A discussion on the conservatism of robust linear optimization problems
文献类型：期刊论文
| 作者 | Liu, Pengfei; Yang, Wenguo; Guo, Tiande |
| 刊名 | Optimization
 |
| 出版日期 | 2016 |
| 卷号 | 65期号:8页码:1641-1650 |
| 关键词 | Robust approaches Conservatism Linear programming Combinatorial optimization |
| ISSN号 | 0233-1934 |
| DOI | 10.1080/02331934.2016.1149710 |
| 通讯作者 | Yang, wenguo(yangwg@ucas.ac.cn) |
| 英文摘要 | In 2004, bertsimas and sim proposed a robust approach that can control the degree of conservatism by applying a limitation to the maximum number of parameters that are allowed to change. however, the robust approach can become extremely conservative even when is relatively small. in this paper, we provide a theoretical analysis to explain why this extreme conservatism occurs. we further point out that the robust approach does not reach an extremely conservative state when is less than k, where k is the number of nonzero components of the optimal solution of the extremely conservative robust approach. this research also shows that care must be taken when adjusting the value of to control the degree of conservatism because the approach may result in greater conservatism than was intended. we subsequently apply our analysis to additive combinatorial optimization problems. finally, we illustrate our results on numerical simulations. |
| WOS关键词 | UNCERTAINTY ; PROGRAMS |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| WOS类目 | Operations Research & Management Science ; Mathematics, Applied |
| 语种 | 英语 |
| WOS记录号 | WOS:000379619500010 |
| 出版者 | TAYLOR & FRANCIS LTD |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2374690 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Yang, Wenguo |
| 作者单位 | Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, Pengfei,Yang, Wenguo,Guo, Tiande. A discussion on the conservatism of robust linear optimization problems[J]. Optimization,2016,65(8):1641-1650. |
| APA | Liu, Pengfei,Yang, Wenguo,&Guo, Tiande.(2016).A discussion on the conservatism of robust linear optimization problems.Optimization,65(8),1641-1650. |
| MLA | Liu, Pengfei,et al."A discussion on the conservatism of robust linear optimization problems".Optimization 65.8(2016):1641-1650. |
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来源：中国科学院大学
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