Robust Optimization Under Controllable Uncertainty

Applications for optimization with uncertain data in practice often feature a possibility to reduce the uncertainty at a given query cost, e.g., by conducting measurements, surveys, or paying a third party in advance to limit the deviations. To model this type of applications we introduce the concept of optimization problems under controllable uncertainty (OCU). For … Read more

Delay-Resistant Robust Vehicle Routing with Heterogeneous Time Windows

We consider a robust variant of the vehicle routing problem with heterogeneous time windows (RVRP-HTW) with a focus on delay-resistant solutions. Here, customers have different availability time windows for every vehicle and must be provided with a preferably tight appointment window for the planned service. Different vehicles are a possibility to model different days on … Read more

General Polyhedral Approximation of Two-Stage Robust Linear Programming

We consider two-stage robust linear programs with uncertain righthand side. We develop a General Polyhedral Approximation (GPA), in which the uncertainty set $\mathcal{U}$ is substituted by a finite set of polytopes derived from the vertex set of an arbitrary polytope that dominates $\mathcal{U}$. The union of the polytopes need not contain $\mathcal{U}$. We analyse and … Read more

Vehicle Routing with Heterogeneous Time Windows

We consider a novel variant of the heterogeneous vehicle routing problem (VRP) in which each customer has different availability time windows for every vehicle. In particular, this covers our motivating application of planning daily delivery tours for a single vehicle, where customers can be available at different times each day. The existing literature on heterogeneous … Read more

Feeder Routing for Air-to-Air Refueling Operations

We consider the problem of routing a fleet of feeders for civil air-to-air refueling operations. In the air-to-air refueling problem, a fixed set of cruisers requires refueling by a fleet of feeders at fixed locations and fixed points in time. A typical objective function is to minimize the fuel consumption or the total number of … Read more

Fast robust shortest path computations

We develop a fast method to compute an optimal robust shortest path in large networks like road networks, a fundamental problem in traffic and logistics under uncertainty. In the robust shortest path problem we are given an $s$-$t$-graph $D(V,A)$ and for each arc a nominal length $c(a)$ and a maximal increase $d(a)$ of its length. … Read more