Distributionally robust survivable network design problem with semidefiniteprogramming

In this paper, we first present a stochastic model for thesurvivable capacitated network design problem, in whichthe demand vector is uncertain. To deal with the uncertaintyof the demand vector, we use the joint chance-constrainedprogramming method. According to the real-worldapplication, it is assumed that only partial distributioninformation of demand, such as supports, mean, andvariance is available. We use a robust method to deal withthis uncertainty and the robust counterpart model is adistributionally robust joint chance-constrained model. Dueto the intractability of the distributionally robust jointchance-constrained model, we use the Worst-CaseConditional Value-at-Risk (WCCVaR) method to solve it.The obtained model is a mixed integer semidefiniteprogramming (MISDP) model

کلیدواژه ها:

Survivability ، Network design problem ، Distributionallyrobust ، Joint chance-constrained programming ، Worst-CaseConditional Value-at-Risk