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arXiv · 1905.02469

Robust two-stage combinatorial optimization problems under convex uncertainty

Marc Goerigk·Adam Kasperski·Pawel Zielinski
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Abstract

In this paper a class of robust two-stage combinatorial optimization problems is discussed. It is assumed that the uncertain second stage costs are specified in the form of a convex uncertainty set, in particular polyhedral or ellipsoidal ones. It is shown that the robust two-stage versions of basic network and selection problems are NP-hard, even in a very restrictive cases. Some exact and approximation algorithms for the general problem are constructed. Polynomial and approximation algorithms for the robust two-stage versions of basic problems, such as the selection and shortest path problems, are also provided.

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Marc Goerigk, Adam Kasperski, Pawel Zielinski. 2019-05-07. Robust two-stage combinatorial optimization problems under convex uncertainty. https://arxiv.org/abs/1905.02469

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