A bicriteria approach to robust optimization

DOI10.1016/J.COR.2015.08.007MaRDI QIDQ342179zbMATH OpenOpenAlexFDO

Authors André Chassein, Marc Goerigk

Publication date 17 November 2016

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://eprints.lancs.ac.uk/id/eprint/76493/1/Paper.pdf

zbMATH Keywords

linear programmingrobust optimizationcolumn generationbicriteria optimizationminimum cost flow problem

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29)

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Cites work

• Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
• Min-max and min-max regret versions of combinatorial optimization problems: A survey
• Minmax robustness for multi-objective optimization problems
• Robust convex optimization
• Robust discrete optimization and its applications
• Robust optimization
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust solutions of uncertain linear programs
• Technical Note—Proper Efficiency and the Linear Vector Maximum Problem
• The Price of Robustness
• Theory and applications of robust optimization
• \(\epsilon\)-optimality for bicriteria programs and its application to minimum cost flows

Cited in

(9)

• A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
• On Lagrangian relaxation for constrained maximization and reoptimization problems
• Robustness of solutions to the capacitated facility location problem with uncertain demand
• Complexity of strict robust integer minimum cost flow problems: an overview and further results
• The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
• Ranking robustness and its application to evacuation planning
• Algorithms and uncertainty sets for data-driven robust shortest path problems
• Bi-level optimization approach for robust mean-variance problems
• Min max min robust (relative) regret combinatorial optimization

Describes a project that uses

Uses Software

• LEMON

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