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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…