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math.OC2026
On Coupling Constraints in Pessimistic Linear Bilevel Optimization
Dorothee Henke, Henri Lefebvre, Martin Schmidt +1
The literature on pessimistic linear bilevel optimization with coupling constraints is rather scarce and it has been common sense that these problems are harder to tackle than pess…
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…
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…