Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation

Integrating uncertainties into the optimization process is crucial to obtain solutions suitable for practical needs. In particular, the considered uncertainty set has a huge impact on the quality of the computed solutions. In this paper, we consider a storage loading problem in which a set of items...

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Autores principales:	Christina Büsing, Sigrid Knust, XuanThanh Le
Formato:	article
Lenguaje:	EN
Publicado:	Elsevier 2018
Materias:	90B06 90C31 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
Acceso en línea:	https://doaj.org/article/9db2bcb1e76742a78865fbf7a1829eab
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spelling	oai:doaj.org-article:9db2bcb1e76742a78865fbf7a1829eab2021-12-02T05:01:08ZTrade-off between robustness and cost for a storage loading problem: rule-based scenario generation2192-440610.1007/s13675-018-0094-xhttps://doaj.org/article/9db2bcb1e76742a78865fbf7a1829eab2018-12-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2192440621001064https://doaj.org/toc/2192-4406Integrating uncertainties into the optimization process is crucial to obtain solutions suitable for practical needs. In particular, the considered uncertainty set has a huge impact on the quality of the computed solutions. In this paper, we consider a storage loading problem in which a set of items must be loaded into a partly filled storage area, regarding stacking constraints and taking into account stochastic data of items arriving later. We propose a robust optimization approach dealing with the stochastic uncertainty. With a focus on constructing the uncertainty set, we offer a rule-based scenario generation approach to derive such a set from the stochastic data. To evaluate the robustness of stacking solutions, we introduce the concept of a security level, which is the probability that a stacking solution is feasible when the data of the uncertain items are realized. Computational results for randomly generated problem instances are presented showing the impact of various factors on the trade-off between robustness and cost of the stacking solutions.Christina BüsingSigrid KnustXuanThanh LeElsevierarticle90B0690C31Applied mathematics. Quantitative methodsT57-57.97Electronic computers. Computer scienceQA75.5-76.95ENEURO Journal on Computational Optimization, Vol 6, Iss 4, Pp 339-365 (2018)
institution	DOAJ
collection	DOAJ
language	EN
topic	90B06 90C31 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
spellingShingle	90B06 90C31 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95 Christina Büsing Sigrid Knust XuanThanh Le Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
description	Integrating uncertainties into the optimization process is crucial to obtain solutions suitable for practical needs. In particular, the considered uncertainty set has a huge impact on the quality of the computed solutions. In this paper, we consider a storage loading problem in which a set of items must be loaded into a partly filled storage area, regarding stacking constraints and taking into account stochastic data of items arriving later. We propose a robust optimization approach dealing with the stochastic uncertainty. With a focus on constructing the uncertainty set, we offer a rule-based scenario generation approach to derive such a set from the stochastic data. To evaluate the robustness of stacking solutions, we introduce the concept of a security level, which is the probability that a stacking solution is feasible when the data of the uncertain items are realized. Computational results for randomly generated problem instances are presented showing the impact of various factors on the trade-off between robustness and cost of the stacking solutions.
format	article
author	Christina Büsing Sigrid Knust XuanThanh Le
author_facet	Christina Büsing Sigrid Knust XuanThanh Le
author_sort	Christina Büsing
title	Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
title_short	Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
title_full	Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
title_fullStr	Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
title_full_unstemmed	Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
title_sort	trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
publisher	Elsevier
publishDate	2018
url	https://doaj.org/article/9db2bcb1e76742a78865fbf7a1829eab
work_keys_str_mv	AT christinabusing tradeoffbetweenrobustnessandcostforastorageloadingproblemrulebasedscenariogeneration AT sigridknust tradeoffbetweenrobustnessandcostforastorageloadingproblemrulebasedscenariogeneration AT xuanthanhle tradeoffbetweenrobustnessandcostforastorageloadingproblemrulebasedscenariogeneration
_version_	1718400844292947968

Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation

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