Min–max and min–max regret versions of combinatorial optimization problems: A survey
نویسندگان
چکیده
منابع مشابه
Minmax regret combinatorial optimization problems: an Algorithmic Perspective
Uncertainty in optimization is not a new ingredient. Diverse models considering uncertainty have been developed over the last 40 years. In our paper we essentially discuss a particular uncertainty model associated with combinatorial optimization problems, developed in the 90’s and broadly studied in the past years. This approach named minmax regret (in particular our emphasis is on the robust d...
متن کاملA Probabilistic Model for Minmax Regret in Combinatorial Optimization
In this paper, we propose a probabilistic model for minimizing the anticipated regret in combinatorial optimization problems with distributional uncertainty in the objective coefficients. The interval uncertainty representation of data is supplemented with information on the marginal distributions. As a decision criterion, we minimize the worst-case conditional value-at-risk of regret. The prop...
متن کاملRandomized Minmax Regret for Combinatorial Optimization Under Uncertainty
The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs with the intention of maximizing the regret of the player. Existing minmax regret models consider only deterministic solutions/strategies, and minmax regret...
متن کاملOn the approximability of minmax (regret) network optimization problems
In this paper the minmax (regret) versions of some basic polynomially solvable deterministic network problems are discussed. It is shown that if the number of scenarios is unbounded, then the problems under consideration are not approximable within logK for any ǫ > 0 unless NP ⊆ DTIME(n log ), where K is the number of scenarios.
متن کاملMinmax regret solutions for minimax optimization problems with uncertainty
We propose a general approach for nding minmax regret solutions for a class of combinatorial optimization problems with an objective function of minimax type and uncertain objective function coe cients. The approach is based on reducing a problem with uncertainty to a number of problems without uncertainty. The method is illustrated on bottleneck combinatorial optimization problems, minimax mul...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2009
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2008.09.012