility/element location, must be dealt with in innovative ways that are unique and distinct from wired (fiber optic) networks. The book specifically treats the recent research and the use of modeling languages and network optimization techniques that are playing particularly important and distinctive roles in the wireless domain.
Download or read book Optimization Methods in Finance written by Gerard Cornuejols and published by Cambridge University Press. This book was released on 2006-12-21 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
Download or read book Supply Chain Network Design written by Michael Watson and published by Pearson Education. This book was released on 2013 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction and basic building blocks. Adding costs to two echelon supply chains. Advanced modeling and expanding to multiple echelons. How to get industrial streng results. Case study wrap up.
Download or read book Ant Colony Optimization written by Marco Dorigo and published by MIT Press. This book was released on 2004-06-04 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the rapidly growing field of ant colony optimization that describes theoretical findings, the major algorithms, and current applications. The complex social behaviors of ants have been much studied by science, and computer scientists are now finding that these behavior patterns can provide models for solving difficult combinatorial optimization problems. The attempt to develop algorithms inspired by one aspect of ant behavior, the ability to find what computer scientists would call shortest paths, has become the field of ant colony optimization (ACO), the most successful and widely recognized algorithmic technique based on ant behavior. This book presents an overview of this rapidly growing field, from its theoretical inception to practical applications, including descriptions of many available ACO algorithms and their uses. The book first describes the translation of observed ant behavior into working optimization algorithms. The ant colony metaheuristic is then introduced and viewed in the general context of combinatorial optimization. This is followed by a detailed description and guide to all major ACO algorithms and a report on current theoretical findings. The book surveys ACO applications now in use, including routing, assignment, scheduling, subset, machine learning, and bioinformatics problems. AntNet, an ACO algorithm designed for the network routing problem, is described in detail. The authors conclude by summarizing the progress in the field and outlining future research directions. Each chapter ends with bibliographic material, bullet points setting out important ideas covered in the chapter, and exercises. Ant Colony Optimization will be of interest to academic and industry researchers, graduate students, and practitioners who wish to learn how to implement ACO algorithms.