3 papers
math.OC2022
An oracle-based framework for robust combinatorial optimization
Enrico Bettiol, Christoph Buchheim, Marianna De Santis +1
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario ca…
math.OC2018
Scanning integer points with lex-inequalities: A finite cutting plane algorithm for integer programming with linear objective
Michele Conforti, Marianna De Santis, Marco Di Summa +1
We consider the integer points in a unimodular cone K ordered by a lexicographic rule defined by a lattice basis. To each integer point x in K we associate a family of inequalities…
math.OC2018
An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles
Christoph Buchheim, Marianna De Santis
We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a…