Distributionally robust survivable network design problem with semidefinite programming

In this paper, we first present a stochastic model for the survivable capacitated network design problem, in which the demand vector is uncertain. To deal with the uncertainty of the demand vector, we use the joint chance-constrained programming method. According to the real-world application, it is assumed that only partial distribution information of ‎demand, such as supports, mean, and variance ‎is‎ available. ‎We use a robust method to deal with this uncertainty and the robust counterpart model is a ‎‎d‎istributionally robust joint chance-constrained ‎model. Due to the intractability of the distributionally robust joint chance-constrained model, we use the Worst-Case Conditional Value-at-Risk (WCCVaR) method to solve it. The obtained model is a mixed integer semidefinite programming (MISDP) model.

کلیدواژه ها:

Survivability ، Network design problem ، Distributionally robust ، Joint chance-constrained programming ، Worst-Case Conditional Value-at-Risk