Wednesday, 15:15 - 15:40 h, Room: MA 144


Olga Myndyuk
Stochastic network design under probabilistic constraint with continuous random variables.


Stochastic network optimization problem is formulated, where the demands at the nodes are continuously distributed random variables. The problem is to find optimal node and arc capacities under probabilistic constraint that insures the satisfiability of all demands on a high probability level. The large number of feasibility inequalities is reduced to a much smaller number (elimination by network topology), equivalent reformulation takes us to a specially structured LP. It is solved by the combination of an inner and an outer algorithm providing us with both lower and upper bounds for the optimum in each iteration. Numerical example is presented. The network design method is applicable to find optimal capacity expansion problems in interconnected power systems, water supply, traffic, transportation, evacuation and other networks.


Talk 1 of the contributed session Wed.3.MA 144
"Network design, reliability, and PDE constraints" [...]
Cluster 22
"Stochastic optimization" [...]


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