Abstract
AbstractIn 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 optimization 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.
Funder
deutsche forschungsgemeinschaft
Narodowe Centrum Nauki
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Theory and Mathematics,Control and Optimization,Discrete Mathematics and Combinatorics,Computer Science Applications
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