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math.OC2022★ 1 cited
A general model-and-run solver for multistage robust discrete linear optimization
Michael Hartisch, Ulf Lorenz
The necessity to deal with uncertain data is a major challenge in decision making. Robust optimization emerged as one of the predominant paradigms to produce solutions that hedge a…
math.OC2022
A Framework for Inherently Interpretable Optimization Models
Marc Goerigk, Michael Hartisch
With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world…
math.OC2022
A Preference Elicitation Approach for the Ordered Weighted Averaging Criterion using Solution Choice Observations
Werner Baak, Marc Goerigk, Michael Hartisch
Decisions under uncertainty or with multiple objectives usually require the decision maker to formulate a preference regarding risks or trade-offs. If this preference is known, the…