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Representación finita de sistemas de infinitas inecuaciones.

Miguel Angel Goberna Torrent, Marco A. López Cerdá, Jesús T. Pastor Ciurana (1982)

Trabajos de Estadística e Investigación Operativa

Dado un Problema de Programación Semi-Infinita, si se puede obtener una representación finita del conjunto factible, pueden aplicarse para resolver el problema los métodos de programación con restricciones finitas.En la primera parte se caracterizan los sistemas lineales infinitos que pueden ser reducidos a un sistema finito equivalente, dándose además condiciones suficientes y métodos para efectuar tal reducción. En la segunda parte se establecen diferentes procedimientos de obtención de la representación...

Robust optimality analysis for linear programming problems with uncertain objective function coefficients: an outer approximation approach

Zhenzhong Gao, Masahiro Inuiguchi (2023)

Kybernetika

Linear programming (LP) problems with uncertain objective function coefficients (OFCs) are treated in this paper. In such problems, the decision-maker would be interested in an optimal solution that has robustness against uncertainty. A solution optimal for all conceivable OFCs can be considered a robust optimal solution. Then we investigate an efficient method for checking whether a given non-degenerate basic feasible (NBF) solution is optimal for all OFC vectors in a specified range. When the...

Robust real-time optimization for the linear oil blending

Stefan Janaqi, Jorge Aguilera, Meriam Chèbre (2013)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper we present a robust real-time optimization method for the online linear oil blending process. The blending process consists in determining the optimal mix of components so that the final product satisfies a set of specifications. We examine different sources of uncertainty inherent to the blending process and show how to address this uncertainty applying the Robust Optimization techniques. The polytopal structure of our problem permits a simplified robust approach. Our method is intended...

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