Approaches for biobjective integer linear robust optimization

Real-world optimization problems often do not just involve multiple objectives but also uncertain parameters. In this case, the goal is to find Pareto-optimal solutions that are robust, i.e., reasonably good under all possible realizations of the uncertain data. Such solutions have been studied in many papers within the last ten years and are called robust efficient. However, solution methods for finding robust efficient solutions are scarce. In this paper, we develop three algorithms for determining robust efficient solutions to biobjective mixed-integer linear robust optimization problems.