Robust combinatorial optimization with variable budgeted uncertainty

DOI10.1007/s10288-012-0217-9zbMath1268.90037OpenAlexW2152324313MaRDI QIDQ1942010

Michael Poss

Publication date: 25 March 2013

Published in: 4OR (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10288-012-0217-9

zbMATH Keywords

multifunctioncombinatorial optimizationrobust optimizationchance constraintvariable uncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15) Combinatorial optimization (90C27)

Related Items (30)

Robust combinatorial optimization with variable cost uncertainty ⋮ Robust Network Design with Uncertain Outsourcing Cost ⋮ Adjustable robustness for multi-attribute project portfolio selection ⋮ Exact solution of the robust knapsack problem ⋮ The robust knapsack problem with queries ⋮ A branch-and-price algorithm for location-routing problems with pick-up stations in the last-mile distribution system ⋮ Robust combinatorial optimization with locally budgeted uncertainty ⋮ 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 ⋮ Generalized hose uncertainty in single-commodity robust network design ⋮ Robust scheduling with budgeted uncertainty ⋮ Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management ⋮ A generalized robust data envelopment analysis model based on directional distance function ⋮ A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty ⋮ Variable-sized uncertainty and inverse problems in robust optimization ⋮ Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty ⋮ A robust model for the lot-sizing problem with uncertain demands ⋮ A perfect information lower bound for robust lot-sizing problems ⋮ Robust combinatorial optimization under budgeted-ellipsoidal uncertainty ⋮ Distributionally robust optimization with decision dependent ambiguity sets ⋮ Robust combinatorial optimization under convex and discrete cost uncertainty ⋮ 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 ⋮ Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty ⋮ Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets ⋮ Approximation algorithms for cost-robust discrete minimization problems based on their LP-relaxations ⋮ Robust alternative fuel refueling station location problem with routing under decision-dependent flow uncertainty ⋮ Sequential Shortest Path Interdiction with Incomplete Information and Limited Feedback

Uses Software

• CPLEX

Cites Work

• Unnamed Item
• Robust solutions of uncertain linear programs
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust optimization-methodology and applications
• Stochastic binary problems with simple penalties for capacity constraints violations
• Unbounded convex sets for non-convex mixed-integer quadratic programming
• Ambiguous chance constrained problems and robust optimization
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• Cover inequalities for robust knapsack sets-Application to the robust bandwidth packing problem
• Layered Formulation for the Robust Vehicle Routing Problem with Time Windows
• The Price of Robustness

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