A robustness approach to uncapacitated network design problems

被引:82
作者
Gutierrez, GJ
Kouvelis, P
Kurawarwala, AA
机构
[1] WASHINGTON UNIV, JOHN M OLIN SCH BUSINESS, ST LOUIS, MO 63130 USA
[2] UNIV TEXAS, DEPT MANAGEMENT, AUSTIN, TX 78712 USA
[3] UNIV MINNESOTA, CARLSON SCH MANAGEMENT, MINNEAPOLIS, MN 55455 USA
关键词
robust optimization; network design; data uncertainty;
D O I
10.1016/0377-2217(95)00160-3
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we address uncapacitated network design problems characterised by uncertainty in the input data. Network design choices have a determinant impact on the effectiveness of the system, Design decisions are frequently made with a great degree of uncertainty about the conditions under which the system will be required to operate. Instead of finding optimal designs for a given future scenario, designers often search for network configurations that are ''good'' for a variety of likely future scenarios. This approach is referred to as the ''robustness'' approach to system design. We present a formal definition of ''robustness'' for the uncapacitated network design problem, and develop algorithms aimed at finding robust network designs. These algorithms are adaptations of the Benders decomposition methodology that are tailored so they can efficiently identify robust network designs, We tested the proposed algorithms on a see of randomly generated problems. Our computational experiments showed two important properties. First, robust solutions are abundant in uncapacitated network design problems, and second, the proposed algorithms performance is satisfactory in terms of cost and number of robust network designs obtained.
引用
收藏
页码:362 / 376
页数:15
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