| EPSRC Reference: |
GR/K92443/01 |
| Title: |
ROPA. ROBUST MODELLING OF OPTIMIZATION PROBLEMS AND THEIR SOLUTION METHODS |
| Principal Investigator: |
Mitra, Professor G |
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| Department: |
Mathematical Sciences |
| Organisation: |
Brunel University London |
| Scheme: |
ROPA |
| Starts: |
01 January 1997 |
Ends: |
31 March 1999 |
Value (£): |
69,944
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| EPSRC Research Topic Classifications: |
| Mathematical Aspects of OR |
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Summary on Grant Application Form |
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The current challenge in planning and operational decision problems is to develop computational models which are relatively insensitive to noisy data. Solutions of mathematical optimization problems are considered to be solution robust if they remain close to optimal for small perturbation, of the input data. The solutions are model robust if they remain feasible for small changes in the input data. We propose to introduce robustness criterion in optimization modelling and design computational algorithms for solving large sparse optimization models. Finally, we will develop software for high performance multi-processor computers to validate the theoretical work.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.brunel.ac.uk |