Robust combinatorial optimization under budgeted-ellipsoidal uncertainty

DOI10.1007/S13675-018-0097-7zbMATH Open1409.90159OpenAlexW2800442011MaRDI QIDQ1731817FDOQ1731817

Jannis Kurtz

Publication date: 14 March 2019

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13675-018-0097-7

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zbMATH Keywords

combinatorial optimizationcomplexityrobust optimizationellipsoidal uncertaintybudgeted uncertainty

Mathematics Subject Classification ID

Combinatorial optimization (90C27)

Cites Work

• Theory and Applications of Robust Optimization
• Title not available (Why is that?)
• The Price of Robustness
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Robust solutions of uncertain linear programs
• Robust discrete optimization and network flows
• Submodular functions and optimization.
• Light robustness
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Robust linear optimization under general norms.
• Min-max and min-max regret versions of combinatorial optimization problems: A survey
• Robust optimization-methodology and applications
• Robust convex optimization
• Robust Solutions to Uncertain Semidefinite Programs
• Approximation algorithms for reliable stochastic combinatorial optimization
• Adjustable robust solutions of uncertain linear programs
• Robust combinatorial optimization with variable budgeted uncertainty
• The concept of recoverable robustness, linear programming recovery, and railway applications
• Complexity of the min-max and min-max regret assignment problems
• Core problems in knapsack algorithms
• Lagrangean Decomposition for Mean-Variance Combinatorial Optimization
• Optimization Methods in Finance
• Algorithms and Computation
• K-Adaptability in Two-Stage Robust Binary Programming
• Bulk-robust combinatorial optimization

Cited In (3)

• Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
• Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets
• Recycling inequalities for robust combinatorial optimization with budget uncertainty

Uses Software

• CPLEX
• Gurobi
• Knapsack

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