Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty

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André B. Chassein, Marc Goerigk, Jannis Kurtz, Michael Poss

Published: 2019, Last Modified: 27 Jan 2025Eur. J. Oper. Res. 2019EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Prepare k solutions and choose the best of them upon knowledge of the true costs.•We provide fast exact algorithms for the problem for k=2.•Our heuristic yields close to optimal solutions for larger k.•Unsolved shortest path instances from the literature are now solved in minutes.