Performance Analysis in Robust Optimization
André Chassein () and
Marc Goerigk ()
Additional contact information
André Chassein: University of Kaiserslautern
Marc Goerigk: Lancaster University
Chapter Chapter 7 in Robustness Analysis in Decision Aiding, Optimization, and Analytics, 2016, pp 145-170 from Springer
Abstract:
Abstract We discuss the problem of evaluating a robust solution performance analysis . To this end, we first give a short primer on how to apply robustification approaches to uncertain optimization problems using the assignment problem and the knapsack problem as illustrative examples. As it is not immediately clear in practice which such robustness approach is suitable for the problem at hand, we present current approaches for evaluating and comparing robustness from the literature, and introduce the new concept of a scenario curve. Using the methods presented in this chapter, an easy guide is given to the decision maker to find, solve and compare the best robust optimization method for his purposes.
Keywords: Assignment Problem; Knapsack Problem; Robust Optimization; Robust Solution; Interval Uncertainty (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (6)
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-319-33121-8_7
Ordering information: This item can be ordered from
http://www.springer.com/9783319331218
DOI: 10.1007/978-3-319-33121-8_7
Access Statistics for this chapter
More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().