Academia.eduAcademia.edu

Outline

Robust multi-sensor scheduling for multi-site surveillance

2009, Journal of Combinatorial Optimization

https://doi.org/10.1007/S10878-009-9271-4

Abstract

This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic and stochastic cases using linear 0-1 programming techniques. Equivalent formulations are developed in terms of cardinality constraints. We conducted numerical case studies and analyzed the performance of optimization solvers on the considered problem instances. Keywords Mathematical programming • Multi-sensor scheduling • Combinatorial optimization • Robust optimization • Risk measures The research was supported by AFOSR grants # 07MN01COR and FA9550-08-1-0190 and Air Force contract # F08635-03-D-0130.

References (7)

  1. American optimal decision, portfolio safeguard (2008) http://www.aorda.com Ilog cplex (2008) http://www.ilog.com/products/cplex/
  2. Lobo MS, Fazel M, Boyd S (2007) Portfolio optimization with linear and fixed transaction costs. Ann Oper Res 152(1):376-394
  3. Rockafellar RT, Uryasev SP (2000) Optimization of conditional value-at-risk. J Risk 2:21-42
  4. Rockafellar RT, Uryasev SP (2002) Conditional value-at-risk for general loss distributions. J Bank Financ 26:1443-1471
  5. Sarykalin S, Serraino G, Uryasev S (2008) Var vs cvar in risk management and optimization. In: INFORMS tutorial
  6. Uryasev S (2000) Conditional value-at-risk: optimization algorithms and applications. Financ Eng News 14:1-5
  7. Yavuz M, Jeffcoat DE (2007) Single sensor scheduling for multi-site surveillance. Technical report, Air Force Research Laboratory