A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems
نویسندگان
چکیده
We improve the well-known result of Bertsimas and Sim presented in (D. Bertsimas and M. Sim, “Robust discrete optimization and network flows”, Mathematical Programming, B(98): 49-71, 2003) regarding the computation of optimal solutions of Robust Combinatorial Optimization problems with interval uncertainty in the objective function coefficients. We also extend this improvement to a more general class of Combinatorial Optimization problems with interval uncertainty.
منابع مشابه
The P-Center Problem under Uncertainty
Facility location decisions play a prominent role in strategic planning of many firms, companies and governmental organizations. Since in many real-world facility location problems, the data are subject to uncertainty, in this paper, we consider the P-center problem under uncertainty of demands. Using Bertsimas and Sim approach, we develop a robust model of the problem as an integer programming...
متن کاملThe P-Center Problem under Uncertainty
Facility location decisions play a prominent role in strategic planning of many firms, companies and governmental organizations. Since in many real-world facility location problems, the data are subject to uncertainty, in this paper, we consider the P-center problem under uncertainty of demands. Using Bertsimas and Sim approach, we develop a robust model of the problem as an integer programming...
متن کاملThe Multi-Band Robust Knapsack Problem
In this paper, we consider the multi-band robust knapsack problem which generalizes the Γ-robust knapsack problem by subdividing the single deviation band into several smaller bands. We state a compact ILP formulation and develop two dynamic programming algorithms based on the presented model where the first has a complexity linear in the number of items and the second has a complexity linear i...
متن کاملRobust combinatorial optimization with cost uncertainty
We present in this paper a new model for robust combinatorial optimization with cost uncertainty that generalizes the classical budgeted uncertainty set. We suppose here that the budget of uncertainty is given by a function of the problem variables, yielding an uncertainty multifunction. The new model is less conservative than the classical model and approximates better Valueat-Risk objective f...
متن کاملAerodynamic Design Optimization Using Genetic Algorithm (RESEARCH NOTE)
An efficient formulation for the robust shape optimization of aerodynamic objects is introduced in this paper. The formulation has three essential features. First, an Euler solver based on a second-order Godunov scheme is used for the flow calculations. Second, a genetic algorithm with binary number encoding is implemented for the optimization procedure. The third ingredient of the procedure is...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- 4OR
دوره 11 شماره
صفحات -
تاریخ انتشار 2013