Symmetry Breaking for Exact Solutions in Adjustable Robust Optimisation
Publication Type:
Refereed Conference Meeting Proceeding
Abstract:
One of the key unresolved challenges in Adjustable Robust Optimisation
is how to deal with large discrete uncertainty sets. In this paper we
present a technique for handling such sets based on symmetry breaking
ideas from Constraint Programming. In earlier work we applied the
technique to a pre-disaster planning problem modelled as a two-stage
Stochastic Program, and we were able to solve exactly instances that
were previously considered intractable and only had approximate
solutions. In this paper we show that the technique can also be
applied to an adjustable robust formulation that scales up to larger
instances than the stochastic formulation. We also describe a new
fast symmetry breaking heuristic that gives improved results.
Conference Name:
21st European Conference on Artificial Intelligence
Proceedings:
in press
Digital Object Identifer (DOI):
in press
Publication Date:
09/05/2014
Conference Location:
Czech Republic
Research Group:
Institution:
National University of Ireland, Cork (UCC)
Open access repository:
No