Robust mean absolute deviation problems on networks with linear vertex weights

This article deals with incorporating the mean absolute deviation objective function in several robust single facility location models on networks with dynamic evolution of node weights, which are modeled by means of linear functions of a parameter. Specifically, we have considered two robustness criteria applied to the mean absolute deviation problem: the MinMax criterion, and the MinMax regret criterion. For solving the corresponding optimization problems, exact algorithms have been proposed and their complexities have been also analyzed.Ministerio de Ciencia e Innovación MTM2007-67433-C02-(01,02)Ministerio de Ciencia e Innovación MTM2009-14243Ministerio de Ciencia e Innovación MTM2010-19576-C02-(01,02)Ministerio de Ciencia e Innovación DE2009-0057Junta de Andalucía P09-TEP-5022Junta de Andalucía FQM-584

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Minmax regret combinatorial optimization problems: an Algorithmic Perspective

Candia-Vejar, A (reprint author), Univ Talca, Modeling & Ind Management Dept, Curico, Chile.Uncertainty in optimization is not a new ingredient. Diverse models considering uncertainty have been developed over the last 40 years. In our paper we essentially discuss a particular uncertainty model associated with combinatorial optimization problems, developed in the 90's and broadly studied in the past years. This approach named minmax regret (in particular our emphasis is on the robust deviation criteria) is different from the classical approach for handling uncertainty, stochastic approach, where uncertainty is modeled by assumed probability distributions over the space of all possible scenarios and the objective is to find a solution with good probabilistic performance. In the minmax regret (MMR) approach, the set of all possible scenarios is described deterministically, and the search is for a solution that performs reasonably well for all scenarios, i.e., that has the best worst-case performance. In this paper we discuss the computational complexity of some classic combinatorial optimization problems using MMR. approach, analyze the design of several algorithms for these problems, suggest the study of some specific research problems in this attractive area, and also discuss some applications using this model

Single machine scheduling problems with uncertain parameters and the OWA criterion

In this paper a class of single machine scheduling problems is discussed. It is assumed that job parameters, such as processing times, due dates, or weights are uncertain and their values are specified in the form of a discrete scenario set. The Ordered Weighted Averaging (OWA) aggregation operator is used to choose an optimal schedule. The OWA operator generalizes traditional criteria in decision making under uncertainty, such as the maximum, average, median or Hurwicz criterion. It also allows us to extend the robust approach to scheduling by taking into account various attitudes of decision makers towards the risk. In this paper a general framework for solving single machine scheduling problems with the OWA criterion is proposed and some positive and negative computational results for two basic single machine scheduling problems are provided

Min-Max Regret Scheduling To Minimize the Total Weight of Late Jobs With Interval Uncertainty

We study the single machine scheduling problem with the objective to minimize the total weight of late jobs. It is assumed that the processing times of jobs are not exactly known at the time when a complete schedule must be dispatched. Instead, only interval bounds for these parameters are given. In contrast to the stochastic optimization approach, we consider the problem of finding a robust schedule, which minimizes the maximum regret of a solution. Heuristic algorithm based on mixed-integer linear programming is presented and examined through computational experiments