3 papers
math.OC2026
The Complexity Landscape of Two-Stage Robust Selection Problems with Budgeted Uncertainty
Marc Goerigk, Dorothee Henke, Lasse Wulf
A standard type of uncertainty set in robust optimization is budgeted uncertainty, where an interval of possible values for each parameter is given and the total deviation from the…
cs.GT2025
The Complexity of Stackelberg Pricing Games
Christoph Grüne, Dorothee Henke, Eva Rotenberg +1
We consider Stackelberg pricing games, which are also known as bilevel pricing problems, or combinatorial price-setting problems. This family of problems consists of games between…
math.OC2025
A fast approximate column-and-constraint generation method for two-stage robust mixed-integer programs
Marc Goerigk, Dorothee Henke, Johannes Kager +2
This paper presents a new column-and-constraint generation method for two-stage robust mixed-integer programs with finite uncertainty sets. Our method combines and extends speed-up…