robust optimization

Robust Service Network Design under Travel Time Uncertainty: Formulations and Exact Solutions

  • Shengnan Shu
  • Zhou Xu
  • Jin Qi
    • Categories Applications - OR and Management Sciences, Network Optimization, Robust Optimization Tags , , , , , ,

    We study the continuous-time service network design problem (CTSNDP) under travel time uncertainty, aiming to design a transportation service network along a continuous-time planning horizon, with robust operational efficiency even in the presence of travel time deviations. Incorporating travel time uncertainty holds a great practical value. However, it poses a significant challenge in both problem … Read more

    The Robust Bike Sharing Rebalancing Problem: Formulations and a Branch-and-Cut Algorithm

  • Bruno Petrato Bruck
  • Walton P. Coutinho
  • Pedro Munari
    • Categories Branch and Cut Algorithms, Robust Optimization, Transportation Tags , , ,

    Bike Sharing Systems (BSSs) offer a sustainable and efficient urban transportation solution, bringing flexible and eco-friendly alternatives to city logistics. During their operation, BSSs may suffer from unbalanced bike distribution among stations, requiring rebalancing operations throughout the system. The inherent uncertain demand at the stations further complicates these rebalancing operations, even when performed during downtime. … Read more

    Learning Optimal Classification Trees Robust to Distribution Shifts

  • Nathan Justin
  • Sina Aghaei
  • Andrés Gómez
  • Phebe Vayanos
    • Categories (Mixed) Integer Linear Programming, Robust Optimization Tags , , , ,

    We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where data is often collected using self-reported surveys which are highly sensitive to e.g., the framing of the questions, the time … Read more

    Robust Optimization Under Controllable Uncertainty

  • Eva Ley
  • Rebecca Marx
  • Maximilian Merkert
  • Tim Niemann
  • Sebastian Stiller
    • Categories Combinatorial Optimization, Robust Optimization Tags , , , , , ,

    Applications for optimization with uncertain data in practice often feature a possibility to reduce the uncertainty at a given query cost, e.g., by conducting measurements, surveys, or paying a third party in advance to limit the deviations. To model this type of applications we introduce the concept of optimization problems under controllable uncertainty (OCU). For … Read more

    Delay-Resistant Robust Vehicle Routing with Heterogeneous Time Windows

  • Lukas Schürmann
  • Tim Niemann
  • Petra Mutzel
  • Andreas M. Tillmann
  • Sebastian Stiller
    • Categories Combinatorial Optimization, Integer Programming, Transportation Tags , , ,

    We consider a robust variant of the vehicle routing problem with heterogeneous time windows (RVRP-HTW) with a focus on delay-resistant solutions. Here, customers have different availability time windows for every vehicle and must be provided with a preferably tight appointment window for the planned service. Different vehicles are a possibility to model different days on … Read more

    Recycling Valid Inequalities for Robust Combinatorial Optimization with Budget Uncertainty

  • Christina Büsing
  • Timo Gersing
  • Arie M.C.A. Koster
    • Categories 0-1 Programming, Polyhedra, Robust Optimization Tags , , , ,

    Robust combinatorial optimization with budget uncertainty is one of the most popular approaches for integrating uncertainty into optimization problems. The existence of a compact reformulation for (mixed-integer) linear programs and positive complexity results give the impression that these problems are relatively easy to solve. However, the practical performance of the reformulation is quite poor when … Read more

    Connections between Robust and Bilevel Optimization

  • Marc Goerigk
  • Jannis Kurtz
  • Martin Schmidt
  • Johannes Thürauf
    • Categories Robust Optimization Tags , ,

    Robust and bilevel optimization share the common feature that they involve a certain multilevel structure. Hence, although they model something rather different when used in practice, they seem to have a similar mathematical structure. In this paper, we analyze the connections between different types of robust problems (static robust problems with and without decision-dependence of … Read more

    Randomized Robust Price Optimization

  • Xinyi Guan
  • Velibor Mišić
    • Categories Applications - OR and Management Sciences, Linear, Cone and Semidefinite Programming, Robust Optimization Tags , ,

    The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be realized in practice. A tacit assumption in this approach is that the pricing decision … Read more

    From the uncertainty set to the solution and back: the two stage case

  • Sara Mattia
    • Categories Robust Optimization Tags , , ,

    Robust optimization approaches compute solutions resilient to data uncertainty, represented by a given uncertainty set. Instead, the problem of computing the largest uncertainty set that a given solution can support was, so far, quite neglected and the only results refer to the single stage framework. For that setting, it was proved that this problem can … Read more

    Robust optimization: from the uncertainty set to the solution and back

  • Sara Mattia
    • Categories Robust Optimization Tags , ,

    So far, robust optimization have focused on computing solutions resilient to data uncertainty, given an uncertainty set representing the possible realizations of this uncertainty. Here, instead, we are interested in answering the following question: once a solution of a problem is given, which is the largest uncertainty set that this solution can support? We address … Read more