Solution of Robust Linear Optimization Problems
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866912303990964224 |
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| author | Mondal, Parthasarathi Ojha, Akshay Kumar |
| author_facet | Mondal, Parthasarathi Ojha, Akshay Kumar |
| contents | Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of uncertain values within a given uncertainty set. The challenge of RO is to reformulate the constraints so that the uncertain optimization problem is transformed into a tractable deterministic form. In this paper, we have given more emphasis to study the robust counterpart(RC) of the RO problems and have developed a mathematical model on the solution strategy for robust linear optimization problems, where the constraints only are associated with uncertainties. The box and ellipsoidal uncertainty sets are considered and some illustrative numerical examples have been solved in each corresponding case for validating our proposed method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_00894 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Solution of Robust Linear Optimization Problems Mondal, Parthasarathi Ojha, Akshay Kumar Optimization and Control Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of uncertain values within a given uncertainty set. The challenge of RO is to reformulate the constraints so that the uncertain optimization problem is transformed into a tractable deterministic form. In this paper, we have given more emphasis to study the robust counterpart(RC) of the RO problems and have developed a mathematical model on the solution strategy for robust linear optimization problems, where the constraints only are associated with uncertainties. The box and ellipsoidal uncertainty sets are considered and some illustrative numerical examples have been solved in each corresponding case for validating our proposed method. |
| title | Solution of Robust Linear Optimization Problems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2504.00894 |