Simon Stevens

Branch-and-Cut for Mixed-Integer Linear Decision-Dependent Robust Optimization

  • Henri Lefebvre
  • Martin Schmidt
  • Simon Stevens
  • Johannes Thürauf
    • Categories Bilevel Optimization, Branch and Cut Algorithms, Robust Optimization Tags , , , , ,

    Decision-dependent robust optimization (DDRO) problems are usually tackled by reformulating them using a strong-duality theorem for the uncertainty set model. If the uncertainty set is, however, described by a mixed-integer linear model, dualization techniques cannot be applied and the literature on solution methods is very scarce. In this paper, we exploit the equivalence of DDRO … Read more

    A Computational Study for Solving Decision-Dependent Robust Problems as Bilevel Optimization Problems

  • Henri Lefebvre
  • Martin Schmidt
  • Simon Stevens
  • Johannes Thürauf
    • Categories Bilevel Optimization, Robust Optimization Tags , , ,

    Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor exploited computationally. Based on the recent results by Goerigk et al. (2025), this paper is the first one that provides an extensive computational study for … Read more