Robust Optimization over Time Problems—Characterization and Literature Review

Abstract

Robust optimization over time (ROOT) is a relatively recent topic in the field of dynamic evolutionary optimization (EDO). The goal of ROOT problems is to find the optimal solution for several environments at the same time. Although significant contributions to ROOT have been published in the past, it is not clear to what extent progress has been made in terms of the type of problem addressed. In particular, we believe that there is confusion regarding what it actually means to solve a ROOT problem. To overcome these limitations, the objective of this paper is twofold. On the one hand, to provide a characterization framework of ROOT problems in terms of their most relevant features, and on the other hand, to organize existing contributions according to it. As a result, from an initial set of 186 studies, the characterization framework was applied to 35 of them, allowing to identification of some important gaps and proposing new research opportunities. We have also experimentally addressed the effect of available information on ROOT problems, concluding that there is indeed a significant impact on the performance of the algorithm and that the proposed classification is appropriate to characterize the complexity of ROOT problems. To help identify further research opportunities, we have implemented an interactive dashboard with the results of the review conducted, which is available online.