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All Journal Jurnal Teknik Industri
Cornelis Roos
Algorithm Group, Delft University of Technology, Mekelweg 4, 2528 CD Delft
Industrial & Manufacturing Engineering

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Handling Optimization under Uncertainty Problem Using Robust Counterpart Methodology Diah Chaerani; Cornelis Roos
Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri Vol. 15 No. 2 (2013): DECEMBER 2013
Publisher : Institute of Research and Community Outreach - Petra Christian University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (414.134 KB) | DOI: 10.9744/jti.15.2.111-118

Abstract

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 for that case. Some new supported examples are presented to give a clear description of the used of  RC methodology theorem.
Co-Authors Diah Chaerani