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Uncertainty reduction in robust optimization
Journal article   Open access   Peer reviewed

Uncertainty reduction in robust optimization

Ayşe Nur Arslan and Michael Poss
Operations Research Letters, Vol.55
2024

Abstract

Combinatorial optimization Robust optimization NP-hardness Reformulation
Uncertainty reduction has recently been introduced in the robust optimization literature as a relevant special case of decision-dependent uncertainty. Herein, we identify two relevant situations in which the problem is polynomially solvable. We further provide insights into possible MILP reformulations and the strength of their continuous relaxations.
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