A short note on the robust combinatorial optimization problems with cardinality constrained uncertainty
نویسندگان
چکیده
Robust combinatorial optimization problems with cardinality constrained uncertainty may be solved by a finite number of nominal problems. In this paper, we show that the number of nominal problems to be solved can be reduced significantly.
منابع مشابه
A Robust Knapsack Based Constrained Portfolio Optimization
Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...
متن کامل3D BENCHMARK RESULTS FOR ROBUST STRUCTURAL OPTIMIZATION UNDER UNCERTAINTY IN LOADING DIRECTIONS
This study has been inspired by the paper "An efficient 3D topology optimization code written in MATLAB” written by Liu and Tovar (2014) demonstrating that SIMP-based three-dimensional (3D) topology optimization of continuum structures can be implemented in 169 lines of MATLAB code. Based on the above paper, we show here that, by simple and easy-to-understand modificati...
متن کاملCardinality constrained combinatorial optimization: Complexity and polyhedra
Given a combinatorial optimization problem and a subset N of natural numbers, we obtain a cardinality constrained version of this problem by permitting only those feasible solutions whose cardinalities are elements of N . In this paper we briefly touch on questions that addresses common grounds and differences of the complexity of a combinatorial optimization problem and its cardinality constra...
متن کاملانتخاب سبد پروژه های تحقیق و توسعه با استفاده از رویکرد اختیار مرکب و بهینه سازی استوار
The worldwide rivalry of commerce leads organizations to focus on selecting the best project portfolio among available projects through utilizing their scarce resources in the most effective manner. To accomplish this, organizations should consider the intrinsic uncertainty in projects on the basis of an appropriate evaluation technique with regard to the flexibility in investment decision-maki...
متن کاملA note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems
We improve the well-known result of Bertsimas and Sim presented in (D. Bertsimas and M. Sim, “Robust discrete optimization and network flows”, Mathematical Programming, B(98): 49-71, 2003) regarding the computation of optimal solutions of Robust Combinatorial Optimization problems with interval uncertainty in the objective function coefficients. We also extend this improvement to a more general...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- 4OR
دوره 12 شماره
صفحات -
تاریخ انتشار 2014