Robust Linear Programming and Its Application to Water and Environmental Decision-Making under Uncertainty

Yang Zhou, Bo Yang, Jingcheng Han and Yuefei Huang
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Yang Zhou: Water Science and Environmental Engineering Research Center, College of Chemical and Environmental Engineering, Shenzhen University, Shenzhen 518060, China
Bo Yang: Department of Environmental Engineering, College of Chemical and Environmental Engineering, Shenzhen University, Shenzhen 518060, China
Jingcheng Han: Water Research Center, Graduate School at Shenzhen, Tsinghua University, Shenzhen 518055, China
Yuefei Huang: State Key Laboratory of Hydroscience & Engineering, Department of Hydraulic Engineering, Tsinghua University, Beijing 100084, China

Sustainability, 2018, vol. 11, issue 1, 1-12

Abstract: In this study, we introduce a robust linear programming approach for water and environmental decision-making under uncertainty. This approach is of significant practical utility to decision makers for obtaining reliable and robust management decisions that are “immune” to the uncertainty attributable to data perturbations. The immunization guarantees that the chosen robust management plan will be implementable with no violation of the mandatory constraints of the problem being studied—i.e., natural resource supply constraint, environmental carrying capacity constraint, environmental pollution control constraint, etc.—and that the actual value of the objective will be no worse than the given estimation if the perturbations of data fall within the specified uncertainty set. A simplified example in regional water quality management is provided to help water and environmental practitioners to better understand how to implement robust linear programming from the perspective of application, as well as to illustrate the significance and necessity of implementing robust optimization techniques in real-world practices. Robust optimization is a growing research field that requires more interdisciplinary research efforts and engagements from water and environmental practitioners. Both may benefit from the advances of management science.

Keywords: robust optimization; water quality; water and environmental management; decision making; uncertainty; box uncertainty set (search for similar items in EconPapers)
JEL-codes: O13 Q Q0 Q2 Q3 Q5 Q56 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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