4 papers
The complexity landscape of robust (integer) linear programming
Michael Poss, Jannis Kurtz, Marc Goerigk +1
We study the computational complexity of the decision versions of three classic robust optimization problems: static robust optimization, two-stage (adjustable) robust optimization…
Globalized Adversarial Regret Optimization: Robust Decisions with Uncalibrated Predictions
Jannis Kurtz, Bart P. G. van Parys
Optimization problems routinely depend on uncertain parameters that must be predicted before a decision is made. Classical robust and regret formulations are designed to handle err…
Bounding the Optimal Number of Policies for Robust K-Adaptability
Jannis Kurtz
In the realm of robust optimization the k-adaptability approach is one promising method to derive approximate solutions for two-stage robust optimization problems. Instead of allow…
A Frank-Wolfe Algorithm for Oracle-based Robust Optimization
Mathieu Besançon, Jannis Kurtz
We tackle robust optimization problems under objective uncertainty in the oracle model, i.e., when the deterministic problem is solved by an oracle. The oracle-based setup is favor…