کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6894707 1445929 2018 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
ترجمه فارسی عنوان
راه حل های سازش برای بهینه سازی ترکیبی قوی با عدم قطعیت متغیر
کلمات کلیدی
استحکام و حساسیت، بهینه سازی ترکیبی قوی مینا پشیمون شدم عدم قطعیت متغیر،
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
چکیده انگلیسی
In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in itself already a difficult task. We consider robust problems where the uncertainty set is not completely defined. Only the shape is known, but not its size. Such a setting is known as variable-sized uncertainty.In this paper, we present an approach how to find a single robust solution, that performs well on average over all possible uncertainty set sizes. We demonstrate that this approach can be solved efficiently for min-max robust optimization, but is more involved in the case of min-max regret, where positive and negative complexity results for the selection problem, the minimum spanning tree problem, and the shortest path problem are provided. We introduce an iterative solution procedure, and evaluate its performance in an experimental comparison.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 269, Issue 2, 1 September 2018, Pages 544-555
نویسندگان
, ,