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A new bound for the midpoint solution in minmax regret optimization with an application to the robust shortest path problem
2015
European Journal of Operational Research
Minmax regret optimization aims at finding robust solutions that perform best in the worst-case, compared to the respective optimum objective value in each scenario. Even for simple uncertainty sets like boxes, most polynomially solvable optimization problems have strongly NP-hard minmax regret counterparts. Thus, heuristics with performance guarantees can potentially be of great value, but only few such guarantees exist. A very easy but effective approximation technique is to compute the
doi:10.1016/j.ejor.2015.02.023
fatcat:mn4q6exagzghzeh6v45lzrs4em