Séminaire (organisé par l’équipe de recherche RO)

Fabio D’ANDREAGIOVANNI

Chercheur senior et directeur de projet au département d’optimisation de Zuse Institute Berlin (ZIB), Berlin (Allemagne).


Multiband Robust Optimization : theory and applications


Mardi 9 février 2016 à 14 h en GI042

Résumé :

Over the last years, Robust Optimization (RO) has emerged as an effective and efficient methodology to tackle data uncertainty in real-world optimization problems. RO takes into account data uncertainty in the shape of hard constraints that restrict the feasible set and maintain only robust solutions, i.e. solutions that remain feasible even when the values of the input data change. In this talk, I will provide an overview of my research about theory and applications of RO. Specifically, I will present Multiband Robustness (Büsing and D’Andreagiovanni 2012), a new model for RO proposed to generalize and refine the classical Gamma-robustness model by Bertsimas and Sim. The main aim of the new model is to provide an improved representation of arbitrary non-symmetric distributions of the uncertainty, which are commonly present in real-world applications. Such refined representation grants a reduction in conservatism of robust solutions, while maintaining the accessibility and computational tractability that have been a key factor of success of Gamma-robustness. I will also provide an overview of applications of the Multiband model to real-world problems that I have considered in past and ongoing industrial research projects.



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FR SHIC 3272

Collegium UTC/CNRS