Recoverable Robustness by Column Generation

  • P. C. Bouman
  • J. M. van den Akker
  • J. A. Hoogeveen
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6942)


Real-life planning problems are often complicated by the occurrence of disturbances, which imply that the original plan cannot be followed anymore and some recovery action must be taken to cope with the disturbance. In such a situation it is worthwhile to arm yourself against common disturbances. Well-known approaches to create plans that take possible, common disturbances into account are robust optimization and stochastic programming. Recently, a new approach has been developed that combines the best of these two: recoverable robustness. In this paper, we apply the technique of column generation to find solutions to recoverable robustness problems. We consider two types of solution approaches: separate recovery and combined recovery. We show our approach on two example problems: the size robust knapsack problem, in which the knapsack size may get reduced, and the demand robust shortest path problem, in which the sink is uncertain and the cost of edges may increase.


Knapsack Problem Column Generation Robust Optimization Master Problem Short Path Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • P. C. Bouman
    • 1
  • J. M. van den Akker
    • 1
  • J. A. Hoogeveen
    • 1
  1. 1.Department of Information and Computing SciencesUtrecht UniversityUtrechtThe Netherlands

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