Robust Optimization

Robust Service Network Design under Travel Time Uncertainty: Formulations and Exact Solutions

  • Shengnan Shu
  • Zhou Xu
  • Jin Qi
    • Categories Applications - OR and Management Sciences, Network Optimization, Robust Optimization Tags , , , , , ,

    We study the continuous-time service network design problem (CTSNDP) under travel time uncertainty, aiming to design a transportation service network along a continuous-time planning horizon, with robust operational efficiency even in the presence of travel time deviations. Incorporating travel time uncertainty holds a great practical value. However, it poses a significant challenge in both problem … Read more

    The Robust Bike Sharing Rebalancing Problem: Formulations and a Branch-and-Cut Algorithm

  • Bruno Petrato Bruck
  • Walton P. Coutinho
  • Pedro Munari
    • Categories Branch and Cut Algorithms, Robust Optimization, Transportation Tags , , ,

    Bike Sharing Systems (BSSs) offer a sustainable and efficient urban transportation solution, bringing flexible and eco-friendly alternatives to city logistics. During their operation, BSSs may suffer from unbalanced bike distribution among stations, requiring rebalancing operations throughout the system. The inherent uncertain demand at the stations further complicates these rebalancing operations, even when performed during downtime. … Read more

    Learning Optimal Classification Trees Robust to Distribution Shifts

  • Nathan Justin
  • Sina Aghaei
  • Andrés Gómez
  • Phebe Vayanos
    • Categories (Mixed) Integer Linear Programming, Robust Optimization Tags , , , ,

    We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where data is often collected using self-reported surveys which are highly sensitive to e.g., the framing of the questions, the time … Read more

    Using Column Generation in Column-and-Constraint Generation for Adjustable Robust Optimization

  • Henri Lefebvre
  • Martin Schmidt
  • Johannes Thürauf
    • Categories (Mixed) Integer Linear Programming, Robust Optimization Tags , , , ,

    Adjustable robust optimization (ARO) is a powerful tool to model problems that have uncertain data and that feature a two-stage decision making process. Computationally, they are often addressed using the column-and-constraint generation (CCG) algorithm introduced by Zhao and Zeng in 2012. While it was empirically shown that the algorithm scales well if all second-stage decisions … Read more

    Neur2RO: Neural Two-Stage Robust Optimization

  • Justin Dumouchelle
  • Esther Julien
  • Jannis Kurtz
  • Elias B. Khalil
    • Categories Robust Optimization Tags , ,

    Robust optimization provides a mathematical framework for modeling and solving decision-making problems under worst-case uncertainty. This work addresses two-stage robust optimization (2RO) problems (also called adjustable robust optimization), wherein first-stage and second-stage decisions are made before and after uncertainty is realized, respectively. This results in a nested min-max-min optimization problem which is extremely challenging computationally, … Read more

    Robust Optimization Under Controllable Uncertainty

  • Eva Ley
  • Rebecca Marx
  • Maximilian Merkert
  • Tim Niemann
  • Sebastian Stiller
    • Categories Combinatorial Optimization, Robust Optimization Tags , , , , , ,

    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

    Improving the Security of United States Elections with Robust Optimization

  • Bradley Sturt
    • Categories Applications - OR and Management Sciences, Robust Optimization

    For more than a century, election officials across the United States have inspected voting machines before elections using a procedure called Logic and Accuracy Testing (LAT). This procedure consists of election officials casting a test deck of ballots into each voting machine and confirming the machine produces the expected vote total for each candidate. We … Read more

    A robust approach to food aid supply chains

  • Danique de Moor
  • Dick den Hertog
  • H Fleuren
  • Robert Poos
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    One of the great challenges in reaching zero hunger is to secure the availability of sufficient nourishment in the worst of times such as humanitarian emergencies. Food aid operations during a humanitarian emergency are typically subject to a high level of uncertainty. In this paper, we develop a novel robust optimization model for food aid … Read more

    Robust Workforce Management with Crowdsourced Delivery

  • Chun Cheng
  • Melvyn Sim
  • Yue Zhao
    • Categories Robust Optimization, Transportation Tags , , ,

    We investigate how crowdsourced delivery platforms with both contracted and ad-hoc couriers can effectively manage their workforce to meet delivery demands amidst uncertainties. Our objective is to minimize the hiring costs of contracted couriers and the crowdsourcing costs of ad-hoc couriers while considering the uncertain availability and behavior of the latter. Due to the complication … Read more

    Recycling Valid Inequalities for Robust Combinatorial Optimization with Budget Uncertainty

  • Christina Büsing
  • Timo Gersing
  • Arie M.C.A. Koster
    • Categories 0-1 Programming, Polyhedra, Robust Optimization Tags , , , ,

    Robust combinatorial optimization with budget uncertainty is one of the most popular approaches for integrating uncertainty into optimization problems. The existence of a compact reformulation for (mixed-integer) linear programs and positive complexity results give the impression that these problems are relatively easy to solve. However, the practical performance of the reformulation is quite poor when … Read more