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Project goals:
Proposing new models of uncertainty, which take some information provided with uncertainty sets into account. In particular, possibility theory and theory of imprecise probabilities will be used for this purpose. Investigating new criteria for choosing a solution, which take into account decision-makers risk aversion.
Application of various models of uncertainty to single and two-stage versions of particular problems, for example, scheduling, supply chain, production planning, and combinatorial problems. Constructing mathematical programming reformulations for these problems, implementing them and testing, by using available software. Constructing approximate solutions for hard large-scale problems.
Research team:
Adam Kasperski
Marcel Jackiewicz (PhD student)
Szymon Wróbel (PhD student)
Presentations:
Publications:
M. Jackiewicz, A. Kasperski, P. Zieliński. Recoverable robust shortest path problem under interval uncertainty representations. Networks, 2024, to appear
W. Baak, M. Goerigk, A. Kasperski, P. Zieliński. Robust min-max (regret) optimization using ordered weighted averaging, European Journal of Operational Research, 2024, to appear
R.Guillaume, A. Kasperski, P. Zieliński. A framework of distributionally robust possibilitic optimization. Fuzzy Optimization and Decision Making 23(2), 2024
R. Guillaume, M. Goerigk, A. Kasperski, P. Zieliński. Robust optimization with belief functions. International Journal of Approximate Reasonning 159, 108941, 2023
R. Guillaume, A. Kasperski, P. Zieliński. Lot sizing problem under lead-time uncertainty. Information Processing and Management of Uncertainty in Knowledge-Based Systems. 20th International Conference, IPMU 2024, Lisbon, Portugal, July 22-26, 2024, Proceedings, Volume 3
M. Jackiewicz, A. Kasperski, P. Zieliński. Solving Wasserstein distributionally robust combinatorial optimization problems. Operations Research Proceedings 2023, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Germany, August 29 – September 1, 2023
M. Jackiewicz, A. Kasperski, P. Zieliński. Solving the recoverable robust shortest path problem in DAGs. Operations Research Proceedings 2023, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Germany, August 29 – September 1, 2023
Romain Guillaume, A. Kasperski, S. Wróbel, P. Zieliński. Using the R* criterion to selected optimization problems under uncertainty, Operations Reseach Proceedings 2024, to appear
A. Kasperski, P. Zieliński. Recoverable Possibilistic Linear Programming. 2024 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), Yokohama, Japan, 2024, pp. 1-8
A. Kasperski, P. Zieliński. Approximating the shortest path problem with scenarios, arXiv:1806.08936
M. Jackiewicz, A. Kasperski, P. Zieliński. Computational complexity of the recoverable robust shortest path problem with discrete recourse, arXiv:2403.20000
A. Kasperski, P. Zieliński. Computational complexity of the recoverable robust shortest path problem in acyclic digraphs, arXiv:2410.09425
M. Jackiewicz, A. Kasperski, P. Zieliński. Wasserstein robust combinatorial optimization problems. arXiv:2312.12769v
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