By the seminal work of Bertsimas & Sim in 2003, we can solve robust combinatorial optimization problems under budget uncertainty in theory by either solving n+1 deterministic problems or a compact LP  reformulation introducing only additional continuous variables. Hence, the computational complexity does not increase. In practice however, computation times can increase significantly in comparison to the deterministic instance. In this talk, we present two approaches to speed-up the solving of such problems. On the one hand, we derive a tailored branch-and-bound algorithm. On the other hand, we show how valid inequalities for the deterministic problem can be recycled to obtain new valid inequalities for the robust problem. This is joint work with Timo Gersing and Christina Büsing.

Referent: Prof. Dr. Arie M.C.A. Koster, RWTH Aachen University

Der Vortrag findet um 17.15 Uhr im Raum 210 des Mathematik-Gebäudes 48 statt.

Studierende, Doktorandinnen und Doktoranden sowie Wissenschaftlerinnen und Wissenschaftler des Fachbereichs Mathematik der RPTU und des Fraunhofer ITWM sind herzlich zum Kolloquium eingeladen!