2 papers
math.OC2024
Machine Learning for K-adaptability in Two-stage Robust Optimization
Esther Julien, Krzysztof Postek, Å. Ä°lker Birbil
Two-stage robust optimization problems constitute one of the hardest optimization problem classes. One of the solution approaches to this class of problems is K-adaptability. This…
math.OC2024
First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation
Krzysztof Postek, Shimrit Shtern
Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty. Two principal approaches for RO, the robust counterpart method and t…