Essec\Faculty\Model\Contribution {#6196
  #_index: "academ_contributions"
  #_id: "2456"
  #_source: array:26 [
    "id" => "2456"
    "slug" => "robust-optimization-for-non-linear-impact-of-data-variation"
    "yearMonth" => "2018-11"
    "year" => "2018"
    "title" => "Robust Optimization for Non-Linear Impact of Data Variation"
    "description" => "ALFANDARI, L. et ESPINOZA GARCIA, J.C. (2018). Robust Optimization for Non-Linear Impact of Data Variation. <i>Computers & Operations Research</i>, 99, pp. 38-47."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "ALFANDARI Laurent"
        "bid" => "B00000901"
        "slug" => "alfandari-laurent"
      ]
      1 => array:1 [
        "name" => "ESPINOZA GARCIA J.-C."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:5 [
      0 => "Dualité"
      1 => "Incertitude"
      2 => "Optimisation robuste"
      3 => "Programmation linéaire"
      4 => "Programmation non linéaire"
    ]
    "updatedAt" => "2021-09-24 10:33:27"
    "publicationUrl" => "https://doi.org/10.1016/j.cor.2018.06.011"
    "publicationInfo" => array:3 [
      "pages" => "38-47"
      "volume" => "99"
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "On propose une approche robuste pour résoudre des programmes linéaires dont les coefficients varient non linéairement en fonction de données incertaines, comme la VNP en fonction du taux d'actualisation en finance. On propose une approximation binaire, puis linéaire par morceaux, des fonctions non linéaires. Dans le deuxième cas, les tests montrent que la solution robuste reste réalisable sur plus de 6000 instances de divers problèmes incluant le Capital Budgeting, malgré l'approximation des fonctions non linéaires."
      "en" => "We propose a robust approach for solving Linear Programs the coefficients of which depend on uncertain data in a non-linear way, like NPVs with the discount rate in finance. We propose first a binary approximation of the non-linear functions, then a piece-wise linear approximation. In the second case, numerical experiments show that the robust solution remains feasible for more than 6000 instances of problems tested, including Capital Budgeting, despite the approximation of the non-linear functions."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-04-20T13:21:50.000Z"
    "docTitle" => "Robust Optimization for Non-Linear Impact of Data Variation"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/alfandari-laurent">ALFANDARI Laurent</a>, ESPINOZA GARCIA J.-C."
    "docDescription" => "<span class="document-property-authors">ALFANDARI Laurent, ESPINOZA GARCIA J.-C.</span><br><span class="document-property-authors_fields">Systèmes d’Information, Sciences de la Décision et Statistiques</span> | <span class="document-property-year">2018</span>"
    "keywordList" => "<a href="#">Dualité</a>, <a href="#">Incertitude</a>, <a href="#">Optimisation robuste</a>, <a href="#">Programmation linéaire</a>, <a href="#">Programmation non linéaire</a>"
    "docPreview" => "<b>Robust Optimization for Non-Linear Impact of Data Variation</b><br><span>2018-11 | Articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://doi.org/10.1016/j.cor.2018.06.011" target="_blank">Robust Optimization for Non-Linear Impact of Data Variation</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 7.9732323
  +"parent": null
}