Henri Lefebvre

Adjustable robust optimization with discrete uncertainty

  • Henri Lefebvre
  • Enrico Malaguti
  • Michele Monaci
    • Categories Robust Optimization Tags , , ,

    In this paper, we study Adjustable Robust Optimization (ARO) problems with discrete uncertainty. Under a very general modeling framework, we show that such two-stage robust problems can be exactly reformulated as ARO problems with objective uncertainty only. This reformulation is valid with and without the fixed recourse assumption and is not limited to continuous wait-and-see … Read more

    Adjustable robust optimization with objective uncertainty

  • Boris Detienne
  • Henri Lefebvre
  • Enrico Malaguti
  • Michele Monaci
    • Categories Applications - OR and Management Sciences, Convex Optimization, Robust Optimization Tags , , , , ,

    In this work, we study optimization problems where some cost parameters are not known at decision time and the decision flow is modeled as a two-stage process within a robust optimization setting. We address general problems in which all constraints (including those linking the first and the second stages) are defined by convex functions and … Read more