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The paper deals with the definition and the computation of surrogate upper bound sets for the bi-objective bi-dimensional binary knapsack problem. It introduces the Optimal Convex Surrogate Upper Bound set, which is the tightest possible definition based on the convex relaxation of the surrogate...
Persistent link: https://www.econbiz.de/10011209318
The structure of the search space explains the behavior of multiobjective search algorithms, and helps to design well-performing approaches. In this work, we analyze the properties of multiobjective combinatorial search spaces, and we pay a particular attention to the correlation between the...
Persistent link: https://www.econbiz.de/10010617182
We propose a new distributed heuristic for approximating the Pareto set of bi-objective optimization problems. Our approach is at the crossroads of parallel cooperative computation, objective space decomposition, and adaptive search. Given a number of computing nodes, we self-coordinate them...
Persistent link: https://www.econbiz.de/10011052448
Minmax regret optimization aims at finding robust solutions that perform best in the worst-case, compared to the respective optimum objective value in each scenario. Even for simple uncertainty sets like boxes, most polynomially solvable optimization problems have strongly NP-complete minmax...
Persistent link: https://www.econbiz.de/10011264336
We present in this paper a new model for robust combinatorial optimization with cost uncertainty that generalizes the classical budgeted uncertainty set. We suppose here that the budget of uncertainty is given by a function of the problem variables, yielding an uncertainty multifunction. The new...
Persistent link: https://www.econbiz.de/10010871195
In this paper, a proportion-based robust optimization approach is developed to deal with uncertain combinatorial optimization problems. This approach assumes that a certain proportion of uncertain coefficients in each solution are allowed to change and optimizes a deterministic model so as to...
Persistent link: https://www.econbiz.de/10010603396
We are concerned with a variation of the assignment problem, where the assignment costs differ under different scenarios. We give a surrogate relaxation approach to derive a lower bound and an upper bound quickly, and show that the pegging test known for zero–one programming problems is also...
Persistent link: https://www.econbiz.de/10010585666
This paper deals with the two machine permutation flow shop problem with uncertain data, whose deterministic counterpart is known to be polynomially solvable. In this paper, it is assumed that job processing times are uncertain and they are specified as a discrete scenario set. For this...
Persistent link: https://www.econbiz.de/10011052395
. Based on existing results about complete characterization by scalarization of the solution set obtained by the same authors …
Persistent link: https://www.econbiz.de/10010994026
In multicriteria optimization, several objective functions have to be minimized simultaneously. For this kind of problem, approximations to the whole solution set are of particular importance to decision makers. Usually, approximating this set involves solving a family of parameterized...
Persistent link: https://www.econbiz.de/10010847904