The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
. Based on the recent approach of Bertsimas and Sim (2004, 2003) to robust optimization in the presence of data uncertainty, we prove an easily computable and simple bound on the probability that the robust solution gives an objective function value worse than the robust objective function value, under the assumption that only cost coefficients are subject to uncertainty. We exploit the binary nature...
. Many real problems can be modelled as robust shortest path problems on digraphs with interval costs, where intervals represent uncertainty about real costs and a robust path is not too far from the shortest path for each possible configuration of the arc costs. In this paper we discuss the application of a Benders decomposition approach to this problem. Computational results confirm the efficiency...
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 uncertainty while...
We establish strong NP-hardness and in-approximability of the so-called representatives selection problem, a tool selection problem in the area of robust optimization. Our results answer a recent question of Dolgui and Kovalev (4OR Q J Oper Res 10:181–192, 2012).
In this paper, we study the problem of joint placement and routing, both in the deterministic and stochastic cases, arising in the field of compilation of dataflow applications for manycore architectures. A GRASP algorithm is first proposed for solving the deterministic version and extended afterwards to treat the chance-constrained program with uncertainty affecting the weights of a dataflow process...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.