Reformulation-perspectification techniques

Robust Appointment Scheduling for General Convex Uncertainty Sets

Published: 2024/09/25, Updated: 2025/03/05

Applications - OR and Management Sciences, Robust Optimization, Scheduling appointment scheduling, Computational tractability, Convex uncertainty sets, Reformulation-perspectification techniques, Robust convex optimization, robust optimization

The Appointment Scheduling Problem (ASP) involves scheduling a finite number of customers with uncertain service times, served consecutively by a single server, with the goal of minimizing the weighted costs of waiting time, idle time, and overtime. Previous studies employing stochastic programming were limited to small instances or constrained by restrictive assumptions. We introduce a … Read more

An exact method for a class of robust nonlinear optimization problems

Published: 2024/07/29

Nonlinear Optimization, Robust Optimization adaptive robust optimization, perspective functions, Reformulation-perspectification techniques, robust nonlinear optimization

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