Judith Brugman

Distributionally Robust Optimization with General Uncertainty Structure

  • Judith Brugman
  • Dimitris Bertsimas
  • Johan Van Leeuwaarden
  • Dick den Hertog
    • Categories Nonlinear Optimization, Robust Optimization, Stochastic Programming Tags , , , , , ,

    We develop an exact solution framework for a broad class of Distributionally Robust Optimization (DRO) problems with general uncertainty structure. Within the class of moment- and confidence-set-based ambiguity sets, existing exact methods are largely limited to max-of-affine functions under ambiguity sets with strictly nested confidence sets. To enlarge this scope while preserving tractability, we introduce … Read more

    Robust Appointment Scheduling for General Convex Uncertainty Sets

  • Judith Brugman
  • Dick den Hertog
  • Johan Van Leeuwaarden
    • Categories Applications - OR and Management Sciences, Robust Optimization, Scheduling Tags , , , , , ,

    The Appointment Scheduling Problem (ASP) involves scheduling a finite number of customers with uncertain service times, served consecutively by a single server with the goal of minimizing the weighted costs of waiting time, idle time, and overtime, which can be written as a sum-of-max linear functions. We introduce a novel robust optimization approach that considers … Read more