Machine Learning for K-adaptability in Two-stage Robust Optimization

Two-stage robust optimization problems constitute one of the hardest optimization problem classes.One of the solution approaches to this class of problems is K-adaptability. This approach simultaneously seeks the best partitioning of the uncertainty set of scenarios into K subsets, and optimizesdecisions corresponding to each of these subsets. In general case, it is solved using the … Read more

Robust Combinatorial Optimization under Convex and Discrete Cost Uncertainty

In this survey, we discuss the state-of-the-art of robust combinatorial optimization under uncertain cost functions. We summarize complexity results presented in the literature for various underlying problems, with the aim of pointing out the connections between the different results and approaches, and with a special emphasis on the role of the chosen uncertainty sets. Moreover, … Read more

K-Adaptability in Two-Stage Mixed-Integer Robust Optimization

We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional problems that require a finite-dimensional approximation, and (ii) the presence of discrete recourse decisions typically prohibits duality-based solution schemes. We address the first challenge by studying … Read more

A Robust Approach to the Capacitated Vehicle Routing Problem with Uncertain Costs

We investigate a robust approach for solving the Capacitated Vehicle Routing Problem (CVRP) with uncertain travel times. It is based on the concept of K-adaptability, which allows to calculate a set of k feasible solutions in a preprocessing phase before the scenario is revealed. Once a scenario occurs, the corresponding best solution may be picked … Read more

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

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