Variable-sized uncertainty and inverse problems in robust optimization

DOI10.1016/j.ejor.2017.06.042zbMath1380.90281arXiv1606.07380OpenAlexW2963820369MaRDI QIDQ1694311

Marc Goerigk, André B. Chassein

Publication date: 1 February 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.07380

zbMATH Keywords

uncertainty setsinverse optimizationrobustness and sensitivity analysisoptimization under uncertainty

Mathematics Subject Classification ID

Mixed integer programming (90C11) Minimax problems in mathematical programming (90C47) Sensitivity, stability, parametric optimization (90C31)

Related Items (8)

Algorithms and uncertainty sets for data-driven robust shortest path problems ⋮ Robust inverse optimization ⋮ The Minmax Regret Reverse 1-Median Problem on Trees with Uncertain Vertex Weights ⋮ Inverse attribute‐based optimization with an application in assortment optimization ⋮ Mixed uncertainty sets for robust combinatorial optimization ⋮ The minmax regret inverse maximum weight problem ⋮ Compromise solutions for robust combinatorial optimization with variable-sized uncertainty ⋮ Inverse optimization for the recovery of constraint parameters

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