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hal.structure.identifierLaboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
dc.contributor.authorGabrel, Virginie*
hal.structure.identifierLaboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
dc.contributor.authorLacroix, Mathieu
HAL ID: 741352
ORCID: 0000-0001-8385-3890
*
hal.structure.identifierLaboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
dc.contributor.authorMurat, Cécile*
hal.structure.identifierLaboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
dc.contributor.authorRemli, Nabila*
dc.date.accessioned2012-06-04T14:03:33Z
dc.date.available2012-06-04T14:03:33Z
dc.date.issued2014
dc.identifier.issn0166-218X
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9344
dc.language.isoenen
dc.subjectRobust optimization
dc.subjectLocation transportation problem
dc.subjectMixed integer linear programming
dc.subjectInterval uncertainty
dc.subjectConvex optimization
dc.subject.ddc003en
dc.titleRobust location transportation problems under uncertain demands
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn robust optimization, the multi-stage context (or dynamic decision-making) assumes that the information is revealed in stages. So, part of the decisions must be taken before knowing the real values of the uncertain parameters, and another part, called recourse decisions, is taken when the information is known. In this paper, we are interested in a robust version of the locationtransportationproblem with an uncertaindemand using a 2-stage formulation. The obtained robust formulation is a convex (not linear) program, and we apply a cutting plane algorithm to exactly solve the problem. At each iteration, we have to solve an NP-hard recourse problem in an exact way, which is time-consuming. Here, we go further in the analysis of the recourse problem of the locationtransportationproblem. In particular, we propose a mixed integer program formulation to solve the quadratic recourse problem and we define a tight bound for this reformulation. We present an extensive computation analysis of the 2-stage robustlocationtransportationproblem. The proposed tight bound allows us to solve large size instances.
dc.relation.isversionofjnlnameDiscrete Applied Mathematics
dc.relation.isversionofjnlvol146
dc.relation.isversionofjnlissuepart 1
dc.relation.isversionofjnldate2014
dc.relation.isversionofdoi10.1016/j.dam.2011.09.015
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevier
dc.subject.ddclabelRecher opérationnelleen
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dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2017-02-20T18:51:22Z
hal.identifierhal-01495347*
hal.version1*
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