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Showing 1 results for pishvaee
Mr. M. Namakshenas, Dr. Mir Saman Pishvaee, Dr. M. Mahdavi Mazdeh,
Volume 8, Issue 1 (4-2017)
Abstract
Over five decades have passed since the first wave of robust optimization studies conducted by Soyster and Falk. It is outstanding that real-life applications of robust optimization are still swept aside; there is much more potential for investigating the exact nature of uncertainties to obtain intelligent robust models. For this purpose, in this study, we investigate a more refined description of the uncertain events including (1) event-driven and (2) attribute-driven. Classical methods transform convex programming classes of uncertainty sets. The structural properties of uncertain events are analyzed to obtain a more refined description of the uncertainty polytopes. Hence, tractable robust models with a decent degree of conservatism are introduced to avoid the over-protection induced by classical uncertainty sets.
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