Frédéric Babonneau, ORDECSYS, Geneva

Tuesday 7 April, 15h00, IMB 385

This work deals with the capacity expansion problem with uncertain demands. The problem consists of installing a least cost set of capacities on arcs so that the resulting capacities are sufficient to admit a network flow that meets uncertain demands. In the present formulation, we also impose an upper bounds on the number of paths that can flow each commodity. The problem to be solved is thus a two stage mixed integer problem. In our approach, we use robust optimization with linear decision rules to model the second stage optimization.

Joint work with O. Klopfensteiny, A. Ouorouy, and J.-P. Vial