Title:

Robustness tolerances for combinatorial optimization problems

Subtitle:

Raport Badawczy = Research Report ; RB/4/2008

Creator:

Libura, Marek

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2008

Description:

16 pages ; 21 cm ; Bibliography p. 14-16

Subject and Keywords:

Combinatorial optimization ; Optymalizacja kombinatoryczna ; Analiza wrażliwości ; Robustness and sensitivity analysis ; Analiza odporności ; Robustness tolerances ; Miary odporności

Abstract:

The paper adresses the so-called generic combinatorial optimization problem, where the set of feasible solutions is some family of nonempty subsets of a finite ground set with specified positive initial weights of elements, and the objective function represents the total weight of elements of the feasible solution. It is assumed that the set of feasible solutions is fixed, but the weights of elements may be perturbed or are given with errors. All possible realizations of weights form the set of scenarios. A feasible solution, which for a given set of scenarios guarantees the minimum value of the worst-case relative regret among all the feasible solutions, is called a robust solution. The maximum percentage perturbation of a single weight, which does not destroy the robustness of a given solution, is called the robustness tolerance of this weight with respect to the solution considered. This paper presents formulae which allow calculating the robustness tolerances with respect to an optimal solution obtained for some initial weights.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2008-04

Language:

eng

Language of abstract:

eng

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

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open