The Pareto set of a multiobjective optimization problem consists of the solutions for which one or more objectives can not be improved without deteriorating one or more other objectives. We consider problems with linear objectives and linear constraints and use Adjustable Robust optimization and...

We propose a new way to derive tractable robust counterparts of a linear conic optimization problem by using the theory of Beck and Ben-Tal on the duality between the robust (“pessimistic”) primal problem and its “optimistic” dual. First, we obtain a new convex reformulation of the dual...

This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions and proposes several reformulations. These problems include many practical problems, e.g. problems with sums of absolute values, and arise when taking the robust counterpart of a...

Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still lagging behind;...