Optimization over Integers with Robustness in Cost and Few Constraints

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dc.contributor.authorGoetzmann, Kai-Simon
dc.contributor.authorStiller, Sebastian
dc.contributor.authorTelha, Claudio
dc.date.accessioned2021-12-17T10:09:47Z
dc.date.available2021-12-17T10:09:47Z
dc.date.issued2011
dc.description.abstractRobust optimization is an approach for optimization under uncertainty that has recently attracted attention both from theory and practitioners. While there is an elaborate and powerful machinery for continuous robust optimization problems, results on robust combinatorial optimization and robust linear integer programs are still rare and hardly general. In a seminal paper Bertsimas and Sim (2003) show that for an arbitrary, linear 0-1-problem, over which one can optimize, one can also optimize the cost-robust counterpart. They explicitly note that this method is confined to binary problems. We present a result of this type for general integer programs. Further, we extend the result to integer programs with uncertainty in one constraint.en
dc.identifier.issn2197-8085
dc.identifier.urihttps://depositonce.tu-berlin.de/handle/11303/15722
dc.identifier.urihttp://dx.doi.org/10.14279/depositonce-14495
dc.language.isoenen
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.ddc510 Mathematiken
dc.subject.otherrobust optimizationen
dc.subject.otherinteger programmingen
dc.subject.otherUnbounded Knapsacken
dc.titleOptimization over Integers with Robustness in Cost and Few Constraintsen
dc.typeResearch Paperen
dc.type.versionsubmittedVersionen
tub.accessrights.dnbfreeen
tub.affiliationFak. 2 Mathematik und Naturwissenschaften::Inst. Mathematikde
tub.affiliation.facultyFak. 2 Mathematik und Naturwissenschaftende
tub.affiliation.instituteInst. Mathematikde
tub.publisher.universityorinstitutionTechnische Universität Berlinen
tub.series.issuenumber2011, 09en
tub.series.namePreprint-Reihe des Instituts für Mathematik, Technische Universität Berlinen
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