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2020 | OriginalPaper | Chapter

Solving Robust Two-Stage Combinatorial Optimization Problems Under Convex Uncertainty

Authors : Marc Goerigk, Adam Kasperski, Paweł Zieliński

Published in: Operations Research Proceedings 2019

Publisher: Springer International Publishing

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Abstract

In this paper a class of robust two-stage combinatorial optimization problems with uncertain costs is discussed. It is assumed that the uncertainty is modeled by using a convex uncertainty set, for example of polyhedral or ellipsoidal shape. Several methods to compute exact and approximate solutions are introduced. Experimental results for robust two-stage version of the weighted set cover problem are presented.

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Title: Solving Robust Two-Stage Combinatorial Optimization Problems Under Convex Uncertainty
Authors: Marc Goerigk
Adam Kasperski
Paweł Zieliński
Publisher: Springer International Publishing
Book: Operations Research Proceedings 2019
Print ISBN: 978-3-030-48438-5

Electronic ISBN: 978-3-030-48439-2

Copyright Year: 2020
DOI: https://doi.org/10.1007/978-3-030-48439-2_51

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