robust programming

Robust combinatorial optimization problems under locally budgeted interdiction uncertainty against the objective function and covering constraints

  • Alejandro Crema
    • Categories Combinatorial Optimization, Robust Optimization Tags ,

    Recently robust combinatorial optimization problems with budgeted interdiction uncertainty affecting cardinality-based constraints or objective were considered by presenting, comparing and experimenting with compact formulations. In this paper we present a compact formulation for the case in which locally budgeted interdiction uncertainty affects the objective function and covering constraints simultaneously. ArticleDownload View PDF

    Min max (relative) set-regret combinatorial optimization

  • Alejandro Crema
    • Categories 0-1 Programming, Combinatorial Optimization, Robust Optimization Tags , , ,

    We consider combinatorial optimization problems with uncertainty in the cost vector. Recently a novel approach was developed to deal such uncertainties: instead of a single one robust solution, obtained by solving a min max problem, the authors consider a set of solutions obtained by solving a min max min problem. In this new approach the … Read more

    Layered Formulation for the Robust Vehicle Routing Problem with Time Windows

  • Agostinho Agra
  • Michael Poss
  • Marielle Christiansen
  • Rosa Figueiredo
  • Lars M. Hvattum
  • Cristina Requejo
    • Categories Integer Programming, Robust Optimization, Transportation Tags , , , ,

    This paper studies the vehicle routing problem with time windows where travel times are uncertain and belong to a predetermined polytope. The objective of the problem is to find a set of routes that services all nodes of the graph and that are feasible for all values of the travel times in the uncertainty polytope. … Read more

    Cascading – An adjusted exchange method for robust conic programming

  • Ralf Werner
    • Categories Linear, Cone and Semidefinite Programming, Robust Optimization, Semi-infinite Programming Tags , ,

    It is well known that the robust counterpart introduced by Ben-Tal and Nemirovski [2] increases the numerical complexity of the solution compared to the original problem. Kocvara, Nemirovski and Zowe therefore introduced in [9] an approximation algorithm for the special case of robust material optimization, called cascading. As the title already indicates, we will show … Read more