Robust Optimization

• Modeling
  • Modeling a Two-Stage Robust Problem
    • A Two-Stage Robust Facility Location Problem
    • Modeling Steps
    • Complete Example
• Column-and-Constraint-Generation Algorithm
  • Introduction
    • Problem Definition and Notation
    • The Algorithm
    • On the Impact of Coupling Constraints
  • Writing a Column-and-Constraint-Generation Algorithm
  • Using Trust Region Stabilization
    • Introduction
    • Implementation in idol
  • Writing Your Own Separator (Advanced) [TODO]