Goerigk, Marc and Schöbel, Anita and Lübbecke, Marco (2013) Algorithms and concepts for robust optimization. PhD thesis, Georg-August Universität Göttingen.
Full text not available from this repository.Abstract
In this work we consider uncertain optimization problems where no probability distribution is known. We introduce the approaches RecFeas and RecOpt to such a robust optimization problem, using a location theoretic point of view, and discuss both theoretical and algorithmic aspects. We then consider both continuous and discrete problem applications of robust optimization: Linear programs from the Netlib benchmark set, and the aperiodic timetabling problem on the continuous side; intermodal load planning, Steiner trees, periodic timetabling, and timetable information on the discrete side. Finally, we present the software library ROPI as a framework for robust optimization with support for most established mixed-integer programming solvers.