Özyeğin University, Çekmeköy Campus Nişantepe District, Orman Street, 34794 Çekmeköy - İSTANBUL
Phone : +90 (216) 564 90 00
Fax : +90 (216) 564 99 99
E-mail: info@ozyegin.edu.tr
25.04.2018 - 25.04.2018
Industrial Engineering Seminar Series - İhsan Yanıkoğlu
Title: Robust Reformulations of Ambiguous Chance Constraints with Discrete Probability Distributions
Abstract: This study proposes robust reformulations of ambiguous chance constraints when the underlying family of distributions is discrete and supported in a box or an ellipsoidal uncertainty set. Using the robust optimization paradigm, the deterministic counterparts of the (ambiguous) chance constraints are reformulated as mixed-integer programming problems which can be tackled by commercial solvers for moderately sized instances. The associated approach can be easily extended to joint chance constraints, nonlinear inequalities, and dependent data without introducing additional mathematical optimization complexity to that of the original robust reformulation. We present our approach over a chance constrained knapsack problem.
Bio: İhsan Yanıkoğlu received his B.Sc. (2007) and M.Sc. (2009) degrees in Industrial Engineering from Bilkent University, and his M.Phil. (2010) and Ph.D. (2014) degrees in Operations Research and Econometrics from Tilburg University. His research interests are mainly based on optimization, namely, robust, stochastic, and discrete optimization. In the recent 4-5 years, his research focuses on developing practicable robust optimization methodologies and their applications.
