Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances

Abstract

In practical optimization problems, disturbances to a given instance are unavoidable due to unpredictable events which can occur when the system is running. In order to face these situations, many approaches have been proposed during the last years in the area of robust optimization. The basic idea of robustness is to provide a solution which can be used even if the input instance is disturbed, at the cost of optimality. However, the notion of robustness in every day life is much broader than that pursued in the area of robust optimization so far. In practice it is reasonable to consider a solution as robust, if a recovery strategy is available that can be applied when disturbing events occur in order to adapt the solution to the new situation. This suggests to study robustness and recoverability in a unified framework. Recently, a first tentative of unifying the notions of robustness and recoverability into a new integrated notion of recoverable robustness has been done in the context of railway optimization, see [28].Although this model represents a significant improvement, it has the following drawback: typically there is not only one disruption, but many of them might appear one after another. In this case, the solutions provided within the recoverable robustness are not satisfying.In this paper we extend the concept of recoverable robustness to deal not only with one single recovery step, but with many recovery steps. To this aim, we introduce the new notion of multi-stage recoverable robustness. We apply the new model in the context of timetabling and delay management problems.