Reformulation-perspectification techniques

Robust Appointment Scheduling for General Convex Uncertainty Sets

  • Judith Brugman
  • Dick den Hertog
  • Johan Van Leeuwaarden
    • Categories Robust Optimization, Scheduling Tags , , , , ,

    The Appointment Scheduling Problem (ASP) involves scheduling a finite number of customers with uncertain service times, served consecutively by a single server, aiming to minimize the weighted costs of waiting time, idle time, and overtime. Previous studies using stochastic programming were limited to small instances. We introduce a Robust Optimization (RO) approach that considers service … Read more

    An exact method for a class of robust nonlinear optimization problems

  • Danique de Moor
  • Dick den Hertog
  • Jianzhe Zhen
  • Dimitris Bertsimas
  • Thodoris Koukouvinos
    • Categories Nonlinear Optimization, Robust Optimization Tags , , ,

    We introduce a novel exact approach for addressing a broad spectrum of optimization problems with robust nonlinear constraints. These constraints are defined as sums of products of linear times concave (SLC) functions with respect to the uncertain parameters. Our approach synergizes a cutting set method with reformulation-perspectification techniques and branch and bound. We further extend … Read more