scholarly journals Distributionally Robust Optimization of Two-Stage Lot-Sizing Problems

2016 ◽  
Vol 25 (12) ◽  
pp. 2116-2131 ◽  
Author(s):  
Yuli Zhang ◽  
Zuo-Jun Max Shen ◽  
Shiji Song
Keyword(s):  
Robust Optimization ◽  
Lot Sizing ◽  
Two Stage ◽  
Distributionally Robust Optimization ◽  
Distributionally Robust

Two-Stage Distributionally Robust Optimization for Energy Hub Systems

2020 ◽  
Vol 16 (5) ◽  
pp. 3460-3469 ◽  
Author(s):  
Pengfei Zhao ◽  
Chenghong Gu ◽  
Da Huo ◽  
Yichen Shen ◽  
Ignacio Hernando-Gil
Keyword(s):  
Robust Optimization ◽  
Two Stage ◽  
Distributionally Robust Optimization ◽  
Energy Hub ◽  
Distributionally Robust

Two-Stage Distributionally Robust Optimization for a Two-Allocation p-Hub Median Problem

2021 ◽  
pp. 2150004
Author(s):  
Congke Wang ◽  
Yankui Liu ◽  
Peiyu Zhang ◽  
Guoqing Yang
Keyword(s):  
Robust Optimization ◽  
Median Problem ◽  
Two Stage ◽  
Distributionally Robust Optimization ◽  
Second Stage ◽  
Proposed Model ◽  
Hub Network ◽  
Distributionally Robust ◽  
Partial Distribution

This paper presents a novel two-stage distributionally robust optimization model of the two-allocation p-hub median problem with different hub link scales. With the objective of minimizing overall costs of building and operating the hub network, the choices of hub locations and hub link scales are decided in the first stage, while the optimal flows are determined in the second stage once the uncertain demands have been realized. Before establishing the hub network, we just have partial distribution information about the uncertain flow demands, which can be described by a given perturbation set based on the historical information. Due to the ambiguous distributions leading to a computationally intractable model, we reformulate the proposed model into the tractable robust counterpart forms under two types of uncertainty sets (Box[Formula: see text]ellipsoidal perturbation set and Generalized ellipsoidal perturbation set). Finally, to demonstrate the effectiveness and applicability for our model, we conduct a case study for the express network system in the Beijing–Tianjin–Hebei region.

Data-driven two-stage distributionally robust optimization with risk aversion

2020 ◽  
Vol 87 ◽  
pp. 105978 ◽  
Author(s):  
Ripeng Huang ◽  
Shaojian Qu ◽  
Zaiwu Gong ◽  
Mark Goh ◽  
Ying Ji
Keyword(s):  
Risk Aversion ◽  
Robust Optimization ◽  
Data Driven ◽  
Two Stage ◽  
Distributionally Robust Optimization ◽  
Distributionally Robust
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