Monday, 15:45 - 16:10 h, Room: MA 376

 

Ahmed Shabbir
Probabilistic set covering with correlations

Coauthor: Dimitri Papageorgiou

 

Abstract:
We formulate deterministic mixed-integer programming models for distributionally robust probabilistic set covering problems with correlated uncertainties. By exploiting the supermodularity of certain substructures we develop strong valid inequalities to strengthen the formulations. Computational results illustrate that our modeling approach can outperform formulations in which correlations are ignored and that our algorithms can significantly reduce overall computation time.

 

Talk 2 of the invited session Mon.3.MA 376
"Advances in probabilistically constrained optimization" [...]
Cluster 22
"Stochastic optimization" [...]

 

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