Lagrangean decomposition for mean-variance combinatorial optimization

DOI10.1007/978-3-319-09174-7_6MaRDI QIDQ3195317zbMATH OpenOpenAlexFDO

Authors Frank Baumann, Christoph Buchheim, Anna Ilyina

Publication date 16 October 2015

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-09174-7_6

zbMATH Keywords

Lagrangean decompositionmean-risk optimizationrobust combinatorial optimization

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Robustness in mathematical programming (90C17)

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(12)

• A perfect information lower bound for robust lot-sizing problems
• Robust combinatorial optimization with knapsack uncertainty
• A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization
• Approximating optimization problems in graphs with locational uncertainty
• Robust recoverable and two-stage selection problems
• Lower bounding procedures for the single allocation hub location problem
• Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions
• Min-max-min robust combinatorial optimization
• Ranking robustness and its application to evacuation planning
• Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty
• Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
• Robust combinatorial optimization under convex and discrete cost uncertainty

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