Related papers: A faster exact method for solving the robust multi…
Robust optimization typically follows a worst-case perspective, where a single scenario may determine the objective value of a given solution. Accordingly, it is a challenging task to reduce the size of an uncertainty set without changing…
In this work, we study the single machine scheduling problem with uncertain release times and processing times of jobs. We adopt a robust scheduling approach, in which the measure of robustness to be minimized for a given sequence of jobs…
Scheduling problems in manufacturing, logistics and project management have frequently been modeled using the framework of Resource Constrained Project Scheduling Problems with minimum and maximum time lags (RCPSP/max). Due to the…
We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…
We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates design and operational phases, which are represented by a mixed-integer program and discounted-cost…
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 study the single machine scheduling problem with the objective to minimize the total weight of late jobs. It is assumed that the processing times of jobs are not exactly known at the time when a complete schedule must be dispatched.…
We consider a project that consists of activities to be performed in parallel under various temporal constraints, which include start-start, start-finish and finish-start precedence relationships, release times, deadlines, and due dates.…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
We introduce a parallel machine scheduling problem in which the processing times of jobs are not given in advance but are determined by a system of linear constraints. The objective is to minimize the makespan, i.e., the maximum job…
In this paper, we address the scheduling problem of multi-mode real-time systems upon uniform multiprocessor platforms. We propose two transition protocols, specified together with their schedulability test, and provide the reader with two…
In industrial resource allocation problems, an initial planning stage may solve a nominal problem instance and a subsequent recovery stage may intervene to repair inefficiencies and infeasibilities due to uncertainty, e.g.\ machine failures…
The parallel machine scheduling problem has been a popular topic for many years due to its theoretical and practical importance. This paper addresses the robust makespan optimization problem on unrelated parallel machine scheduling with…
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…
This paper presents a new column-and-constraint generation method for two-stage robust mixed-integer programs with finite uncertainty sets. Our method combines and extends speed-up techniques used in previous column-and-constraint…
This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…
This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…
Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
In this paper, we consider a multistage expected utility maximization problem where the decision maker's utility function at each stage depends on historical data and the information on the true utility function is incomplete. To mitigate…