Robust combinatorial optimization under convex and discrete cost uncertainty

C Buchheim, J Kurtz - EURO Journal on Computational Optimization, 2018 - Elsevier
In this survey, we discuss the state of the art of robust combinatorial optimization under
uncertain cost functions. We summarize complexity results presented in the literature for …

Branch-cut-and-price for the robust capacitated vehicle routing problem with knapsack uncertainty

AA Pessoa, M Poss, R Sadykov… - Operations …, 2021 - pubsonline.informs.org
We examine the robust counterpart of the classical capacitated vehicle routing problem
(CVRP). We consider two types of uncertainty sets for the customer demands: the classical …

Exact and heuristic algorithms for the interval min-max regret generalized assignment problem

W Wu, M Iori, S Martello, M Yagiura - Computers & Industrial Engineering, 2018 - Elsevier
We consider the generalized assignment problem (GAP) with min-max regret criterion under
interval costs. This problem models many real-world applications in which jobs must be …

Single machine robust scheduling with budgeted uncertainty

M Bougeret, A Pessoa, M Poss - Operations Research Letters, 2023 - Elsevier
We consider robust single machine scheduling problems. First, we prove that with uncertain
processing times, minimizing the number of tardy jobs is NP-hard. Second, we show that the …

Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management

H Chen, XA Sun, H Yang - SIAM Journal on Optimization, 2023 - SIAM
We consider a robust optimization problem with continuous decision-dependent uncertainty
(RO-CDDU), which has two significant features: an uncertainty set linearly dependent on …

Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty

A Chassein, M Goerigk, J Kurtz, M Poss - European Journal of Operational …, 2019 - Elsevier
We consider robust combinatorial optimization problems where the decision maker can
react to a scenario by choosing from a finite set of k solutions. This approach is appropriate …

The resource constrained shortest path problem with uncertain data: a robust formulation and optimal solution approach

LDP Pugliese, F Guerriero, M Poss - Computers & Operations Research, 2019 - Elsevier
Abstract The Resource Constrained Shortest Path Problem (RCSPP) models several
applications in the fields of transportation and communications. The classical problem …

Min–max–min robustness for combinatorial problems with discrete budgeted uncertainty

M Goerigk, J Kurtz, M Poss - Discrete Applied Mathematics, 2020 - Elsevier
We consider robust combinatorial optimization problems with cost uncertainty where the
decision maker can prepare K solutions beforehand and chooses the best of them once the …

Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty

M Goerigk, A Kasperski, P Zieliński - Journal of Combinatorial Optimization, 2022 - Springer
In this paper a class of robust two-stage combinatorial optimization problems is discussed. It
is assumed that the uncertain second-stage costs are specified in the form of a convex …

Quantified integer programming with polyhedral and decision-dependent uncertainty

M Hartisch - 2020 - 141.99.19.133
The research field of optimization under uncertainty, even though already established in the
middle of the last century, gained much attention in the last two decades. The necessity to …