Recoverable robust representatives selection problems with discrete budgeted uncertainty

نویسندگان

چکیده

Recoverable robust optimization is a multi-stage approach, in which it possible to adjust first-stage solution after the uncertain cost scenario revealed. We analyze this approach for class of selection problems. The aim choose fixed number items from several disjoint sets, such that worst-case costs taking recovery action are as small possible. uncertainty modeled discrete budgeted set, where adversary can increase items. While special cases problem have been studied before, its complexity has remained open. In work we make contributions towards closing gap. show NP-hard and identify case remains solvable polynomial time. provide compact mixed-integer programming formulation two additional extended formulations. Finally, computational results provided compare efficiency different exact approaches.

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

On Recoverable and Two-Stage Robust Selection Problems with Budgeted Uncertainty

In this paper the problem of selecting p out of n available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and two-stage models of this selection problem are analyzed. In the two-stage problem, up to p items is chosen in the first stage, and the solution is completed once the s...

متن کامل

Robust recoverable and two-stage selection problems

In this paper the following selection problem is discussed. A set of n items is given and we wish to choose a subset of exactly p items of the minimum total cost. This problem is a special case of 0-1 knapsack in which all the item weights are equal to 1. Its deterministic version has a trivial O(n)-time algorithm, which consists in choosing p items of the smallest costs. In this paper it is as...

متن کامل

Robust combinatorial optimization with variable budgeted uncertainty

Abstract: We introduce a new model for robust combinatorial optimization where the uncertain parameters belong to the image of multifunctions of the problem variables. In particular, we study the variable budgeted uncertainty, an extension of the budgeted uncertainty introduced by Bertsimas and Sim. Variable budgeted uncertainty can provide the same probabilistic guarantee as the budgeted uncer...

متن کامل

Robust constrained shortest path problems under budgeted uncertainty

We study the robust constrained shortest path problem under resource uncertainty. After proving that the problem is NP-hard in the strong sense for arbitrary uncertainty sets, we focus on budgeted uncertainty sets introduced by Bertsimas and Sim (2003) and their extension to variable uncertainty by Poss (2013). We apply classical techniques to show that the problem with capacity constraints can...

متن کامل

Robust Combinatorial Optimization under Budgeted-Ellipsoidal Uncertainty∗

In the field of robust optimization uncertain data is modeled by uncertainty sets, i.e. sets which contain all relevant outcomes of the uncertain parameters. The complexity of the related robust problem depends strongly on the shape of the uncertainty set. Two popular classes of uncertainty are budgeted uncertainty and ellipsoidal uncertainty. In this paper we introduce a new uncertainty class ...

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: 2022

ISSN: ['1872-6860', '0377-2217']

DOI: https://doi.org/10.1016/j.ejor.2022.03.001