Two-stage combinatorial optimization problems under risk
نویسندگان
چکیده
منابع مشابه
Two-stage flexible-choice problems under uncertainty
A significant input-data uncertainty is often present in practical situations. One approach to coping with this uncertainty is to describe the uncertainty with scenarios. A scenario represents a potential realization of the important parameters of the problem. In this paper we apply a recent approach, called flexibility, to solving two-stage flexible-choice problems. The first stage represents ...
متن کاملAn approximate algorithm for combinatorial optimization problems with two parameters
We call a minimum cost restricted time combinatorial optimization (MCRT) problem any problem that has a finite set P, finite family S of subsets of P, non-negative threshold h, and two non-negative real-valued functions y : (say, cost) and x : p......-? R+ (say, time). One seeks a solution F* E S with y(F*) min{y(F): F E S, x(F):S h}, where x(G) L:gEGx(g), y(G) = L:gEGy(g) and G E S. We also as...
متن کاملPiecewise static policies for two-stage adjustable robust linear optimization problems under uncertainty
In this paper, we consider two-stage adjustable robust linear optimization problems under uncertain constraints and study the performance of piecewise static policies. These are a generalization of static policies where we divide the uncertainty set into several pieces and specify a static solution for each piece. We show that in general there is no piecewise static policy with a polynomial num...
متن کاملOn Solving Combinatorial Optimization Problems
We present a new viewpoint on how some combinatorial optimization problems are solved. When applying this viewpoint to the NP -equivalent traveling salesman problem (TSP), we naturally arrive to a conjecture that is closely related to the polynomialtime insolvability of TSP, and hence to the P −NP conjecture. Our attempt to prove the conjecture has not been successful so far. However, the bypro...
متن کاملCombinatorial Optimization Problems with Testing
In stochastic versions of combinatorial optimization problems, the goal is to optimize an objective function under constraints that specify the feasible solutions, when some parameters involve uncertainty. We focus on maximizing a linear objective ∑N i=1Wixi, where x1, . . . , xN are the decision variables, W1, . . . ,WN are mutually independent random coefficients, and the constraints are dete...
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: Theoretical Computer Science
سال: 2020
ISSN: 0304-3975
DOI: 10.1016/j.tcs.2019.10.035