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1228. Cross-dock Door Design Problem, CDDP, Multi-horizon Distributionally Robust Optimization

Invited abstract in session MD-35: Cross-dock Door Problems, stream Stochastic, Robust and Distributionally Robust Optimization.

Monday, 14:30-16:00
Room: 44 (building: 303A)

Authors (first author is the speaker)

1. Laureano F. Escudero
Estadística e Investigación Operativa, Universidad Rey Juan Carlos
2. M. Araceli Garin
Quantitative Methods, UPV/EHU
3. Aitziber Unzueta
Applied Mathematics, UPV/EHU

Abstract

Distributionally robust optimization (DRO) is motivated as a counterpart of the usually unknown underlying probability distribution (PD) followed by the uncertainty in dynamic problems. An approach is presented for the highly combinatorial Cross-dock Door Design Problem (CDDP) solving to decide the number and nominal capacity of the strip and stack doors. The strategic uncertainty is represented in a finite set of stagewise-dependent scenarios and the operational one is done in a finite set of stage-dependent scenarios. It is assumed the availability of a Nominal Distribution (ND) for the realization of the strategic parameters in the immediate successors set of any node, and a ND of the realization of the operational parameters in the stages through the multi-horizon scenario tree. Those ambiguity sets are obtained from the projections of appropriate perturbations of the cumulative distribution functions of the ND realizations in a set of modeler-driven PDs, where the Wasserstein distance is satisfied for a given radius. A mixed binary quadratic DRO-MH modeling paradigm is presented to consider the strategic and operational ambiguity sets in CDDP. The aim is to minimize the overall highest expected DRO cost in the nodes, among the ambiguity set members, subject to the constraint system for each one.

Keywords

Status: accepted

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