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On feasibility cuts for chance-constrained multicommodity network design problems
Niels A. Wouda, Ward Romeijnders, Evrim Ursavas
Problem definition: We study efficient exact solution approaches to solve chance-constrained multicommodity network design problems under demand uncertainty, an important class of…
Pragmatic distributionally robust optimization for simple integer recourse models
E. Ruben van Beesten, Ward Romeijnders, David P. Morton
Inspired by its success for their continuous counterparts, the standard approach to deal with mixed-integer recourse (MIR) models under distributional uncertainty is to use distrib…
Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
E. Ruben van Beesten, Ward Romeijnders
We consider two-stage recourse models in which the second-stage problem has integer decision variables and uncertainty in the second-stage cost vector, technology matrix, and the r…
Piecewise constant decision rules via branch-and-bound based scenario detection for integer adjustable robust optimization
Ward Romeijnders, Krzysztof Postek
Multi-stage problems with uncertain parameters and integer decisions variables are among the most difficult applications of robust optimization (RO). The challenge in these problem…