稳健优化
模棱两可
数学优化
约束(计算机辅助设计)
最优化问题
设施选址问题
集合(抽象数据类型)
高斯分布
数学
计算机科学
几何学
量子力学
物理
程序设计语言
作者
Fanghao Yin,Yanju Chen,Fengxuan Song,Yankui Liu
标识
DOI:10.1016/j.apm.2019.04.056
摘要
The p-hub median problem is to determine the optimal location for p hubs and assign the remaining nodes to hubs so as to minimize the total transportation costs. Under the carbon cap-and-trade policy, we study this problem by addressing the uncertain carbon emissions from the transportation, where the probability distributions of the uncertain carbon emissions are only partially available. A novel distributionally robust optimization model with the ambiguous chance constraint is developed for the uncapacitated single allocation p-hub median problem. The proposed distributionally robust optimization problem is a semi-infinite chance-constrained optimization model, which is computationally intractable for general ambiguity sets. To solve this hard optimization model, we discuss the safe approximation to the ambiguous chance constraint in the following two types of ambiguity sets. The first ambiguity set includes the probability distributions with the bounded perturbations with zero means. In this case, we can turn the ambiguous chance constraint into its computable form based on tractable approximation method. The second ambiguity set is the family of Gaussian perturbations with partial knowledge of expectations and variances. Under this situation, we obtain the deterministic equivalent form of the ambiguous chance constraint. Finally, we validate the proposed optimization model via a case study from Southeast Asia and CAB data set. The numerical experiments indicate that the optimal solutions depend heavily on the distribution information of carbon emissions. In addition, the comparison with the classical robust optimization method shows that the proposed distributionally robust optimization method can avoid over-conservative solutions by incorporating partial probability distribution information. Compared with the stochastic optimization method, the proposed method pays a small price to depict the uncertainty of probability distribution. Compared with the deterministic model, the proposed method generates the new robust optimal solution under uncertain carbon emissions.
科研通智能强力驱动
Strongly Powered by AbleSci AI