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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…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss

This paper deals with a problem of production planning, which is a version of the capacitated single-item lot sizing problem with backordering under demand uncertainty, modeled by uncertain cumulative demands. The well-known interval…

Data Structures and Algorithms · Computer Science 2020-09-15 Romain Guillaume , Adam Kasperski , Pawel Zielinski

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…

Optimization and Control · Mathematics 2021-02-22 Marc Goerigk , Stefan Lendl , Lasse Wulf

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,…

Discrete Mathematics · Computer Science 2019-07-23 Maciej Drwal

In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…

Optimization and Control · Mathematics 2024-04-30 Marc Goerigk , Mohammad Khosravi

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…

Artificial Intelligence · Computer Science 2017-09-25 Mark Lewis , Gary Kochenberger , John Metcalfe

In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…

Optimization and Control · Mathematics 2017-02-17 André Chassein , Marc Goerigk , Adam Kasperski , Paweł Zieliński

In this paper, we study the adaptive submodular cover problem under the worst-case setting. This problem generalizes many previously studied problems, namely, the pool-based active learning and the stochastic submodular set cover. The input…

Data Structures and Algorithms · Computer Science 2023-02-14 Jing Yuan , Shaojie Tang

We study a variant of Set Cover where each element of the universe has some demand that determines how many times the element needs to be covered. Moreover, we examine two generalizations of this problem when a set can be included multiple…

Data Structures and Algorithms · Computer Science 2021-04-21 Niclas Boehmer , Robert Bredereck , Dušan Knop , Junjie Luo

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…

Computational Complexity · Computer Science 2013-12-17 Ebrahim Nasrabadi , James B. Orlin

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

Optimization and Control · Mathematics 2016-10-18 André Chassein , Marc Goerigk

Consider the following problem: given a set system (U,I) and an edge-weighted graph G = (U, E) on the same universe U, find the set A in I such that the Steiner tree cost with terminals A is as large as possible: "which set in I is the most…

Data Structures and Algorithms · Computer Science 2011-02-25 Anupam Gupta , Viswanath Nagarajan , R. Ravi

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

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 approaches that generate solutions that are robust to possible…

Optimization and Control · Mathematics 2020-11-03 Yulia Anoshkina , Marc Goerigk , Frank Meisel

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 that the uncertainty size is not fixed, and instead aim at…

Optimization and Control · Mathematics 2016-06-24 André Chassein , Marc Goerigk

"The Price of Robustness" by Bertsimas and Sim represented a breakthrough in the development of a tractable robust counterpart of Linear Programming Problems. However, the central modeling assumption that the deviation band of each…

Optimization and Control · Mathematics 2014-10-24 Christina Büsing , Fabio D'Andreagiovanni

In the submodular cover problem, we are given a non-negative monotone submodular function $f$ over a ground set $E$ of items, and the goal is to choose a smallest subset $S \subseteq E$ such that $f(S) = Q$ where $Q = f(E)$. In the…

Data Structures and Algorithms · Computer Science 2018-11-01 Arpit Agarwal , Sepehr Assadi , Sanjeev Khanna

Constructing uncertainty sets as unions of multiple subsets has emerged as an effective approach for creating compact and flexible uncertainty representations in data-driven robust optimization (RO). This paper focuses on two separate…

Optimization and Control · Mathematics 2025-02-18 Yun Li , Neil Yorke-Smith , Tamas Keviczky

We study a robust extensible bin packing problem with budgeted uncertainty, under a budgeted uncertainty model where item sizes are defined to lie in the intersection of a box with a one-norm ball. We propose a scenario generation algorithm…

Discrete Mathematics · Computer Science 2025-10-29 Noam Goldberg , Michael Poss , Yariv Marmor
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