3 papers
math.OC2017
On Recoverable and Two-Stage Robust Selection Problems with Budgeted Uncertainty
André Chassein, Marc Goerigk, Adam Kasperski +1
In this paper the problem of selecting out of available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem fr…
math.OC2016
Variable-Sized Uncertainty and Inverse Problems in Robust Optimization
André Chassein, Marc Goerigk
In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume…
math.OC2016
Min-Max Regret Problems with Ellipsoidal Uncertainty Sets
A. Chassein, M. Goerigk
We consider robust counterparts of uncertain combinatorial optimization problems, where the difference to the best possible solution over all scenarios is to be minimized. Such min…