Algorithms and concepts for robust optimization. In this work we consider uncertain optimizition problems where no probability distribution is known. We introduce the approaches RecFeas and RecOpt to such a robust optimization problem, using a location theoretic point of view, and discuss both theoretical and algorithmic aspects. We then consider both continuous and discrete problem applications of robust optimization: Linear programs from the Netlib benchmark set, and the aperiodic timetabling problem on the continuous side; intermodal load planning, Steiner trees, periodic timetabling, and timetable information on the discrete side. Finally, we present the software library ROPI as a framework for robust optimization with support for most established mixed-integer programming solvers.
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References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
- Carrizosa, Emilio; Goerigk, Marc; Schöbel, Anita: A biobjective approach to recoverable robustness based on location planning (2017)
- Büttner, Sabine; Krumke, Sven O.: Robust optimization for routing problems on trees (2016)
- Sniedovich, Moshe: Wald’s mighty maximin: a tutorial (2016)
- Goerigk, Marc: ROPI -- a robust optimization programming interface for C++ (2014)
- Goerigk, Marc: Algorithms and concepts for robust optimization (2013)