In this paper an optimization problem with uncertain parameters is discussed. In the traditional robust approach a pessimistic point of view is assumed. Namely, a solution is computed under the worst possible parameter realizations, which can lead to large deterioration of the objective function value. In this paper a new approach is proposed, which assumes a less pessimistic point of view. The complexity of the resulting problem is explored and some methods of solving its special cases are presented.
CITATION STYLE
Guillaume, R., Kasperski, A., & Zieliński, P. (2020). Softening the Robustness of Optimization Problems: A New Budgeted Uncertainty Approach. In Communications in Computer and Information Science (Vol. 1237 CCIS, pp. 187–200). Springer. https://doi.org/10.1007/978-3-030-50146-4_15
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