Robust optimization approach for a chance-constrained binary knapsack problem
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 한진일 | - |
dc.contributor.author | 이경식 | - |
dc.contributor.author | 이충목 | - |
dc.contributor.author | 최기석 | - |
dc.contributor.author | 박성수 | - |
dc.date.available | 2018-05-07T11:13:05Z | - |
dc.date.created | 2018-04-18 | - |
dc.date.issued | 2016-05 | - |
dc.identifier.issn | 0025-5610 | - |
dc.identifier.uri | http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/5635 | - |
dc.description.abstract | We consider a certain class of chance-constrained binary knapsack problem where each item has a normally distributed random weight that is independent of the other items. For this problem we propose an efficient pseudo-polynomial time algorithm based on the robust optimization approach for finding a solution with a theoretical bound on the probability of satisfying the knapsack constraint. Our algorithm is tested on a wide range of random instances, and the results demonstrate that it provides qualified solutions quickly. In contrast, a state-of-the-art MIP solver is only applicable for instances of the problem with a restricted number of items. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | SPRINGER HEIDELBERG | - |
dc.relation.isPartOf | MATHEMATICAL PROGRAMMING | - |
dc.title | Robust optimization approach for a chance-constrained binary knapsack problem | - |
dc.type | Article | - |
dc.identifier.doi | 10.1007/s10107-015-0931-0 | - |
dc.type.rims | ART | - |
dc.identifier.bibliographicCitation | MATHEMATICAL PROGRAMMING, v.157, no.1, pp.277 - 296 | - |
dc.description.journalClass | 1 | - |
dc.identifier.wosid | 000375568400011 | - |
dc.identifier.scopusid | 2-s2.0-84964703727 | - |
dc.citation.endPage | 296 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 277 | - |
dc.citation.title | MATHEMATICAL PROGRAMMING | - |
dc.citation.volume | 157 | - |
dc.contributor.affiliatedAuthor | 한진일 | - |
dc.type.docType | Article | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
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