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Optimization in Large Scale Problems pp 33–39Cite as

A Brief Overview of Interdiction and Robust Optimization

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Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 152))

Abstract

Two-player optimization problems span an impressive array of possible situations, including cases in which both players optimize their own objective with no regard for the other’s goals, or in which one agent seeks to impede the other’s objective. The agents may commit their decisions simultaneously, using either deterministic or random (mixed) strategies. Alternatively, they can play them in sequence, where one agent has complete or partial knowledge of the other’s decisions. This overview provides the reader insights and entry points into learning about two-stage zero-sum games (e.g., minimax or maximin) in which one agent has complete knowledge of the other’s actions. The difference between interdiction and robust optimization models is described, with a focus on steering the reader to relevant and contemporary research in the field.

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Author information

Authors and Affiliations

  1. Operations, Business Analytics and Information Systems, University of Cincinnati, Cincinnati, OH, USA

    Leonardo Lozano

  2. Industrial Engineering, Clemson University, Clemson, SC, USA

    J. Cole Smith

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  1. Leonardo Lozano
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  2. J. Cole Smith
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Correspondence to Leonardo Lozano .

Editor information

Editors and Affiliations

  1. Department of Industrial and Systems Engineering, Mississippi State University, Starkville, MS, USA

    Mahdi Fathi

  2. School of Science and Engineering, Tecnológico de Monterrey, Monterrey, Mexico

    Marzieh Khakifirooz

  3. Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, USA

    Panos M. Pardalos

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Lozano, L., Smith, J.C. (2019). A Brief Overview of Interdiction and Robust Optimization. In: Fathi, M., Khakifirooz, M., Pardalos, P.M. (eds) Optimization in Large Scale Problems. Springer Optimization and Its Applications, vol 152. Springer, Cham. https://doi.org/10.1007/978-3-030-28565-4_7

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