20,572 research outputs found
Robust optimization with incremental recourse
In this paper, we consider an adaptive approach to address optimization
problems with uncertain cost parameters. Here, the decision maker selects an
initial decision, observes the realization of the uncertain cost parameters,
and then is permitted to modify the initial decision. We treat the uncertainty
using the framework of robust optimization in which uncertain parameters lie
within a given set. The decision maker optimizes so as to develop the best cost
guarantee in terms of the worst-case analysis. The recourse decision is
``incremental"; that is, the decision maker is permitted to change the initial
solution by a small fixed amount. We refer to the resulting problem as the
robust incremental problem. We study robust incremental variants of several
optimization problems. We show that the robust incremental counterpart of a
linear program is itself a linear program if the uncertainty set is polyhedral.
Hence, it is solvable in polynomial time. We establish the NP-hardness for
robust incremental linear programming for the case of a discrete uncertainty
set. We show that the robust incremental shortest path problem is NP-complete
when costs are chosen from a polyhedral uncertainty set, even in the case that
only one new arc may be added to the initial path. We also address the
complexity of several special cases of the robust incremental shortest path
problem and the robust incremental minimum spanning tree problem
Modeling the Structure and Complexity of Engineering Routine Design Problems
This paper proposes a model to structure routine design problems as well as a model of its design complexity. The idea is that having a proper model of the structure of such problems enables understanding its complexity, and likewise, a proper understanding of its complexity enables the development of systematic approaches to solve them. The end goal is to develop computer systems capable of taking over routine design tasks based on generic and systematic solving approaches. It is proposed to structure routine design in three main states: problem class, problem instance, and problem solution. Design complexity is related to the degree of uncertainty in knowing how to move a design problem from one state to another. Axiomatic Design Theory is used as reference for understanding complexity in routine design
Computational complexity of ÎĽ calculation
The structured singular value ÎĽ measures the robustness of uncertain systems. Numerous researchers over the last decade have worked on developing efficient methods for computing ÎĽ. This paper considers the complexity of calculating ÎĽ with general mixed real/complex uncertainty in the framework of combinatorial complexity theory. In particular, it is proved that the ÎĽ recognition problem with either pure real or mixed real/complex uncertainty is NP-hard. This strongly suggests that it is futile to pursue exact methods for calculating ÎĽ of general systems with pure real or mixed uncertainty for other than small problems
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