کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4959949 1445963 2017 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
چکیده انگلیسی
We consider robust counterparts of uncertain combinatorial optimization problems, where the difference to the best possible solution over all scenarios is to be minimized. Such minmax regret problems are typically harder to solve than their nominal, non-robust counterparts. While current literature almost exclusively focuses on simple uncertainty sets that are either finite or hyperboxes, we consider problems with more flexible and realistic ellipsoidal uncertainty sets. We present complexity results for the unconstrained combinatorial optimization problem, the shortest path problem, and the minimum spanning tree problem. To solve such problems, two types of cuts are introduced, and compared in a computational experiment.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 258, Issue 1, 1 April 2017, Pages 58-69
نویسندگان
, ,