首页 | 本学科首页   官方微博 | 高级检索  
     


Computing and minimizing the relative regret in combinatorial optimization with interval data
Authors:Igor Averbakh
Affiliation:

Division of Management, University of Toronto at Scarborough, 1265 Military Trail, Scarborough, Ont., Canada M1C 1A4

Abstract:We consider combinatorial optimization problems with uncertain parameters of the objective function, where for each uncertain parameter an interval estimate is known. It is required to find a solution that minimizes the worst-case relative regret. For minmax relative regret versions of some subset-type problems, where feasible solutions are subsets of a finite ground set and the objective function represents the total weight of elements of a feasible solution, and for the minmax relative regret version of the problem of scheduling n jobs on a single machine to minimize the total completion time, we present a number of structural, algorithmic, and complexity results. Many of the results are based on generalizing and extending ideas and approaches from absolute regret minimization to the relative regret case.
Keywords:Minmax regret optimization   Robust optimization   Uncertainty   Interval data   Polynomial algorithm
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号