Jannis Kurtz

Min-max-min Robust Combinatorial Optimization

  • Christoph Buchheim
  • Jannis Kurtz
    • Categories 0-1 Programming, Combinatorial Optimization, Robust Optimization

    The idea of k-adaptability in two-stage robust optimization is to calculate a fixed number k of second-stage policies here-and-now. After the actual scenario is revealed, the best of these policies is selected. This idea leads to a min-max-min problem. In this paper, we consider the case where no first stage variables exist and propose to … Read more

    Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions

  • Christoph Buchheim
  • Jannis Kurtz
    • Categories Combinatorial Optimization, Integer Programming, Robust Optimization

    In the classical min-max approach to robust combinatorial optimization, a single feasible solution is computed that optimizes the worst case over a given set of considered scenarios. As is well known, this approach is very conservative, leading to solutions that in the average case are far from being optimal. In this paper, we present a … Read more