Today, I had the great pleasure of presenting our work on "A Branch-and-Cut Approach for Decision-Dependent Robust Optimization Problems" at the IFORS 2026 conference in Vienna. I really enjoyed the discussions and the exchange of ideas (both research-related and not) that took place during the week.

We just updated the preprint to our paper on “Branch-and-Cut for Mixed-Integer Linear Decision-Dependent Robust Optimization” (joint work with Henri Lefebvre, Martin Schmidt and Johannes Thürauf). It is available right now and can be found here. The accompanying open-source implementations are available here.

There is an updated version to our preprint “A Computational Study for Solving Decision-Dependent Robust Problems as Bilevel Optimization Problems” (joint work with Henri Lefebvre, Martin Schmidt and Johannes Thürauf). Now with more details on the impact of hedging costs on the solution of DDRO problems. You can find it here.