Extrapolating from limited uncertain information to obtain robust solutions for large-scale optimization problems

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ICTAI_2014_submission_205.pdf(478.59 KB)
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Date
2014-12-15
Authors
Climent, Laura
Wallace, Richard
O'Sullivan, Barry
Freuder, Eugene
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Institute of Electrical and Electronics Engineers (IEEE)
Published Version
https://doi.org/10.1109/ICTAI.2014.137
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Abstract
Data uncertainty in real-life problems is a current challenge in many areas, including Operations Research (OR) and Constraint Programming (CP). This is especially true given the continual and accelerating increase in the amount of data associated with real-life problems, to which Large Scale Combinatorial Optimization (LSCO) techniques may be applied. Although data uncertainty has been studied extensively in the literature, many approaches do not take into account the partial or complete lack of information about uncertainty in real-life settings. To meet this challenge, in this paper we present a strategy for extrapolating data from limited uncertain information to ensure a certain level of robustness in the solutions obtained. Our approach is motivated by real-world applications of supply of timber from forests to saw-mills.
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Keywords
Uncertainty , Robustness , Optimization
Citation
Climent, L., Wallace, R., O'Sullivan, B. and Freuder, E. (2014) 'Extrapolating from limited uncertain information to obtain robust solutions for large-scale optimization problems', 2014 IEEE 26th International Conference on Tools with Artificial Intelligence, Limassol, Cyprus, 10-12 November 2014, pp. 898-905. https://doi.org/10.1109/ICTAI.2014.137
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https://hdl.handle.net/10468/16791
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Insight Centre for Data Analytics - Conference Items
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