Affine decision rules for tractable approximations to robust capacity planning in telecommunications

Abstract

We consider the capacity assignment problem in telecommunications where the demand is uncertain. In our model, given an amount of traffic , we seek for an optimal link capacity assignment that, given an uncertainty set containing possible demand realizations, limits the loss of traffic to in any realization of the demand. To obtain tractable approximations to this problem, we use the so-called Affinely Adjustable Robust Counterpart (AARC) concept proposed by Ben-Tal et al. where the adjustable variables are restricted to depend affinely on the uncertain data. Borrowing ingredients from earlier works and the AARC approach, we propose some tractable approximations to this problem. © 2011 Springer-Verlag.