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On the robustness of optimal solutions for combinatorial optimization problems
Subtitle:Raport Badawczy = Research Report ; RB/2/2007
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:16 pages ; 21 cm ; Bibliography p. 15-16
Subject and Keywords:Combinatorial optimization ; Optymalizacja kombinatoryczna ; Robustness and sensitivity analysis ; Robustness radius
Abstract:The paper considers so-called generic combinatorial optimization problem, where the set of feasible solutions is some family of subsets of a finite ground set with specified positive initial weights of elements, and the objective function represents the total weight of elements of a feasible solution. It is assumed that the weights of all elements may be perturbed simultaneously and independently up to a given percentage of their initial values. A feasible solution, which minimizes then the worst-case relative regret, is called a robust solution. The maximum percentage level of perturbations, for which an initially optimal solution remains robust, is called the robustness radius of this solution. In this paper the robustness aspect of initially optimal solutions and provide lower bounds for their robustness radii are studied.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Creative Commons Attribution BY 4.0 license
Terms of use:Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Digitizing institution:Systems Research Institute of the Polish Academy of Sciences
Original in:Library of Systems Research Institute PAS
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