Stability and Robustness: Reliability in the World of Uncertainty

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Sketch of the proofProblemFormulationStability andAccuracyFunctionsSo, we have that S(C 0 , J, x ∗ , ρ) ≤ Γ(C 0 , J, x ∗ , ρ). Now itremains to show that S(C 0 , J, x ∗ , ρ) ≥ Γ(C 0 , J, x ∗ , ρ). Considera matrix C ∗ with elements defined according to (2) for anyr ∈ N s . ThenS(C 0 , x ∗ , J, ρ) =maxC∈Ω ρ (C 0 ) ε(C, J, x∗ ) ≥ ε(C ∗ , J, x ∗ ) =maxr∈N smaxr∈N smaxx∈W J r (x∗ ) mini∈J rC ∗ i (x∗ − x)C ∗ i x =max min Ci 0(x∗ − x) + ρ ‖ x ∗ − x ‖ 1x∈W J r (x∗ ) i∈J r Ci 0x − ρ ‖ x ‖ 1So, we have that S(C 0 , x ∗ , J, ρ) ≥ Γ(C 0 , x ∗ , J, ρ). Thiscompletes the proof.= Γ(C 0 , J, x ∗ , ρ).Sensitivity Analysis in Game Theory Yury Nikulin - p. 20/29
Formula for Stability RadiusProblemFormulationStability andAccuracyFunctionsTheorem 2. For x ∗ ∈ JE m (C 0 , X), the stability radius can be expressedby the formula:R S (C 0 , J, x ∗ ) = min{q(C 0 , X), minr∈N smin max Ci 0(x∗ − x)}.x∈W J r (x∗ )\{x ∗ } i∈J r ‖ x ∗ − x ‖ 1(3)Sensitivity Analysis in Game Theory Yury Nikulin - p. 21/29
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OutlineThe World of UncertaintyRobu
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OutlineOutlineThe World of Uncertai
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Interval UncertaintyOutlineThe Worl
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ExampleOutlineThe World of Uncertai
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ExampleOutlineThe World of Uncertai
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Introduction: Sensitivity analysis
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Dealing with uncertainty16/04/2009
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Classical approachKouvelis P. and Y
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Telecommunication and MST16/04/2009
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Multicommodity reformulation formin
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Dual problem16/04/2009 Yury Nikulin
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Interval data and scenariosG = ( E,
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RST problem reformulation as mixedi
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Robust Spanning Tree Problem within
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Example: weak edgesweaknon-weak12-5
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Example: Strong edgesstrong12-553-4
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CPLEX results on complete graphs16/
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Branching strategyNode d with the s
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Lower bound16/04/2009 Yury Nikulin,
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SA: preprocessing, initial solution
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SA: neighborhood search moveCase2.1
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Running time16/04/2009 Yury Nikulin
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SA summary• In spite of SA is gen
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16/04/2009 Yury Nikulin, Sensitivit
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Heuristics for Central Tree Problem
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Distance MeasureThe Central TreePro
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Distance MeasureThe Central TreePro
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The Central Tree ProblemThe Central
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The CTP vs. MDTPThe Central TreePro
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The CTP vs. MDTPThe Central TreePro
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Short ExampleThe Central TreeProble
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Complexity of the CTPThe Central Tr
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Complexity of the CTPThe Central Tr
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Stability and Robustness: Reliability in the World of Uncertainty

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