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The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared

Author: Evers, L. · Glorie, K. · Ster, S. van der · Barros, A.I. · Monsuur, H.
Type:report
Date:2012
Publisher: Erasmus University, Econometric Institute
Place: Rotterdam
Identifier: 464030
Report number: Econometric Institute Report EI 2012-21
Keywords: Economics · Uncertain orienteering problem · Stochastic programming · Robust optimization · Defence Research ; General · Defence, Safety and Security ; General · Organisation · MO - Military Operations · BSS - Behavioural and Societal Sciences

Abstract

The Orienteering Problem (OP) is a generalization of the well-known traveling salesman problem and has many interesting applications in logistics, tourism and defense. To reflect real-life situations, we focus on an uncertain variant of the OP. Two main approaches that deal with optimization under uncertainty are stochastic programming and robust optimization. We will explore the potentialities and bottlenecks of these two approaches applied to the uncertain OP. We will compare the known robust approach for the uncertain OP (the robust orienteering problem) to the new stochastic programming counterpart (the two-stage orienteering problem). The application of both approaches will be explored in terms of their suitability in practice.