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math.OC2020
On the Power of Static Assignment Policies for Robust Facility Location Problems
Omar El Housni, Vineet Goyal, David Shmoys
We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facili…
math.OC2018
On the Optimality of Affine Policies for Budgeted Uncertainty Sets
Omar El Housni, Vineet Goyal
In this paper, we study the performance of affine policies for two-stage adjustable robust optimization problem with fixed recourse and uncertain right hand side belonging to a bud…
math.OC2018
A Tractable Approach for designing Piecewise Affine Policies in Two-stage Adjustable Robust Optimization
Aharon Ben-Tal, Omar El Housni, Vineet Goyal
We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that…