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Alejandro Crema

Publications and source records attributed to Alejandro Crema.

2 recordsLinked to original sources
arXiv2023

Explicit sets with ideal robustness are achievable in combinatorial optimization problems with cost uncertainty

We present an standard constraints generation algorithm to find an explicit set whose robustness is equal to the robustness of the feasible solution set of a combinatorial optimization problem with cost uncertainty. Computational experience shows that for problems with moderate dimensions the running time of the algorithm may be tolerable and in many cases the number of solutions required to achieve near-ideal robustness may be manageable for decision makers.

math.OC↗
arXiv2023

Multiparametric robust solutions for combinatorial problems with parameterized locally budgeted uncertainty

In this paper we studied combinatorial problems with parameterized locally budgeted uncertainty. We are looking for a solutions set such that for any parameters vector there exists a solution in the set with robustness near optimal. The algorithm consists of applying a multiparametric algorithm to obtain a near optimal multiparametric solution relative to the objective function for a combinatorial problem defined to find a robust solution for parameters fixed. As far as we know this is the first algorithm presented to do that task. Computational experience is presented to shortest path and $p$-medians problems

math.OC↗