K-Adaptability in Two-Stage Mixed-Integer Robust Optimization

We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional problems that require a finite-dimensional approximation, and (ii) the presence of discrete recourse decisions typically prohibits duality-based solution schemes. We address the first challenge by studying … Read more

Robust Multi-Period Vehicle Routing under Customer Order Uncertainty

In this paper, we study multi-period vehicle routing problems where the aim is to determine a minimum cost visit schedule and associated routing plan for each period using capacity-constrained vehicles. In our setting, we allow for customer service requests that are received dynamically over the planning horizon. In order to guarantee the generation of routing … Read more