A robust approach to the chance-constrained knapsack problem |
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| Authors: | Olivier Klopfenstein Dritan Nace |
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| Affiliation: | aFrance Télécom R & D, France;bUniversité de Technologie de Compiègne, Laboratoire Heudiasyc, France |
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| Abstract: | In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on robust optimization, a tractable combinatorial algorithm is proposed to solve approximately CKP. For two specific classes of uncertain knapsack problems, it is proved to solve CKP at optimality. |
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| Keywords: | Robust optimization Knapsack problem Stochastic programming |
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