Related papers: A solution robustness approach applied to network …
Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…
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,…
The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…
We introduce a novel kind of robustness in linear programming. A solution x* is called robust optimal if for all realizations of objective functions coefficients and constraint matrix entries from given interval domains there are…
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…
In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…
We consider the robust version of a multi-commodity network flow problem. The robustness is defined with respect to the deletion, or failure, of edges. While the flow problem itself is a polynomially-sized linear program, its robust version…
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…
A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. Depending on the approach used, the…
Finding robust solutions of an optimization problem is an important issue in practice, and various concepts on how to define the robustness of a solution have been suggested. The idea of recoverable robustness requires that a solution can…
An important problem in networked systems is detection and removal of suspected malicious nodes. A crucial consideration in such settings is the uncertainty endemic in detection, coupled with considerations of network connectivity, which…
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…
Robust network flows are a concept for dealing with uncertainty and unforeseen failures in the network infrastructure. They and their dual counterpart, network flow interdiction, have received steady attention within the operations research…
Natural disasters or attacks may disrupt infrastructure networks on a vast scale. Parts of the damaged network are interdependent, making it difficult to plan and optimally execute the recovery operations. To study how interdependencies…
We consider the classic problem of Network Reliability. A network is given together with a source vertex, one or more target vertices, and probabilities assigned to each of the edges. Each edge appears in the network with its associated…
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…
Robust optimization is a widely studied area in operations research, where the algorithm takes as input a range of values and outputs a single solution that performs well for the entire range. Specifically, a robust algorithm aims to…
Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…
Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the…
This paper deals with robust optimization applied to network flows. Two robust variants of the minimum-cost integer flow problem are considered. Thereby, uncertainty in problem formulation is limited to arc unit costs and expressed by a…