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Applications et algorithmes pour l'optimisation linéaire robuste en deux étapes

Abstract : The research scope of this thesis is two-stage robust linear optimization. We are interested in investigating algorithms that can explore its structure and also on adding alternatives to mitigate conservatism inherent to a robust solution. We develop algorithms that incorporate these alternatives and are customized to work with rather medium or large scale instances of problems. By doing this we experiment a holistic approach to conservatism in robust linear optimization and bring together the most recent advances in areas such as data-driven robust optimization, distributionally robust optimization and adaptive robust optimization. We apply these algorithms in defined applications of the network design/loading problem, the scheduling problem, a min-max-min combinatorial problem and the airline fleet assignment problem. We show how the algorithms developed improve performance when compared to previous implementations.
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Submitted on : Monday, March 18, 2019 - 3:37:08 PM
Last modification on : Tuesday, January 14, 2020 - 10:38:06 AM
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  • HAL Id : tel-02071383, version 1



Marco Aurelio Costa da Silva. Applications et algorithmes pour l'optimisation linéaire robuste en deux étapes. Algorithme et structure de données [cs.DS]. Université d'Avignon; Universidade federal Fluminense (Rio de Janeiro, Brésil), 2018. Français. ⟨NNT : 2018AVIG0229⟩. ⟨tel-02071383⟩



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