Min max (relative) set-regret combinatorial optimization

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

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

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