activity
20152026
most citedAlgorithm Engineering in Robust Optimization

10 citations · 42 across the 47 of their papers we have counts for

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Showing 2020Show all

12 papers · 1 filter

math.OC2020★ 6 cited

Data-Driven Robust Optimization using Unsupervised Deep Learning

Marc Goerigk, Jannis Kurtz

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to…

math.OC2020★ 4 cited

Recoverable Robust Single Machine Scheduling with Polyhedral Uncertainty

Matthew Bold, Marc Goerigk

This paper considers a recoverable robust single-machine scheduling problem under polyhedral uncertainty with the objective of minimising the total flow time. In this setting, a de…

math.OC2020

Robust Optimization Approaches for Routing and Scheduling of Multi-Skilled Teams under Uncertain Job Skill Requirements

Yulia Anoshkina, Marc Goerigk, Frank Meisel

We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling app…

math.OC2020

Multistage Robust Discrete Optimization via Quantified Integer Programming

Marc Goerigk, Michael Hartisch

Decision making needs to take an uncertain environment into account. Over the last decades, robust optimization has emerged as a preeminent method to produce solutions that are imm…

math.OC2020

Robust Combinatorial Optimization with Locally Budgeted Uncertainty

Marc Goerigk, Stefan Lendl

Budgeted uncertainty sets have been established as a major influence on uncertainty modeling for robust optimization problems. A drawback of such sets is that the budget constraint…

math.OC2020

Recoverable Robust Representatives Selection Problems with Discrete Budgeted Uncertainty

Marc Goerigk, Stefan Lendl, Lasse Wulf

Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this appr…

cs.DS2020

Combinatorial two-stage minmax regret problems under interval uncertainty

Marc Goerigk, Adam Kasperski, Pawel Zielinski

In this paper a class of combinatorial optimization problems is discussed. It is assumed that a feasible solution can be constructed in two stages. In the first stage the objective…

math.OC2020

Automatic Generation of Algorithms for Black-Box Robust Optimisation Problems

Martin Hughes, Marc Goerigk, Trivikram Dokka

We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly t…

math.OC2020

A compact reformulation of the two-stage robust resource-constrained project scheduling problem

Matthew Bold, Marc Goerigk

This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and…

math.OC2020★ 3 cited

An Efficient Approach to Distributionally Robust Network Capacity Planning

Trivikram Dokka, Francis Garuba, Marc Goerigk +1

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand…

math.OC2020

Particle Swarm Metaheuristics for Robust Optimisation with Implementation Uncertainty

Martin Hughes, Marc Goerigk, Trivikram Dokka

We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution with…

math.OC2020★ 2 cited

A Comparison of Discrete and Polyhedral Uncertainty Sets for Robust Network Design

Francis Garuba, Marc Goerigk, Peter Jacko

We consider a network design and expansion problem, where we need to make a capacity investment now, such that uncertain future demand can be satisfied as closely as possible. To u…