Performance Analysis in Robust Optimization

André Chassein () and Marc Goerigk ()
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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
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/978-3-319-33121-8_7

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