A robust approach to the chance-constrained knapsack problem
نویسندگان
چکیده
منابع مشابه
A robust approach to the chance-constrained knapsack problem
Chance-constrained programming is a relevant model for many concrete problems. However, it is known to be very hard to tackle directly. In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on the recent advances in robust optimization, a tractable combinatorial algorithm is proposed to solve CKP. It always provides feasible solutions for CKP. Moreover, for two spec...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2008
ISSN: 0167-6377
DOI: 10.1016/j.orl.2008.03.006