Pareto Robust Optimization on Euclidean Vector Spaces

Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis. We generalize their approach and theoretical results to robust optimization problems in Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this approach in an exemplary manner in the area of robust semidefinite programming (SDP). In particular, we prove that computing … Read more

Minimizing Delays of Patient Transports with Incomplete Information

We investigate a challenging task in ambulatory care, namely minimizing delays in patient transport. In practice, a limited number of vehicles is available for non-emergency transport. Furthermore, the dispatcher rarely has access to complete information when establishing a transport plan for dispatching the vehicles. If additional transport is requested on demand, then schedules have to … Read more

Γ-counterparts for robust nonlinear combinatorial and discrete optimization

Γ-uncertainty sets have been introduced for adjusting the degree of conservatism of robust counterparts of (discrete) linear programs. The contribution of this paper is a generalization of this approach to (mixed–integer) nonlinear optimization programs. We focus on the cases in which the uncertainty is linear or concave but also derive formulations for the general case. … Read more