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gabriel-fortin-leblanc/distributionally-robust-facility-location-problem

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Decision-dependant Distributionally Robust Optimization: The Facility Location Problem

This project has been made in the course Quantitative Risk Management Using Robust Optimization from Erick Delage in autumn 2024. The goal was to replicate the results of Basciftci, B., Ahmed, S., & Shen, S. (2021). Distributionally robust facility location problem under decision-dependent stochastic demand. European Journal of Operational Research, 292(2), 548–561. https://doi.org/10.1016/j.ejor.2020.11.002.

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The documentation with figures generated are in the directory doc. The source code with the Python notebook is in the directory src. The tool Tox has been used for the tests and the linters.

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Study of the distributionally robust facility location problem.

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