Abstract
In this chapter a review of recent results on robust discrete optimization is presented. The most popular discrete and interval uncertainty representations are discussed. Various robust concepts are presented, namely the traditional minmax (regret) approach with some of its recent extensions, and several two-stage concepts. A special attention is paid to the computational properties of the robust problems considered.
Keywords
- Interval Uncertainty Representation
- Minmax Regret
- Minmax Problem
- Recoverable Robustness
- Fully Polynomial Time Approximation Scheme (FPTAS)
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Acknowledgements
This work was partially supported by the National Center for Science (Narodowe Centrum Nauki), grant 2013/09/B/ST6/01525.
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Kasperski, A., Zieliński, P. (2016). Robust Discrete Optimization Under Discrete and Interval Uncertainty: A Survey. In: Doumpos, M., Zopounidis, C., Grigoroudis, E. (eds) Robustness Analysis in Decision Aiding, Optimization, and Analytics. International Series in Operations Research & Management Science, vol 241. Springer, Cham. https://doi.org/10.1007/978-3-319-33121-8_6
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