discrete uncertainty

Correction to: A Lagrangian dual method for two-stage robust optimization with binary uncertainties

  • Henri Lefebvre
  • Anirudh Subramanyam
    • Categories Robust Optimization Tags ,

    We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in Subramanyam (2022). We first present a simple counterexample where the original conditions are insufficient, highlight where the original proof fails, and then provide modified conditions along with a correct proof of their validity. Finally, although … Read more

    Min-max-min Robust Combinatorial Optimization Subject to Discrete Uncertainty

  • Christoph Buchheim
  • Jannis Kurtz
    • Categories 0-1 Programming, Combinatorial Optimization, Robust Optimization Tags , ,

    We consider combinatorial optimization problems with uncertain objective functions. In the min-max-min robust optimization approach, a fixed number k of feasible solutions is computed such that the respective best of them is optimal in the worst case. The idea is to calculate a set of candidate solutions in a potentially expensive preprocessing and then select … Read more