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
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
This paper contemplates the use of robust optimization as a framework for addressing problems that involve endogenous uncertainty, i.e., uncertainty that is affected by the decision maker’s strategy. To that end, we extend generic polyhedral uncertainty sets typically considered in robust optimization into sets that depend on the actual decisions. We present the derivation of … Read more