Related papers: On Recoverable and Two-Stage Robust Selection Prob…
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 approach for a class of selection problems. The aim is to choose…
We study single-stage decision problems in which a subset of items with minimum total cost has to be selected at once from a given set of items, subject to two costs of each item -fixed and uncertain -and cardinality constraints for each…
In this paper the following selection problem is discussed. A set of $n$ items is given and we wish to choose a subset of exactly $p$ items of the minimum total cost. This problem is a special case of 0-1 knapsack in which all the item…
A standard type of uncertainty set in robust optimization is budgeted uncertainty, where an interval of possible values for each parameter is given and the total deviation from their lower bounds is bounded. In the two-stage setting,…
We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…
We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…
We study the computational complexity of multi-stage robust optimization problems. Such problems are formulated with alternating min/max quantifiers and therefore naturally fall into a higher stage of the polynomial hierarchy. Despite this,…
In this paper a class of robust two-stage combinatorial optimization problems is discussed. It is assumed that the uncertain second stage costs are specified in the form of a convex uncertainty set, in particular polyhedral or ellipsoidal…
In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…
We investigate the recoverable robust single machine scheduling problem under interval uncertainty. In this setting, jobs have first-stage processing times p and second-stage processing times q and we aim to find a first-stage and…
We consider the robust version of items selection problem, in which the goal is to choose representatives from a family of sets, preserving constraints on the allowed items' combinations. We prove NP-hardness of the deterministic version,…
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 decision-maker must determine a first-stage schedule subject…
In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…
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 function costs are known while in the second stage they are…
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 follow a robust two-stage approach, where a decision maker…
This paper deals with a robust recoverable approach to 0-1 programming problems. It is assumed that a solution constructed in the first stage can be modified to some extent in the second stage. This modification consists in choosing a…
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…
We study a class of two-stage stochastic programs in which the second stage includes a set of components with uncertain capacity, and the expression for the distribution function of the uncertain capacity includes first-stage variables.…
Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…
In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is…