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Raport Badawczy = Research Report ; RB/4/2008
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
16 pages ; 21 cm ; Bibliography p. 14-16
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.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
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: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
19 paź 2021
28 paź 2020
50
https://rcin.org.pl./publication/180369
Nazwa wydania | Data |
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RB-2008-04 : Libura Marek Sylwester : Robustness tolerances for combinatorial optimization problems | 19 paź 2021 |
Libura, Marek
Libura, Marek
Libura, Marek
Libura, Marek
Granat, Janusz Makowski, Marek Wierzbicki, Andrzej (1937– )