MANAGEMENT : " WORST " PROBLEMS AND " BEST " SOLUTIONS Contents
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Worst Case Optimization Using Chebyshev Inequality
In real-world optimization problems, a wide range of uncertainties have to be taken into account. The presence of uncertainty leads to different results for repeated evaluations of the same solution. Therefore, users may not always be interested in the so-called best solutions. In order to find the robust solutions which are evaluated based on the predicted worst case, Worst Case Optimization P...
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We discuss open questions around worst case time and space bounds for NP-hard problems. We are interested in exponential time solutions for these problems with a relatively good worst case behavior.
متن کاملWeak Lower Semi-continuity of the Optimal Value Function and Applications to Worst-case Robust Optimal Control Problems
Sufficient conditions ensuring weak lower semi-continuity of the optimal value function are presented. To this end, refined inner semi-continuity properties of set-valued maps are introduced which meet the needs of the weak topology in Banach spaces. The results are applied to prove the existence of solutions in various worst-case robust optimal control problems governed by semilinear elliptic ...
متن کاملOpen problems around exact algorithms
We list a number of open questions around worst case time bounds and worst case space bounds for NP-hard problems. We are interested in exponential time solutions for these problems with a relatively good worst case behavior.We summarize what is known on these problems, we discuss related results, and we provide pointers to the literature. © 2007 Published by Elsevier B.V.
متن کاملA Genetic Algorithm for Minimax Optimization Problems
Robust discrete optimization is a technique for structuring uncertainty in the decision-making process. The objective is to find a robust solution that has the best worst-case performance over a set of possible scenarios. However, this is a difficult optimization problem. This paper proposes a two-space genetic algorithm as a general technique to solve minimax optimization problems. This algori...
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