Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Minmax regret approach and optimality evaluation in combinatorial optimization problems with interval and fuzzy weights

This paper deals with a general combinatorial optimization problem in which closed intervals and fuzzy intervals model uncertain element weights. The notion of a deviation interval is introduced, which allows us to characterize the optimality and the robustness of solutions and elements. The problem of computing deviation intervals is addressed and some new complexity results in this field are ...

متن کامل

Discrete Optimization with Interval Data - Minmax Regret and Fuzzy Approach

One day, you will discover a new adventure and knowledge by spending more money. But when? Do you think that you need to obtain those all requirements when having much money? Why don't you try to get something simple at first? That's something that will lead you to know more about the world, adventure, some places, history, entertainment, and more? It is your own time to continue reading habit....

متن کامل

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 کامل

A double oracle approach to minmax regret optimization problems with interval data

In this paper, we provide a generic anytime lower bounding procedure for minmax regret optimization problems. We show that the lower bound obtained is always at least as accurate as the lower bound recently proposed by Chassein and Goerigk [2]. The validity of the bound is based on game theoretic arguments and its computation is performed via a double oracle algorithm [6] that we specify. The l...

متن کامل

A 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 کامل

ذخیره 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: 2010

ISSN: 0377-2217

DOI: 10.1016/j.ejor.2009.01.044