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Tesi etd-11262009-005543


Thesis type
Tesi di dottorato di ricerca
Author
PASCALI, FAUSTO
email address
PASCALI@DI.UNIPI.IT
URN
etd-11262009-005543
Title
Chance Constrained Network Design
Settore scientifico disciplinare
INF/01
Corso di studi
MATEMATICA PER LE DECISIONI ECONOMICHE
Supervisors
relatore Prof. Frangioni, Antonio
commissario Prof. Gallo, Giorgio
commissario Prof. Cappanera, Paola
tutor Prof.ssa Scutellà, Maria Grazia
commissario Prof.ssa Scutellà, Maria Grazia
Parole chiave
  • robust
  • optimization
  • network
  • design
  • chance
  • routing
Data inizio appello
17/12/2009;
Consultabilità
Completa
Riassunto analitico
the thesis deals with important problem of planning of telecommunication
networks (and other networks which carry demand between different network nodes
requiring allocation of capacities along the network links). More specifically, the problem
is to find the network with the minimal cost which will satisfy uncertain demand. Two
descriptions of uncertainty are considered. In the first one the demand matrices belong to
a known set defined by different sets of linear constraints, this approach of robust
optimization. In the second one the demand matrices belong to a given set with some
specified probability, this problem formulation can be classified as stochastic
programming problem with probability (chance) constraints.
- In robust setting an interesting and important special case is found when the static
routing in certain sense gives no worse results as dynamic routing.
- In chance constrained case several approximate deterministic formulations are
developed and studied. These approximations are critical from the point of view of
computability because the original chance constrained formulation presents considerable
computational difficulties.
Extensive numerical experiments with different problem formulations are presented which allows to analyze meaningfully relative properties of different approximations
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