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Robust Integer Programming

Robust Integer Programming (RIP) finds integer or binary solutions that remain feasible and near-optimal across all scenarios in a prescribed uncertainty set. Rather than assuming exact knowledge of data, RIP hedges against the worst-case realization of uncertain costs or constraint coefficients, delivering decisions that are guaranteed to perform well even when inputs deviate from their nominal values.

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Robust Integer Programming — Optimization under uncertainty with integrality constraints

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Bertsimas, D., Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming, 98(1-3), 49-71. · DOI 10.1007/s10107-003-0396-4
Ben-Tal, A., El Ghaoui, L., Nemirovski, A. (2009). Robust Optimization. Princeton University Press, Princeton, NJ. · ISBN 9780691143682

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