Robust combinatorial optimization with variable budgeted uncertainty

Robust Combinatorial Optimization under Budgeted-Ellipsoidal Uncertainty∗

In the field of robust optimization uncertain data is modeled by uncertainty sets, i.e. sets which contain all relevant outcomes of the uncertain parameters. The complexity of the related robust problem depends strongly on the shape of the uncertainty set. Two popular classes of uncertainty are budgeted uncertainty and ellipsoidal uncertainty. In this paper we introduce a new uncertainty class ...

Contributions to robust combinatorial optimization with budgeted uncertainty

Robust combinatorial optimization with cost uncertainty

We present in this paper a new model for robust combinatorial optimization with cost uncertainty that generalizes the classical budgeted uncertainty set. We suppose here that the budget of uncertainty is given by a function of the problem variables, yielding an uncertainty multifunction. The new model is less conservative than the classical model and approximates better Valueat-Risk objective f...

Robust constrained shortest path problems under budgeted uncertainty

We study the robust constrained shortest path problem under resource uncertainty. After proving that the problem is NP-hard in the strong sense for arbitrary uncertainty sets, we focus on budgeted uncertainty sets introduced by Bertsimas and Sim (2003) and their extension to variable uncertainty by Poss (2013). We apply classical techniques to show that the problem with capacity constraints can...

A Combined Stochastic Programming and Robust Optimization Approach for Location-Routing Problem and Solving it via Variable Neighborhood Search algorithm

The location-routing problem is one of the combined problems in the area of supply chain management that simultaneously make decisions related to location of depots and routing of the vehicles. In this paper, the single-depot capacitated location-routing problem under uncertainty is presented. The problem aims to find the optimal location of a single depot and the routing of vehicles to serve th...