Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty
From MaRDI portal
Publication:2197489
DOI10.1016/j.dam.2020.07.011zbMath1450.90042arXiv1910.12608OpenAlexW3045723015MaRDI QIDQ2197489
Michael Poss, Jannis Kurtz, Marc Goerigk
Publication date: 31 August 2020
Published in: Discrete Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.12608
Related Items
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives, Min-Sup-Min Robust Combinatorial Optimization with Few Recourse Solutions, A single representative min-max-min robust selection problem with alternatives and budgeted uncertainty, A double-oracle, logic-based Benders decomposition approach to solve the \(K\)-adaptability problem, A Lagrangian dual method for two-stage robust optimization with binary uncertainties
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Min-max-min robust combinatorial optimization
- The complexity of finding two disjoint paths with min-max objective function
- Robust combinatorial optimization under convex and discrete cost uncertainty
- Computing robust basestock levels
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Robust discrete optimization and its applications
- Robust discrete optimization and network flows
- Robust combinatorial optimization with knapsack uncertainty
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty
- On recoverable and two-stage robust selection problems with budgeted uncertainty
- $K$-adaptability in two-stage distributionally robust binary programming
- Robust combinatorial optimization with variable budgeted uncertainty
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Two-stage combinatorial optimization problems under risk
- Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
- Robust Convex Optimization
- Robust Discrete Optimization Problems with the WOWA Criterion
- K-Adaptability in Two-Stage Robust Binary Programming
- The Price of Robustness
- Exact and Approximate Algorithms for Scheduling Nonidentical Processors
- The complexity of finding maximum disjoint paths with length constraints
- Finite Adaptability in Multistage Linear Optimization
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming