Robust combinatorial optimization with variable cost uncertainty

DOI10.1016/j.ejor.2014.02.060zbMath1338.90353OpenAlexW2080122183MaRDI QIDQ296586

Michael Poss

Publication date: 23 June 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01099569/file/Poss14.pdf

zbMATH Keywords

dynamic programmingcombinatorial optimizationrobust optimizationbudgeted uncertaintyprice of robustness

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Combinatorial optimization (90C27)

Related Items (14)

Robust Network Design with Uncertain Outsourcing Cost ⋮ Adjustable robustness for multi-attribute project portfolio selection ⋮ Robust optimization for non-linear impact of data variation ⋮ Robust combinatorial optimization with knapsack uncertainty ⋮ Optimization under Decision-Dependent Uncertainty ⋮ Exact approaches to the robust vehicle routing problem with time windows and multiple deliverymen ⋮ Adjustable robust optimization through multi-parametric programming ⋮ Robust scheduling with budgeted uncertainty ⋮ Robust balanced optimization ⋮ The resource constrained shortest path problem with uncertain data: a robust formulation and optimal solution approach ⋮ Minimizing the weighted sum of completion times under processing time uncertainty ⋮ A Dynamic Programming Approach for a Class of Robust Optimization Problems ⋮ Designing networks with resiliency to edge failures using two-stage robust optimization ⋮ Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty

Uses Software

• CPLEX

Cites Work

• Unnamed Item
• Exact solution of the robust knapsack problem
• A robust approach to the chance-constrained knapsack problem
• Cardinality constrained and multicriteria (multi)cut problems
• Robust discrete optimization and network flows
• Robust combinatorial optimization with variable budgeted uncertainty
• A note on the Bertsimas \& Sim algorithm for robust combinatorial optimization problems
• Ambiguous chance constrained problems and robust optimization
• Shortest Path Algorithms: An Evaluation Using Real Road Networks
• A Dynamic Programming Approach to Sequencing Problems
• New dynamic programming algorithms for the resource constrained elementary shortest path problem
• Complex Scheduling
• The Price of Robustness
• Technical Note—Branch-and-Price-and-Cut Approach to the Robust Network Design Problem Without Flow Bifurcations
• Dynamic Programming
• Robust network design: Formulations, valid inequalities, and computations
• Hop‐level flow formulation for the survivable network design with hop constraints problem
• On the Robust Knapsack Problem

This page was built for publication: Robust combinatorial optimization with variable cost uncertainty