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The minmax multidimensional knapsack problem with application to a chance‐constrained problem

Moshe Kress, Michal Penn and Maria Polukarov

Naval Research Logistics (NRL), 2007, vol. 54, issue 6, 656-666

Abstract: In this paper we present a new combinatorial problem, called minmax multidimensional knapsack problem (MKP), motivated by a military logistics problem. The logistics problem is a two‐period, two‐level, chance‐constrained problem with recourse. We show that the MKP is NP‐hard and develop a practically efficient combinatorial algorithm for solving it. We also show that under some reasonable assumptions regarding the operational setting of the logistics problem, the chance‐constrained optimization problem is decomposable into a series of MKPs that are solved separately. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007

Date: 2007
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