Article ID Journal Published Year Pages File Type
1142702 Operations Research Letters 2008 5 Pages PDF
Abstract

In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on robust optimization, a tractable combinatorial algorithm is proposed to solve approximately CKP. For two specific classes of uncertain knapsack problems, it is proved to solve CKP at optimality.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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A robust approach to the chance-constrained knapsack problem
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