Combinatorial two-stage minmax regret problems under interval uncertainty

被引：2
|
作者：
Goerigkl, Marc [1 ]
Kasperski, Adam [2 ]
Zielinski, Pawel [2 ]
机构：
[1] Univ Siegen, Network & Data Sci Management, Siegen, Germany
[2] Wroclaw Univ Sci & Technol, Wroclaw, Poland
来源：
ANNALS OF OPERATIONS RESEARCH | 2021年 / 300卷 / 01期
关键词：
Robust optimization; Combinatorial optimization; Minmax regret; Two-stage optimization; Complexity; SHORTEST-PATH PROBLEM; SPANNING TREE PROBLEM; OPTIMIZATION PROBLEMS; BOUND ALGORITHM; ROBUST; COMPLEXITY; MAX; VERSIONS;
D O I：
10.1007/s10479-020-03863-7
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper a class of combinatorial optimization problems is discussed. It is assumed that a feasible solution can be constructed in two stages. In the first stage the objective function costs are known while in the second stage they are uncertain and belong to an interval uncertainty set. In order to choose a solution, the minmax regret criterion is used. Some general properties of the problem are established and results for two particular problems, namely the shortest path and the selection problem, are shown.
引用
收藏
页码：23 / 50
页数：28
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