Metadata language
Robustness tolerances for combinatorial optimization problems
Subtitle:Raport Badawczy = Research Report ; RB/4/2008
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:16 stron ; 21 cm ; Bibliografia s. 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: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
Projects co-financed by: Access: