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arXiv 1905.02469cs.DSmath.OC

Robust two-stage combinatorial optimization problems under convex uncertainty

Marc Goerigk, Adam Kasperski, Pawel Zielinski

英文摘要:

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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