min-max-min

Approximation Guarantees for Min-max-min Robust Optimization and K-Adaptability under Objective Uncertainty

  • Jannis Kurtz
    • Categories Approximation Algorithms, Robust Optimization Tags , ,

    In this work we investigate the min-max-min robust optimization problem for binary problems with uncertain cost-vectors. The idea of the approach is to calculate a set of k feasible solutions which are worst-case optimal if in each possible scenario the best of the k solutions is implemented. It is known that the min-max-min robust problem … Read more

    New complexity results and algorithms for min-max-min robust combinatorial optimization

  • Jannis Kurtz
    • Categories Combinatorial Optimization, Convex and Nonsmooth Optimization, Robust Optimization Tags , , ,

    In this work we investigate the min-max-min robust optimization problem applied to combinatorial problems with uncertain cost-vectors which are contained in a convex uncertainty set. The idea of the approach is to calculate a set of k feasible solutions which are worst-case optimal if in each possible scenario the best of the k solutions would … Read more